Results 171 to 180 of about 810,945 (328)
Market Participation, Information and Volatility [PDF]
We analyze how the entry of less informed participants in a market for a risky asset affects the volatility of the price of the asset. In an endogenous participation model, we show that in equilibrium the new market entrants are less informed than the ...
Helios Herrera, Juan Dubra
core
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence [PDF]
Recent theoretical work has revealed a direct connection between asset return volatility forecastability and asset return sign forecastability. This suggests that the pervasive volatility forecastability in equity returns could, via induced sign ...
Anthony S. Tay +4 more
core +4 more sources
Asset Returns, Discount Rate Changes and Market Efficiency
, 1984 Michael Smirlock, Jess B. Yawitz
openalex +1 more source
Advanced Energy and Sustainability Research, EarlyView.This study investigates the impact and cost‐competitiveness of rooftop solar power in a highly hydropower‐driven northern energy system toward 2050. The role of rooftop photovoltaics (PV) is assessed under different energy transition pathways and through a sensitivity analysis aiming to disclose important barriers to PV investments in the energy system.
Stine Fleischer Myhre, Eva Rosenberg
wiley +1 more source
Adverse Selection, Liquidity, and Market Breakdown [PDF]
This paper studies the interaction between adverse selection, liquidity risk and beliefs about systemic risk in determining market liquidity, asset prices and welfare.
Koralai Kirabaeva
core
Equilibrium and Arbitrage in Incomplete Asset Markets with Fixed Prices [PDF]
, 2000 P. Jean‐Jacques Herings +1 more
openalex +1 more source
Advanced Energy and Sustainability Research, EarlyView.It is very difficult to predict spot prices in Japan, where solar power generation has entered the market. Herein, It is attempted to predict the timing of sudden price changes by using price sensitivity, which will begin to be made public in 2021. The impact of price sensitivity on forecasting will be examined by making other variables general.
Shinji Hirota +4 more
wiley +1 more source
Undiversifiable Returns in a CAPM Economy [PDF]
The effects of endogenous undiversifiable investment and market structure changes on security pricing are analyzed within the GEI-CAPM (General Equilibrium with Incomplete Markets Capital Asset Pricing Model).
Claude Wampach, Peghe Braila
core
Is the Integration of World Asset Markets Necessarily Beneficial in the Presence of Monetary Shocks? [PDF]
, 2000 Cédric Tille
openalex +1 more source
Exploiting CO2‐Derived Carbon in Lithium‐Ion Batteries
Advanced Energy and Sustainability Research, EarlyView.In this work, a carbon nanomaterial (CNM) extracted from CO2 reduction treatment is used as the conductive additive in lithium‐ion battery graphite anodes and LiFePO4 cathodes. The electrodes are produced by casting, using both sodium alginate as a green, water‐soluble, alternative binder.
Nicolò Albanelli +8 more
wiley +1 more source