Results 71 to 80 of about 185,677 (330)
Forward Freight Agreements and Market Transparency in the Capesize Sector
Asian 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
Foreign Trade Review, 1986 Legacy description not ...
openaire +2 more sources
Advanced Functional Materials, EarlyView.Janus (MoS2) transistors functionalized with sodium alginate (SA) and poly(vinylidene fluoride‐co‐trifluoroethylene) [P(VDF‐TrFE)] exhibit persistent photo‐induced ionic gating, driven by dynamic cation migration at the hybrid interface. This ionic mechanism enables finely tunable photoconductivity and emulates key synaptic plasticity behaviors ...
Yeonsu Jeong +5 more
wiley +1 more source
Spot price modeling and the valuation of electricity forward contracts : the role of demand and capacity. [PDF]
We propose a model where wholesale electricity prices are explained by two state variables: demand and capacity. We derive analytical expressions to price forward contracts and to calculate the forward premium.
Cartea, Álvaro, Villaplana, Pablo
core +3 more sources
The Heston stochastic volatility model in Hilbert space
, 2017 We extend the Heston stochastic volatility model to a Hilbert space framework. The tensor Heston stochastic variance process is defined as a tensor product of a Hilbert-valued Ornstein-Uhlenbeck process with itself. The volatility process is then defined
Benth, Fred Espen +1 more
core +1 more source
Advanced Functional Materials, EarlyView.CsPbI₃ perovskite solar cells face stability issues due to high annealing temperatures and moisture. Butylammonium acetate (BAAc) enables stable phase formation at 160°C in ambient laboratory conditions, enhancing efficiency and stability, achieving 18.6% PCE, and maintaining over 81% efficiency after 1,000 hours of maximum power point tracking under 1
Narendra Pai +10 more
wiley +1 more source
Linking Futures and Options Pricing in the Natural Gas Market
RisksA 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
Journal 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
Advanced Functional Materials, EarlyView.A complementary charge‐trap memristor (CoCTM) featuring a unique current transient with tunable overshoot‐relaxation dynamics is introduced for high‐resolution reservoir computing. By leveraging higher‐order temporal dynamics from engineered trapping layers, the device generates multiple output states from a single input, forming rich, high‐dimensional
Alba Martinez +9 more
wiley +1 more source
OIL VOLATILITY-OF-VOLATILITY AND TAIL RISK OF COMMODITIES
Applied Finance LettersWe examine the information content of oil volatility-of-volatility (VOV), constructed from the past 1-month OVX (implied volatility in crude oil market), on the expected tail risk of commodities.
Yahua Xu +2 more
doaj +1 more source