Results 191 to 200 of about 32,087 (238)

Consumption in Asset Returns

The Journal of Finance, EarlyView.
ABSTRACT Using information in returns, we identify the stochastic process of consumption. We find that aggregate consumption reacts over multiple quarters to innovations spanned by financial markets. This persistent component accounts for over a quarter of consumption variation. These shocks command a large and significant risk premium, driving a large
SVETLANA BRYZGALOVA, JIANTAO HUANG, CHRISTIAN JULLIARD   +2 more
wiley   +1 more source

Model-Driven Deep Learning Enables Speckle-Free Holography for 3D Parallel Nanofabrication. [PDF]

Research (Wash D C)
Liu K, Ouyang W, Chen C, Wu J, Cao L, Chen SC.   +5 more
europepmc   +1 more source

The Determinants of Negotiated Pharmaceutical Prices

The Journal of Industrial Economics, EarlyView.
ABSTRACT We focus on the determinants of pharmaceutical drug prices. Using data from the Brazilian pharmaceutical market, we find large variations in drug prices across buyers, drug classes, and time periods. Our estimation results provide evidence that transaction‐specific determinants between buyers and sellers (e.g., transaction volume, buyer's ...
Ralph B. Siebert, Sebastian Linde, Brandon Norton   +2 more
wiley   +1 more source

Quantitative Analysis of Phase Response Enhancement in Distributed Acoustic Sensing Systems Using Helical Fiber Winding Technology. [PDF]

Sensors (Basel)
Duan Y, Du S, Chen T, Guo C, Wu S, Liang L.   +5 more
europepmc   +1 more source

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Optimal and typical L 2 discrepancy of 2-dimensional lattices. [PDF]

Ann Mat Pura Appl
Borda B.
europepmc   +1 more source

Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input–Output Modeling

Mathematical Finance, EarlyView.
ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici, Gianluca Fusai, Anna Maria Gambaro, Daniele Marazzina   +3 more
wiley   +1 more source

Testing Using the DCP Probe of a Subgrade Modeled from Difficult-to-Compact Sand in a Calibration Chamber. [PDF]

Materials (Basel)
Tymosiak D, Sulewska MJ, Kokoszka W, Słowik M, Błazik-Borowa E, Ożóg D, Puchlik M.   +6 more
europepmc   +1 more source

Random Carbon Tax Policy and Investment Into Emission Abatement Technologies

Mathematical Finance, EarlyView.
ABSTRACT We analyze the problem of a profit‐maximizing electricity producer, subject to carbon taxes, who decides on investments into CO2$\rm CO_2$ abatement technologies. We assume that the carbon tax policy is random and that the investment in the abatement technology is divisible, irreversible, and subject to transaction costs.
Katia Colaneri, Rüdiger Frey, Verena Köck   +2 more
wiley   +1 more source

A Novel Single-Loop Mechanism for Neck Rehabilitation. [PDF]

Biomimetics (Basel)
Di Gregorio R.
europepmc   +1 more source