Results 31 to 40 of about 9,678 (267)
Volatility Spillovers in Capesize Forward Freight Agreement Markets [PDF]
Scientific Programming, 2016 This paper is to investigate spillovers in the Capesize forward freight agreements (FFAs) markets before and after the global financial crisis. The paper chooses four Capesize voyage routes FFAs (C3, C4, C5, and C7), two time-charter routes FFAs (BCIT/C average, BPI T/C average), and spot rates as research subjects, covering the periods 3 January 2006 ...
Xiaoxing Gong, Jing Lu
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Advanced Engineering Materials, EarlyView.This study investigates thermo‐chemical processes during high‐temperature testing of two commercial MgO‐C brick grades, one containing 47.5 wt.% MgO‐C recyclate. Using ETV, DTA/TG‐MS, XRD, and SEM/EDS/EBSD, mechanisms such as carbothermal reduction of magnesia, impurity incorporation into the secondary MgO surface layer, and calcium‐rich phase ...
Alexander Schramm +6 more
wiley +1 more source
International Journal of Innovation Studies, 2018 This study examines whether the number of forward patent citations (along with alternative patent data)—when used as a proxy for the mixing variable—could infer the aggregate amount of economic-innovation information arriving at the New York Stock ...
Chamil W. Senarathne, Jianguo Wei
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Advanced Functional Materials, EarlyView.Biofabrication aims at providing innovative technologies and tools for the fabrication of tissue‐like constructs for tissue engineering and regenerative medicine applications. By integrating multiple biofabrication technologies, such as 3D (bio) printing with fiber fabrication methods, it would be more realistic to reconstruct native tissue's ...
Waseem Kitana +2 more
wiley +1 more source
Approaches to forecasing option volatility
Вестник Российского экономического университета имени Г. В. Плеханова, 2018 The article investigates a new approach to the idea of volatility. In spite of the well-known assumption that option volatility in future will be exactly the same as today, the author puts forward a method, which links the change in volatility to change ...
A. V. Azatskiy
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Advanced Functional Materials, EarlyView.An all‐in‐one analog AI accelerator is presented, enabling on‐chip training, weight retention, and long‐term inference acceleration. It leverages a BEOL‐integrated CMO/HfOx ReRAM array with low‐voltage operation (<1.5 V), multi‐bit capability over 32 states, low programming noise (10 nS), and near‐ideal weight transfer.
Donato Francesco Falcone +11 more
wiley +1 more source
Forward Start Volatility Swaps in Rough Volatility Models
Asia-Pacific Financial MarketsAbstract This paper shows the relationship between the forward start volatility swap price and the forward start zero vanna implied volatility of forward start options in rough volatility models. It is shown that in the short time-to-maturity limit the approximation error in the leading term of the correlated case with
Alòs, Elisa +2 more
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Bonds with volatilities proportional to forward rates [PDF]
, 2009 The problem of existence of solution for the Heath-Jarrow-Morton equation with linear volatility and purely jump random factor is studied. Sufficient conditions for existence and non-existence of the solution in the class of bounded fields are formulated.
Michal Baran, Jerzy Zabczyk
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Photoswitching Conduction in Framework Materials
Advanced Functional Materials, EarlyView.This mini‐review summarizes recent advances in state‐of‐the‐art proton and electron conduction in framework materials that can be remotely and reversibly switched on and off by light. It discusses the various photoswitching conduction mechanisms and the strategies employed to enhance photoswitched conductivity.
Helmy Pacheco Hernandez +4 more
wiley +1 more source
Structural Change in Forward Contracting Costs for Kansas Wheat
Journal of Agricultural and Resource Economics, 2014 Farmers use forward contracts to eliminate adverse price and basis movements prior to harvest. Since late 2007, the local basis for Kansas wheat has changed dramatically relative to historic levels, causing greater risk exposure for elevators offering ...
Mykel Taylor +2 more
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