Results 121 to 130 of about 172,942 (303)

Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives [PDF]

open access: yes
We conduct a comprehensive analysis of unspanned stochastic volatility in commodity markets in general and the crude-oil market in particular. We present model-free results that strongly suggest the presence of unspanned stochastic volatility in the ...
Anders B. Trolle, Eduardo S. Schwartz
core  

Forecasting the term structure of crude oil futures prices with neural networks

open access: yes, 2015
The paper contributes to the rare literature modeling term structure of crude oil markets. We explain term structure of crude oil prices using dynamic Nelson-Siegel model, and propose to forecast them with the generalized regression framework based on ...
Barunik, Jozef, Malinska, Barbora
core   +1 more source

Ultrafast Interfacial Engineering for Quantifiable Control of Asymmetric Configurations in Nanostructured Janus Membranes

open access: yesAdvanced Science, EarlyView.
Founded on a rapidly formed nanostructured tannic acid/polyethyleneimine (TA/PEI) platform, an ultrafast (∼5 min), universal interfacial engineering strategy utilizing stearoyl chloride (SC) and Phytic acid (PA) enables precise fabrication of Janus membranes across diverse substrates.
Wenqing Zhang   +7 more
wiley   +1 more source

Segmentation in the Crude Oil Futures Term Structure. [PDF]

open access: yes
Whereas the spatial integration has already been examined in commodity markets, empirical tests on temporal integration have never been carried out.
Lautier, Delphine
core  

Antenna Effect in Halogen‐Containing ZnSm Coordination Compounds: Utilizing Colorimetry for a Room‐Temperature Tunable Ratiometric Molecular Thermometer

open access: yesAdvanced Science, EarlyView.
The ZnSm‐Cl dinuclear molecular complex was synthesized through a simple one‐pot method. ZnL and Sm3+ exhibit complementary temperature‐dependent emission As the temperature increases, a noticeable color difference of ZnSm‐Cl can be observed within the room temperature range of 253‐333 K.
Ye Xia   +7 more
wiley   +1 more source

Recent Advances in Zirconium‐Based Metal–Organic Framework Membranes for Desalination

open access: yesAdvanced Science, EarlyView.
Zirconium‐based metal–organic framework membranes with tunable pore architectures, defect chemistry, and surface functionalities for Desalination are systematically reviewed. Their fabrication strategies, desalination performance across pressure‐driven, forward osmosis, and pervaporation processes, and structure–property–performance relationships are ...
Mao Fu   +7 more
wiley   +1 more source

Advanced Multiscale Modeling for Revealing Anomalous Fluid Transport Induced by Confinement Interfacial Layer Reconstruction in Sub‐10 nm Space

open access: yesAdvanced Science, EarlyView.
Integrating experimental insights with molecular dynamics simulations, we establish an advanced mathematical model for fluids confined in sub‐10‐nm channels, enabling quantitative prediction of interfacial layer thickness and viscosity by accounting for channel material, temperature, and fluid properties.
Xiang Zhang   +3 more
wiley   +1 more source

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