Results 61 to 70 of about 185,677 (330)
A single‐step, low‐temperature co‐pyrolysis process removes encapsulated seed metal NPs (10–50 nm) from CNTs, redistributing them as surface‐anchored metal and metal–nitride NCs (1–1.5 nm). Herein, Ni3N NCs achieve an ultra‐low onset overpotential for CO2 reduction to CO with >98% Faradaic efficiency across 100–700 mA cm−2.
Ahmed Badreldin+15 more
wiley +1 more source
Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options [PDF]
Options with different maturities can be used to generate an implied forward volatility, a volatility forecast for non-overlapping future time intervals.
Egelkraut, Thorsten M., Garcia, Philip
core +4 more sources
The CIR stochastic volatility model is modified to introduce nonlinear mean reversion, with the long-run volatility average as a random variable controlled by two parts being modeled through a Brownian motion and a Markov chain, respectively.
Xin-Jiang He, Sha Lin
doaj +1 more source
Interactions of Spot Foreign Exchange Markets among Taiwan, Hong Kong and Japan: Japanese Forward Premium/Discount as an Information Variable [PDF]
This study takes the foreign exchange rates of Taiwan, Hong Kong and Japan as the research issue, and utilises the VEC GJR-Asymmetric GARCH model to analyse the interaction among spot exchange rates of these three countries.
Hsiang-Hsi LIU
doaj +1 more source
This study explores an eco‐friendly solvent with 1,3‐dimethyl‐2‐imidazolidinone for developing perovskite ink, enhancing grain size and formation of purer phase perovskite. The inkjet‐printed perovskite solar cells demonstrated a remarkable improvement in device power conversion efficiency from 14.6% to almost 17.8%, highlighting sustainable innovation
Vinayak Vitthal Satale+6 more
wiley +1 more source
Variance and Interest Rate Risk in Unit-Linked Insurance Policies
One of the risks derived from selling long-term policies that any insurance company has arises from interest rates. In this paper, we consider a general class of stochastic volatility models written in forward variance form.
David Baños+2 more
doaj +1 more source
Implied volatility estimation of bitcoin options and the stylized facts of option pricing
The recently developed Bitcoin futures and options contracts in cryptocurrency derivatives exchanges mark the beginning of a new era in Bitcoin price risk hedging.
Noshaba Zulfiqar, Saqib Gulzar
doaj +1 more source
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
Double Helical Plasmonic Antennas
Plasmonic double helical antennas funnel circularly polarized light to the nanoscale, offering strong chiroptical interaction and directional light emission. Extending a single helix design tool, this study combines numerical modeling with experimental validation, revealing large, broadband dissymmetry factors in the visible range.
Aleksei Tsarapkin+7 more
wiley +1 more source
The effect of parallel OTC-DVP bond market introduction on yield curve volatility [PDF]
The goal of this paper is to analyze the effect of OTC-DVP (over the counter delivery versus payment) fixed income market introduction in Slovenia on the term structure estimation and on the volatility of zero coupon yields and forward interest rates ...
Andraž Grum
doaj