Results 61 to 70 of about 186,810 (309)
The Effect of Electricity Forward Contracts Trading in the Energy Exchange on the Volatility of Spot Prices in Iran Electricity Market [PDF]
Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, 2015 Iran Energy Exchange started to work on 03/09/2013. Electricity trading is carried out within the framework of forward contracts in this exchange.
Mehran Kianvand, Asadollah Farzinvash
doaj +1 more source
Clustering of volatility as a multiscale phenomenon
, 1999 The dynamics of prices in financial markets has been studied intensively both experimentally (data analysis) and theoretically (models). Nevertheless, a complete stochastic characterization of volatility is still lacking.
Pasquini, Michele, Serva, Maurizio
core +2 more sources
Bioinspired Adaptive Sensors: A Review on Current Developments in Theory and Application
Advanced Materials, EarlyView.This review comprehensively summarizes the recent progress in the design and fabrication of sensory‐adaptation‐inspired devices and highlights their valuable applications in electronic skin, wearable electronics, and machine vision. The existing challenges and future directions are addressed in aspects such as device performance optimization ...
Guodong Gong +12 more
wiley +1 more source
Bitcoin Volatility and Intrinsic Time Using Double-Subordinated Lévy Processes
RisksWe propose a doubly subordinated Lévy process, the normal double inverse Gaussian (NDIG), to model the time series properties of the cryptocurrency bitcoin. By using two subordinated processes, NDIG captures both the skew and fat-tailed properties of, as
Abootaleb Shirvani +3 more
doaj +1 more source
Forward looking information in S&P 500 options [PDF]
Implied volatility generated from observed option prices reflects market expectations of future volatility. This paper determines whether or not, implied volatilities, and hence market expectations, contain any genuinely forward looking information not ...
Adam E Clements +2 more
core
Option Pricing, Historical Volatility and Tail Risks [PDF]
, 2014 We revisit the problem of pricing options with historical volatility estimators. We do this in the context of a generalized GARCH model with multiple time scales and asymmetry. It is argued that the reason for the observed volatility risk premium is tail risk aversion.
openaire +2 more sources
Mesoporous Silica Nanoparticles in Biomedicine: Advances and Prospects
Advanced Materials, EarlyView.Mesoporous silica nanoparticles offer unique properties like high surface area, tunable pores, and functionalization. They excel in drug delivery, tissue engineering, and stimuli‐responsive therapies, enabling targeted and controlled treatments. With roles in cancer therapy and diagnostics, their clinical translation requires addressing challenges in ...
Miguel Manzano, María Vallet‐Regí
wiley +1 more source
Gestão & Produção, 2012 A volatilidade em projetos industriais é um parâmetro significativo na análise de risco de investimentos. Quando se avaliam ativos financeiros, a volatilidade pode ser determinada por meio de dados históricos do ativo, porém, ao se trabalhar com projetos
Ronildo Jorge de Oliveira +1 more
doaj +1 more source
Delta-neutral volatility trading with intra-day prices: an application to options on the DAX [PDF]
This paper evaluates the profitability of applying four different volatility forecasting models to the trading of straddles on the German stock market index DAX.
Kaehler, Jürgen, Schmitt, Christian
core
Unravelling the Secret of Sulfur Confinement and High Sulfur Utilization in Hybrid Sulfur‐Carbons
Advanced Materials, EarlyView.Thermal condensation of inverse vulcanized sulfur‐carbon hybrids enables a bottom‐up sulfur confinement strategy, in which a protective carbon phase is progressively constructed around sulfur species. The resulting carbon nanodomains covalently tether sulfur chains and stabilize radical intermediates. This integrated architecture effectively suppresses
Tim Horner +9 more
wiley +1 more source