Results 171 to 180 of about 2,210,161 (360)

Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off [PDF]

Market expectations of future return volatility play a crucial role in finance; so too does our understanding of the process by which information is incorporated in security prices through the trading process.
Glen Donaldson, Mark Kamstra
core  

Asymmetry of the Ferroelectric Phase Transition in BaTiO3

Advanced 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, Elangovan Hemaprabha, Rajesh Mandal, Pravin Kavle, Jamil Tanus, Maya Barzilay, Ching‐Che Lin, David Spirito, Semën Gorfman, Bo Wang, Ignacio J. Villar‐García, Neus Domingo, Long‐Qing Chen, Lane W. Martin, Yachin Ivry   +14 more
wiley   +1 more source

Strategic Aspects of Forward Trading on the German Electricity Market. Consequences for Volatility, Competition, and Investment

, 2016
Markus Aichele
openalex   +1 more source

Pricing of Forwards and Options in a Multivariate Non-Gaussian Stochastic Volatility Model for Energy Markets [PDF]

, 2013
Fred Espen Benth, Linda Vos
openalex   +1 more source

Modelling and Forecasting the Indian Re/US Dollar Exchange Rate [PDF]

This paper develops vector autoregressive and Bayesian vector autoregressive models to forecast the Indian Re/US dollar exchange rate which is governed by a managed floating exchange rate regime. It considers extensions of the monetary model that include
Pami Dua, Rajiv Ranjan
core  

Ferroelectrics Hybrids: Harnessing Multifunctionality of 2D Semiconductors in the Post‐Moore Era

Advanced Materials, EarlyView.
In this Review, the state of art of ferroelectric hybrid systems—combining ferroelectrics, 2D semiconductors, and molecular switches is presented—as next‐generation platforms for high‐density, multifunctional electronics. By discussing 2D FeFET applications, nanoscale material downscaling, M3D integration, and emerging ferroelectrics, it highlights ...
Haixin Qiu, Xiaoshi Qian, Dahong Qian, Paolo Samorì   +3 more
wiley   +1 more source

Ultrathin Monatomic Antimony Films by Sacrificial Atomic Layer Deposition for Phase Change Memory

Advanced Materials, EarlyView.
A three‐step sacrificial atomic layer deposition (s‐ALD) process enables wafer‐scale growth of ultrathin and uniform antimony (Sb) thin films. An ultrathin (≈4 nm) Sb film is uniformly deposited with its characteristic bilayer structure (Sb‐Sb) aligned along the substrate.
Gwangsik Jeon, Sangmin Jeon, Seunghwan Lee, Jeong Woo Jeon, Wonho Choi, Byongwoo Park, Sungjin Kim, Chanyoung Yoo, Hyejin Jang, Cheol Seong Hwang   +9 more
wiley   +1 more source

Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps

Journal of Computational and Applied Mathematics, 2017
Sumei Zhang, Yudong Sun
semanticscholar   +1 more source

Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures [PDF]

This paper uses multivariate GARCH techniques to study volatility spillovers between the Chinese non-deliverable forward market and seven of its Asia-Pacific counterparts over the period January 1998 to March 2005.
Colavecchio , Roberta, Funke, Michael
core  

Robust forward investment and consumption under drift and volatility uncertainties: A randomization approach [PDF]

Wing Fung Chong, Gechun Liang
openalex   +1 more source