Results 211 to 220 of about 216,212 (263)
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Operations Research, 2022
We study a competitive partial equilibrium in markets where risk-averse agents solve multistage stochastic optimization problems formulated in scenario trees. The agents trade a commodity that is produced from an uncertain supply of resources. Both resources and the commodity can be stored for later consumption. Several examples of a multistage risked
Michael Ferris, Andy Philpott
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We study a competitive partial equilibrium in markets where risk-averse agents solve multistage stochastic optimization problems formulated in scenario trees. The agents trade a commodity that is produced from an uncertain supply of resources. Both resources and the commodity can be stored for later consumption. Several examples of a multistage risked
Michael Ferris, Andy Philpott
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Dynamic equilibrium bunching [PDF]
, 2011 In this paper, we analyze the asymmetric pure strategy equilibria in a dynamic game of pure information externality. Each player receives a private signal and chooses whether and when to invest. In some of the periods, only a subgroup of the players make decisions, which we call bunching, while the rest of the players do not invest regardless of their ...
Wang, Tao, Wang, Tao
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SSRN Electronic Journal, 2021
This paper proposes a conditional asset pricing model that integrates environmental, social, and governance (ESG) demand and supply dynamics. Shocks in the demand for sustainable investing represent a novel risk source, characterized by diminishing marginal utility and positive premium.
Doron Avramov +3 more
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This paper proposes a conditional asset pricing model that integrates environmental, social, and governance (ESG) demand and supply dynamics. Shocks in the demand for sustainable investing represent a novel risk source, characterized by diminishing marginal utility and positive premium.
Doron Avramov +3 more
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Macroeconomic Dynamics, 2011
We discuss the problem known in economics as backward dynamics occurring in models of perfect foresight, intertemporal equilibrium described mathematically by implicit difference equations. In a previously published paper [Journal of Economic Dynamics and Control 31 (2007), 1633–1671], we showed that by means of certain mathematical methods and results
Medio, Alfredo, Raines, Brian
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We discuss the problem known in economics as backward dynamics occurring in models of perfect foresight, intertemporal equilibrium described mathematically by implicit difference equations. In a previously published paper [Journal of Economic Dynamics and Control 31 (2007), 1633–1671], we showed that by means of certain mathematical methods and results
Medio, Alfredo, Raines, Brian
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Dynamical equilibrium in nanoalloys
Faraday Discuss., 2008Using Monte Carlo simulations on a lattice-gas model, we study the segregation isotherm of a cluster made of thousands of atoms for a system that tends to phase separate, e.g., Cu-Ag. We show that the Ag segregation involves the vertices first, then the edges and finally the (111) and (100) facets.
F, Lequien +3 more
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Dynamic coalitional equilibrium
Journal of Economic Theory, 2011zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Transition Dynamics in Equilibrium Search
American Economic Journal: Microeconomics, 2022We study a dynamic equilibrium search model where sellers differ in their urgency to liquidate an asset. Buyers strategically make price offers without knowing a given seller’s urgency. We study liquidity and price dynamics on the transition path after an unexpected shock.
Akın, Şerife Nuray, Platt, B. C.
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Transportation Research Record: Journal of the Transportation Research Board, 2007
The existence of equilibrium solutions in single-bottleneck models with homogeneous travelers having the same preferred arrival times is explored from both theoretical and experimental frameworks. First, an equal payoff solution obtained in past studies is proved not to be in dynamic user equilibrium (DUE).
Gitakrishnan Ramadurai +1 more
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The existence of equilibrium solutions in single-bottleneck models with homogeneous travelers having the same preferred arrival times is explored from both theoretical and experimental frameworks. First, an equal payoff solution obtained in past studies is proved not to be in dynamic user equilibrium (DUE).
Gitakrishnan Ramadurai +1 more
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Equilibrium Unemployment Dynamics
International Economic Review, 1999The global dynamics of Pissarides' (1990) equilibrium model of aggregate unemployment are studied in the case of increasing returns to scale in production and constant returns to scale in the matching process. An equilibrium is a dynamic path for the aggregate number of matches generated by best‐response search and recruiting investment decisions under
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