Results 91 to 100 of about 197,322 (297)

Mixed‐Metal Promotion in a Manganese‐Molybdenum Oxynitride as Catalyst to Integrate C─C and C─N Coupling Reactions for the Direct Synthesis of Acetonitrile from Syngas and Ammonia

open access: yesAdvanced Materials, EarlyView.
Transition metal oxy/carbo‐nitrides show great promise as catalysts for sustainable processes. A Mn‐Mo mixed‐metal oxynitride attains remarkable performance for the direct synthesis of acetonitrile, an important commodity chemical, via sequential C─N and C─C coupling from syngas (C1) and ammonia (N1) feedstocks.
M. Elena Martínez‐Monje   +7 more
wiley   +1 more source

Modelling and Estimating the Forward Price Curve in the Energy Market [PDF]

open access: yes
The stochastic or random nature of commodity prices plays a central role in models for valuing financial contingent claims on commodities. In this paper, by enhancing a multifactor framework which is consistent not only with the market observable forward
Boda Kang, Carl Chiarella, Les Clewlow
core  

Beyond Presumptions: Toward Mechanistic Clarity in Metal‐Free Carbon Catalysts for Electrochemical H2O2 Production via Data Science

open access: yesAdvanced Materials, EarlyView.
Metal‐free carbon catalysts enable the sustainable synthesis of hydrogen peroxide via two‐electron oxygen reduction; however, active site complexity continues to hinder reliable interpretation. This review critiques correlation‐based approaches and highlights the importance of orthogonal experimental designs, standardized catalyst passports ...
Dayu Zhu   +3 more
wiley   +1 more source

PEMODELAN VOLATILITAS UNTUK PENGHITUNGAN VALUE AT RISK (VaR) MENGGUNAKAN FEED FORWARD NEURAL NETWORK DAN ALGORITMA GENETIKA

open access: yesMedia Statistika, 2014
High fluctuations in stock returns is one problem that is considered by the investors. Therefore we need a model that is able to predict accurately the volatility of stock returns.
Hasbi Yasin, Suparti Suparti
doaj   +1 more source

Measurement errors in GDP and forward-looking monetary policy: The Swiss case [PDF]

open access: yes
This paper analyzes forward-looking rules for Swiss monetary policy in a small structural VAR consisting of four variables. First, the paper looks at the ex ante inflation-output-growth volatility trade-off for a forward-looking policy aiming at a convex
Jordan, Thomas J.   +3 more
core  

Asymmetry of the Ferroelectric Phase Transition in BaTiO3

open access: yesAdvanced Materials, EarlyView.
Phase transitions are typically assumed to behave identically in forward and reverse. This work shows that in the ferroelectric material barium titanate this is not true: heating drives an abrupt, first‐order jump, while cooling gives a smooth, continuous change.
Asaf Hershkovitz   +14 more
wiley   +1 more source

Using electricity options to hedge against financial risks of power producers

open access: yesJournal of Modern Power Systems and Clean Energy, 2013
As a consequence of competition in electricity markets, a wide variety of financial derivatives have emerged to allow market agents to hedge against risks.
Salvador Pineda, Antonio J. Conejo
doaj   +1 more source

A Markovian Defaultable Term Structure Model with State Dependent Volatilities [PDF]

open access: yes
The defaultable forward rate is modeled as a jump diffusion process within the Schonbucher (2000, 2003) general Heath, jarrow and Morton (1992) framework where jumps in the defaultable term structure f d(t, T) cause jumps and defaults to the defaultable ...
Carl Chiarella   +2 more
core  

Polymorph‐Specific Electronic Transduction in WO3 during Molecular Sensing

open access: yesAdvanced Materials, EarlyView.
Metal‐oxide polymorphs with similar surface chemistry can nevertheless exhibit distinct sensing properties. In γ‐ and ε‐WO3, analyte adsorption appears comparable; yet, only ε‐WO3 induces a pronounced lattice electronic perturbation that accommodates charge in sub‐conduction band minimum states.
Matteo D'Andria   +6 more
wiley   +1 more source

Mean-Reverting Stochastic Processes, Evaluation of Forward Prices and Interest Rates [PDF]

open access: yes
We consider mean-reverting stochastic processes and build self-consistent models for forward price dynamics and some applications in power industries. These models are built using the ideas and equations of stochastic differential geometry in order to ...
Aguero-Granados, M. A., Makhankov, V. G.
core   +1 more source

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