Results 161 to 170 of about 5,889 (311)

Does More Flexible Pricing Always Pay? Profit-Driven Pricing and Market Stability Under Platform Regulation. [PDF]

Entropy (Basel)
Wang LB, Chai J, Yang Y.
europepmc   +1 more source

Energy Derivatives Pricing

, 2011
In this paper we examine energy derivatives pricing. The previous studies considered the same source of uncertainty for the spot and the futures prices. We investigate the problem of futures pricing with two independent sources of risk. In general the structure of the oil and gas futures markets is closely related to some stock indices.
Prostakova, Irina, Tazov, Alexander
openaire   +1 more source

THE PRICING OF DEGREE-DAY WEATHER OPTIONS

This paper presents a model and framework for pricing degree-day weather derivatives when the weather variable is a non-traded asset. Using daily weather data from 1840-1996 it is shown that a degree-day weather index exhibits stable volatility and ...
Turvey, Calum G.
core  

Unpacking the Farmland Capitalization Effect of Ethanol Establishment

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT We unpack the impact of expansions in ethanol production—as measured by proximity to newly constructed ethanol plants and capacity expansions—on farmland values using land transaction data from Kansas in combination with modern causal inference techniques.
Gabriel S. Sampson, Jisang Yu
wiley   +1 more source

Analysis of market equilibrium based on overconfidence behavior of market makers. [PDF]

PLoS One
Wang R, Wang J, Yang Z.
europepmc   +1 more source

Capital Asset Pricing for Markets with Intensity Based Jumps [PDF]

This paper proposes a unified framework for portfolio optimization, derivative pricing, modeling and risk measurement in financial markets with security price processes that exhibit intensity based jumps.
Eckhard Platen
core  

Crop Insurance Design and On‐Farm Risk Adaptation

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT The United States spends billions annually on crop insurance premium subsidies, yet the prevailing distance‐based guarantee design unintentionally rewards risk‐taking by linking subsidies to yield variability. We consider a simple redesign: define guarantees in terms of probability so that coverage reflects a consistent likelihood of indemnity.
Gerald Van Tassell, Alan P. Ker
wiley   +1 more source

Dynamic pricing scheme for energy balancing in microgrid using an intelligent system. [PDF]

Sci Rep
Balakumar I, Vaithilingam C.
europepmc   +1 more source

Nonparametric Estimation of Convergence of Interest Rates: Effects on Bond Pricing [PDF]

We present and estimate a model of short term interest rate dynamics where we incorporate the convergent behavior of interest rates implied by the transition to EMU.
Javier Gómez Biscarri, Teresa Corzo Santamaría   +1 more
core  

The Cost of a Nutritious Diet in Cafeterias: Evidence From US Military Dining Facilities

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT Providing nutritious meals in institutional settings with financial constraints, such as military dining facilities, is challenging. The US Department of War (DoW) and US Department of Agriculture (USDA) collaborated to modernize the Basic Daily Food Allowance (BDFA) using an optimization model that incorporates service members' consumption ...
Linlin Fan, Yiwen Zhao, Andrea Carlson, Parke Wilde, Joanna Reagan, Julianna Jayne, Starr Seip, Denise Laursen, Matthew P. Rabbitt   +8 more
wiley   +1 more source