Results 141 to 150 of about 346,028 (290)

Climate Adequacy and Market Risk: Are They Related? Empirical Evidence From the European Equity Market Before and After the Adoption of the Paris Agreement

Business Strategy and the Environment, EarlyView.
ABSTRACT ESG ratings, and in particular environmental scores (E‐scores), are becoming increasingly relevant for financial stability and capital allocation decisions. This paper investigates the relationship between corporate environmental performance and market risk, as measured through value at risk (VaR) and expected shortfall (ES), the key metrics ...
Matilda Shini, Igor Gianfrancesco, Antonia Patrizia Iannuzzi, Vittorio Dell'Atti   +3 more
wiley   +1 more source

"Fourier Transform Method with an Asymptotic Expansion Approach: an Application to Currency Options" [PDF]

This paper develops a Fourier transform method with an asymptotic expansion approach for option pricing. The method is applied to European currency options with a libor market model of interest rates and jump-diffusion stochastic volatility models of ...
Kohta Takehara, Akihiko Takahashi
core  

Assessment of Gibbs Free Energy Calculation in PI‐Controlled Heating

Chemie Ingenieur Technik, EarlyView.
For description and control of chemical processes in lab or industry thermodynamic variable Gibbs free energy provides opportunity to compare and interpret phenomena, even on a quantitative level. In a case study for PI‐controlled heating, impacts on its limits from control delay until parameter quantization are highlighted and assessed.
Jannik Dutschke, Samira Johanna Geiger, Liane Andrea Haufe, Sebastian Kaiser, Markus Seifert   +4 more
wiley   +1 more source

Economic and environmental implications of the development of UASB reactors in Mexico for sustainable industrial wastewater treatment

The Canadian Journal of Chemical Engineering, EarlyView.
Abstract The objective of this work is to demonstrate that the inclusion of an up‐flow anaerobic sludge bed (UASB reactor) within an industrial wastewater treatment plant reduces the plant's investment and operating costs compared to a system based solely on conventional complete‐mix activated sludge (CMAS), operating under the same design principles ...
Juan Manuel Morgan‐Sagastume, Adalberto Noyola   +1 more
wiley   +1 more source

Asymptotic expansions as control variates for deep solvers to fully-coupled forward-backward stochastic differential equations. [PDF]

PLoS One
Naito M, Saito T, Takahashi A, Takehara K.   +3 more
europepmc   +1 more source

Coupled heat and mass transfer in reactive parallel‐plate flow: A perturbative Graetz model with modal symmetry and Arrhenius kinetics

The Canadian Journal of Chemical Engineering, EarlyView.
A perturbative Graetz model describes coupled heat and mass transfer in reactive Couette–Poiseuille flow between parallel plates. Viscous dissipation and heat of reaction produce a small temperature rise, which enhances Arrhenius reaction rates and modestly accelerates axial species conversion in the small‐Brinkman‐number regime.
Leonardo Damián Soria Rodríguez, Anthony Albert Harrup Gutiérrez   +1 more
wiley   +1 more source

Asymptotic expansions for partitions generated by infinite products. [PDF]

Math Ann
Bridges W, Brindle B, Bringmann K, Franke J.   +3 more
europepmc   +1 more source

Synthesis and characterization of polymer networks obtained by conventional radical and RAFT copolymerization processes in supercritical carbon dioxide

The Canadian Journal of Chemical Engineering, EarlyView.
Conventional and RAFT dispersion copolymerizations of HEMA and EGDMA in supercritical CO2 are compared in terms of swelling index (crosslink density), morphology, particle size distribution, and modular differential scanning calorimetry. Abstract The syntheses of net‐poly((2‐hydroxyethylene methacrylate)‐co‐(ethylene glycol dimethacrylate ...
Patricia Pérez‐Salinas, Karen Mozeltzin Gómez‐Cruz, Alberto Rosas‐Aburto, Maribel Pineda‐Herrera, Humberto Vázquez‐Torres, Graeme Moad, Eduardo Vivaldo‐Lima   +6 more
wiley   +1 more source

"On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments" [PDF]

We consider the estimation of the coefficients of a linear structural equation in a simultaneous equation system when there are many instrumental variables.
Naoto Kunitomo, T. W. Anderson, Yukitoshi Matsushita   +2 more
core  

Asymptotic properties of cross‐classified sampling designs

Canadian Journal of Statistics, EarlyView.
Abstract We investigate the family of cross‐classified sampling designs across an arbitrary number of dimensions. We introduce a variance decomposition that enables the derivation of general asymptotic properties for these designs and the development of straightforward and asymptotically unbiased variance estimators.
Jean Rubin, Guillaume Chauvet
wiley   +1 more source