Results 71 to 80 of about 9,634 (299)

3D Digital Light Processing of Redox‐Active Polymers for Electrochemical Applications

open access: yesAdvanced Functional Materials, EarlyView.
3D printing of electrochemically switchable conducting polymers is achieved by Digital Light Processing of redox‐active carbazole‐based polymer materials. Complex 2D and 3D architectures including dot arrays and pyramids clearly show the potential for novel 3D switchable electrochemical devices for sensors, electrochromic displays as well as 3D printed
Christian Delavier   +4 more
wiley   +1 more source

The effect of parallel OTC-DVP bond market introduction on yield curve volatility [PDF]

open access: yesZbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2006
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  

Mesoporous Carbon Thin Films with Large Mesopores as Model Material for Electrochemical Applications

open access: yesAdvanced Functional Materials, EarlyView.
Mesoporous carbon thin films possessing 70 nm mesopores are prepared on titanium substrates by soft templating of resol resins with a self‐synthesized poly(ethylene oxide)‐block‐poly(hexyl acrylate) block copolymer. A strategy to avoid corrosion of the metal substrate is presented, and the films are extensively characterized in terms of morphology ...
Lysander Q. Wagner   +9 more
wiley   +1 more source

Uniform one-sided conformal bands for forward realized volatility curves

open access: yesAIMS Mathematics
We introduce uniform, one-sided conformal prediction bands for forward realized volatility (FRV) paths that control the entire trajectory up to a fixed horizon $ H $ with finite-sample, distribution-free marginal validity.
Çağlar Sözen
doaj   +1 more source

Forward Freight Agreements and Market Transparency in the Capesize Sector

open access: yesAsian Journal of Shipping and Logistics, 2019
We investigate the connection between the trading of Forward Freight Agreements (FFAs) and its microstructure effects in the volatility of the spot freight market in the Capesize dry-bulk sector of oceangoing vessels.
Theodore Pelagidis   +1 more
doaj   +1 more source

Exchange Volatility and Forward Market Mechanism

open access: yesForeign Trade Review, 1986
Legacy description not ...
openaire   +1 more source

Electron–Matter Interactions During Electron Beam Nanopatterning

open access: yesAdvanced Functional Materials, EarlyView.
This article reviews the electron–matter interactions important to nanopatterning with electron beam lithography (EBL). Electron–matter interactions, including secondary electron generation routes, polymer radiolysis, and electron beam induced charging, are discussed.
Camila Faccini de Lima   +2 more
wiley   +1 more source

Efficient NiOx Hole Transport Layers Enabled by Multifunctional MXenes for High‐Performance Tin‐Lead Perovskite Solar Cells

open access: yesAdvanced Functional Materials, EarlyView.
An efficient NiOx HTL is successfully prepared by introducing MXene as an additive without further surface modification to fabricate high‐performance FASn0.5Pb0.5I3 perovskite solar cells. The introduction of MXene contributes to improved conductivity of NiOx, better aligned at NiOx/perovskite interfaces, and enhanced quality of perovskite films ...
Lijun Chen   +12 more
wiley   +1 more source

Linking Futures and Options Pricing in the Natural Gas Market

open access: yesRisks
A robust model for natural gas prices should simultaneously capture the observed prices of both futures and options. While incorporating a seasonal factor in the convenience yield of the spot price effectively replicates forward curves, it proves ...
Francesco Rotondi
doaj   +1 more source

Semi-Analytical Option Pricing Under Double Heston Jump-Diffusion Hybrid Model

open access: yesJournal of Mathematical Sciences and Modelling, 2018
We examine European call options in the jump-diffusion version of the Double Heston stochastic volatility model for the underlying price process to provide a more flexible model for the term structure of volatility.
Rehez Ahlip   +2 more
doaj   +1 more source

Home - About - Disclaimer - Privacy