Results 131 to 140 of about 3,960 (256)
Random Carbon Tax Policy and Investment Into Emission Abatement Technologies
Mathematical Finance, EarlyView.ABSTRACT We analyze the problem of a profit‐maximizing electricity producer, subject to carbon taxes, who decides on investments into CO2$\rm CO_2$ abatement technologies. We assume that the carbon tax policy is random and that the investment in the abatement technology is divisible, irreversible, and subject to transaction costs.
Katia Colaneri +2 more
wiley +1 more source
A Model of Strategic Sustainable Investment
Mathematical Finance, EarlyView.ABSTRACT We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero‐sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous‐time on an infinite‐time horizon.
Tiziano De Angelis +2 more
wiley +1 more source
Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach
Mathematical Finance, EarlyView.ABSTRACT Stochastic versions of recursive integrated climate‐economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving these models via deterministic grid‐based dynamic programming (e.g., value‐function iteration/projection ...
Aleksandar Arandjelović +4 more
wiley +1 more source
Market Making With Fads, Informed, and Uninformed Traders
Mathematical Finance, EarlyView.ABSTRACT We characterize the solution to a continuous‐time optimal liquidity provision problem in a market populated by informed and uninformed traders. In our model, the asset price exhibits fads —these are short‐term deviations from the fundamental value of the asset.
Emilio Barucci +2 more
wiley +1 more source
Fractional Brownian Motion Analysis for Spreading of Novel Coronavirus
, 2022 Lima L.
europepmc +1 more source
Divergent trajectories of genome architecture and chromosome evolution in ferns and angiosperms
New Phytologist, EarlyView.Variation in key fern genomic traits across families, mapped onto a summary phylogenetic tree. Summary Ferns and angiosperms represent the two largest vascular plant lineages but exhibit striking genomic and ecological contrasts. We investigated whether differences in genome size, chromosome architecture, GC content, and stomatal traits reveal ...
Petr Bureš +14 more
wiley +1 more source
Variance Ratio Tests for Panels With Cross‐Section Dependence
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT This paper develops panel variance ratio statistics to examine serial dependence in time series with cross‐sectional dependence. We derive asymptotic properties for panels where the cross‐section dimension N$$ N $$ is fixed or grows with T. Using a factor structure to explain cross‐sectional dependence, we propose a common correlation effects ...
Seongman Moon, Carlos Velasco
wiley +1 more source
Fractional Brownian motion analysis for epidemic spreading of diseases
, 2021 Lima L.
europepmc +1 more source
The valuation of currency options by fractional Brownian motion. [PDF]
Springerplus, 2016 Shokrollahi F, Kılıçman A.
europepmc +1 more source
Periodontology 2000, EarlyView.Abstract Background Extracellular vesicles (EVs), especially exosomes, are nanoparticles increasingly recognized as key regulators of intercellular communication in both physiological and pathological aspects. Despite rapid progress, inconsistencies in nomenclature, isolation, and characterization continue to restrict translational advancement.
Paras Ahmad +6 more
wiley +1 more source