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Forward Search in Contraction Hierarchies
Proceedings of the International Symposium on Combinatorial Search, 2021Contraction hierarchies are graph-based data structure developed to speed up shortest path search in road networks. Built during an offline pre-processing step, contraction hierarchies are always paired with an online query algorithm which is a variation on bi-directional Dijkstra search.
Daniel Harabor, Peter Stuckey
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History of Forward Contracts (Historical Evidence for Forward Contracts)
2009info:eu-repo/semantics ...
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Forward contracts and competition [PDF]
, 2002 This paper examines the strategic use of forward contracts in an industry where downstream firms must buy an essential input from imperfectly competitive upstream suppliers. When a single large firm and a fringe of firms exist downstream, the large firm buys forward contracts from the fringe, i.e.
Manel Antelo, Lluís Bru
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2013
This chapter examines the specifics, mechanics, and terminology of a vastly popular contract type in the over-the-counter (OTC) market: the forward contract (or simply forward). The opening section defines a forward contract and describes its associated business rules.
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This chapter examines the specifics, mechanics, and terminology of a vastly popular contract type in the over-the-counter (OTC) market: the forward contract (or simply forward). The opening section defines a forward contract and describes its associated business rules.
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1999
Most market scenarios anticipate the development of a futures market. There are many possible forms for an electric futures market, including basic call and put options [7], forward contracts [33], callable forwards [34], and bid-based power pools [10].
Eric Allen, Marija Ilić
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Most market scenarios anticipate the development of a futures market. There are many possible forms for an electric futures market, including basic call and put options [7], forward contracts [33], callable forwards [34], and bid-based power pools [10].
Eric Allen, Marija Ilić
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Strategic forward contracting and observability
International Journal of Industrial Organization, 1997Abstract Recently, Allaz (1992) characterized strategic and hedging incentives for entering forward contracts in a two-stage duopoly setting under the implicit assumption that positions in forward contracts are publicly observable. However, credible disclosure of such positions is, at best, costly and subject to noise. Our purpose in this paper is to
John S. Hughes, Jennifer L. Kao
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Extracting rents with forward contracts
International Journal of Industrial Organization, 1992Abstract We consider a risk neutral final goods producer, operating with a concave production function. We show that when faced with the possibility of quantity rationing in the spot market for an input the producer will always pay a premium to purchase some units of that input in a forward market.
Patrick DeGraba, Maureen O'Hara
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Pricing sequential forward power contracts
2015 IEEE International Conference on Smart Grid Communications (SmartGridComm), 2015Pricing mechanisms for multistage power procurement under uncertainty are studied in this paper. We first consider the most natural pricing mechanism in which the power at each stage is priced uniformly at the temporal marginal price. Under the truth-telling assumption, we show that this mechanism is price equivalent, efficient and flexibility ...
Wenyuan Tang +3 more
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2019
Abstract This chapter contains a substantial extension of the more elementary theory of forwards and futures developed in Chapter 7. We derive a general pricing formula for forward contracts. Futures contracts are discussed in some detail and it is shown that a futures contract can be viewed as a certain price dividend pair.
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Abstract This chapter contains a substantial extension of the more elementary theory of forwards and futures developed in Chapter 7. We derive a general pricing formula for forward contracts. Futures contracts are discussed in some detail and it is shown that a futures contract can be viewed as a certain price dividend pair.
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1990
One of the great bogys in most people’s minds about selling currency forward is what happens if, having undertaken to deliver the currency in say about three months time, you cannot deliver it because the buyer is late in paying. This does not necessarily present a problem.
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One of the great bogys in most people’s minds about selling currency forward is what happens if, having undertaken to deliver the currency in say about three months time, you cannot deliver it because the buyer is late in paying. This does not necessarily present a problem.
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