Results 51 to 60 of about 186,810 (309)
Georgia's Tax Portfolio Present and Future [PDF]
, 2012 This paper proposes a tax policy analysis methodology that applies financial market portfolio concepts to simultaneously consider both the growth and volatility of Georgia's historical and future tax revenue ...
Ray D. Nelson
core
Multi‐Scale Interface Engineering of MXenes for Multifunctional Sensory Systems
Advanced Functional Materials, EarlyView.MXenes, as two‐dimensional transition metal carbides and nitrides, demonstrate remarkable capabilities for multifunctional sensing applications. This review systematically examines multi‐scale interface engineering approaches that enhance sensing performance, enable diverse detection functionalities, and improve system‐level compatibility in MXene ...
Jiaying Liao, Sin‐Yi Pang, Jianhua Hao
wiley +1 more source
Predicting Implied Volatility in the Commodity Futures Options Markets
The International Journal of Banking and Finance, 2003 Both academics and practitioners have a substantial interest in understanding interest in understanding patterns in implied volatility that are recoverable from commodity futures option.
Stephen Ferris, Weiyu Guo, Tie Su
doaj
Estimating Value at Risk for Base Metals under Exchange Rate Shocks [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2014 In this paper we formulate the volatility of the Metal Index, by an ARJI-GARCH model, with reference to the effect of the volatility of dollar exchange rate. We express the jump in the dollar exchange rate by an Autoregressive Conditional Jump Intensity (
Shiva Zamani, Majid Alifar
doaj
The relation between implied and realised volatility: are call options more informative than put options? Evidence from the DAX index options market [PDF]
, 2007 The aim of this paper is to investigate the relation between implied volatility, historical volatility and realised volatility in the Dax index options market.
Muzzioli, S.
core +1 more source
Advanced Functional Materials, EarlyView.Optoelectronic control of redox‐active polyoxometalate clusters in polymer matrices yields hybrid memristors with switchable volatile and non‐volatile modes, enabling reservoir‐type in‐sensor optical preprocessing and stable multilevel synapses for multimodal neuromorphic computing, including noise‐tolerant audiovisual keyword recognition and hardware ...
Xiangyu Ma +13 more
wiley +1 more source
Financial Innovation, 2023 We propose a novel stochastic modeling framework for coal production and logistics using option pricing theory. The problem of valuing the inherent real optionality a coal producer has when mining and processing thermal coal is modelled as pricing spread
Mesias Alfeus, James Collins
doaj +1 more source
The Performance of implied volatility in forecasting future volatility : an analysis of three major equity indices from 2004 to 2010 [PDF]
, 2011 Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, 2011.Cataloged from PDF version of thesis.Includes bibliographical references (p. 29).In this thesis, we investigate whether implied volatility is an efficient estimator of
Ionesco, Vladimir M. (Vladimir Michae)
core
Laser‐Assisted Processing and Modification of Bioactive Glasses: A Review
Advanced Healthcare Materials, EarlyView.Laser technologies provide powerful tools to process and transform bioactive glasses for advanced biomedical applications. This review discusses laser‐matter interaction mechanisms, laser surface engineering, and laser‐assisted fabrication of scaffolds and nanofibers.
Antonio Riveiro +8 more
wiley +1 more source
A New Approach to Measure Volatility in Energy Markets
Entropy, 2012 Several measures of volatility have been developed in order to quantify the degree of uncertainty of an energy price series, which include historical volatility and price velocities, among others.
Antonio Gabaldón +2 more
doaj +1 more source