Results 201 to 210 of about 55,509 (274)

Price Discovery in Bitcoin ETF Market

Financial Review, Volume 61, Issue 2, Page 435-449, May 2026.
ABSTRACT In this study, we explore price discovery across the following three Bitcoin markets: spot, futures, and exchange‐traded funds (ETFs). Employing the fractionally cointegrated vector autoregressive (FCVAR) model, we estimate price discovery in each market using minute‐level price data from October 19, 2021, the launch date of the first US ...
Kiana Kia, Bo Liu, Qian Li, Victor Song, Ke Xu   +4 more
wiley   +1 more source

EVA-centric QUBO optimization for active and reactive power coordination in DLMP-driven distribution systems. [PDF]

Sci Rep
Suri V, Nagpal N, Siano P, Sharma R, Agarwal S, Pak W.   +5 more
europepmc   +1 more source

Skew Premiums Around Earnings Announcements

Financial Review, Volume 61, Issue 2, Page 533-554, May 2026.
ABSTRACT We examine skew premiums in equity options around earnings announcements. We use the realized returns to delta‐neutral risk reversal option spreads as a proxy for the skew premiums. We find skew premiums are economically significant around earnings announcements and are not explained by changes in variance risk premiums.
Thaddeus Neururer, George Papadakis
wiley   +1 more source

Multiagent game-theoretic robust optimization for power system planning under source-load uncertainty. [PDF]

Sci Rep
Mi J, Xu M, An J, Wang Y, Liu F, Yang H, Tan Z.   +6 more
europepmc   +1 more source

Uneven Product Diversification: Explaining the Lag of Agricultural Economies

International Economic Review, Volume 67, Issue 2, Page 581-604, May 2026.
ABSTRACT This paper documents that agricultural sectors diversify less than other manufacturing activities. A simple model shows that this difference can contribute to welfare divergence in a way that is qualitatively different to what results when uneven growth happens in the intensive margin.
Guzmán Ourens
wiley   +1 more source

AI-enhanced multi-timescale optimization strategy for virtual power plants: Advancing losad forecasting and dynamic demand response integration. [PDF]

PLoS One
Xu G, Yang G, Bao J, Feng H, Zhang F, Zheng H.   +5 more
europepmc   +1 more source

Mergers and Attributions: An Examination of M&A Terminations in 1996–2022

Journal of Management Studies, Volume 63, Issue 3, Page 961-997, May 2026.
Abstract Firms often make attributions regarding their actions in managing relationships with shareholders and investors. While research utilizing attribution theory has found that firms tend to attribute negative outcomes to external factors and positive outcomes to internal ones, this behaviour can have both positive and negative consequences ...
Zhe (Adele) Xing, Xiwei Yi
wiley   +1 more source

Business decision-making of power generators in competitive electricity market. [PDF]

Heliyon
Shao L, Chen T, Zhu J, Li M, He Y, Lin H.   +5 more
europepmc   +1 more source

Emerging markets' response to COVID-19: Insights from arbitrages strategies. [PDF]

Heliyon
Jialu W, Zhao L, Li H, Guo X.
europepmc   +1 more source

Multi-strategy modified sparrow search algorithm for hyperparameter optimization in arbitrage prediction models. [PDF]

PLoS One
Cheng S, Qin P, Lu B, Yu J, Tang Y, Zeng Z, Tu S, Qi H, Ye B, Cai Z.   +9 more
europepmc   +1 more source