Results 111 to 120 of about 1,687,826 (388)

Electrochemical Formation of BiVO4/BiPO4 Photoanodes for Enhanced Selectivity toward H2O2 Generation

open access: yesAdvanced Functional Materials, EarlyView.
In acidic KPi, V dissolves from the BiVO4 lattice, while adsorbed phosphate reacts with the electrode under an external bias, forming a BiPO4 surface layer. This BiPO4 layer exhibits stronger bicarbonate adsorption, redirecting the water oxidation pathway toward two‐electron H2O2 production.
Kaijian Zhu   +12 more
wiley   +1 more source

Forward looking information in S&P 500 options [PDF]

open access: yes
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  

A Smart Magnetically Actuated Flip‐Disc Programmable Metasurface with Ultralow Power Consumption for Real‐Time Channel Control

open access: yesAdvanced Functional Materials, EarlyView.
The study proposes a 1‐bit programmable metasurface based on flip‐disc display, named flip‐disc metasurface (FD‐MTS). This new design enables ultralow energy consumption while maintaining coding patterns. It also exhibits high scalability and multifunctional flexibility.
Jiang Han Bao   +8 more
wiley   +1 more source

Sound Deposit Insurance Pricing Using a Machine Learning Approach

open access: yesRisks, 2019
While the main conceptual issue related to deposit insurances is the moral hazard risk, the main technical issue is inaccurate calibration of the implied volatility. This issue can raise the risk of generating an arbitrage.
Hirbod Assa   +2 more
doaj   +1 more source

Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options [PDF]

open access: yes
Options with different maturities can be used to generate an implied forward volatility, a volatility forecast for non-overlapping future time intervals.
Egelkraut, Thorsten M., Garcia, Philip
core   +1 more source

Naturally Derived Donor‐π‐Acceptor Compounds for Efficient Long‐Wavelength LEDs/Sunlight‐Induced Polymerization and High‐Precision Multiple 3D Printing

open access: yesAdvanced Functional Materials, EarlyView.
Two novel donor–π–acceptor photoinitiators enable ultrafast long‐wavelength photopolymerization under blue/green LEDs and sunlight. Effective at low intensities and concentrations, they overcome slow kinetics and permit rapid 3D printing via DLW, DLP, and LCD methods.
Ji Feng   +9 more
wiley   +1 more source

Predicting Implied Volatility in the Commodity Futures Options Markets

open access: yesThe 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  

Tracking Brazilian Exchange Rate Volatility [PDF]

open access: yes
This paper examines the relation between dollar-real exchange rate volatility implied in option prices and subsequent realized volatility. It investigates whether implied volatilities contain information about volatility over the remaining life of the ...
Benjamin Miranda Tabak   +2 more
core  

Tuning the Electronic Structure and Spin State of Fe─N─C Catalysts Using an Axial Oxygen Ligand and Fe Clusters for High‐Efficiency Rechargeable Zinc–Air Batteries

open access: yesAdvanced Functional Materials, EarlyView.
A FeN4─O/Clu@NC‐0.1Ac catalyst containing atomically‐dispersed FeN4─O sites (medium‐spin Fe2+) and Fe clusters delivered a half‐wave potential of 0.89 V for ORR and an overpotential of 330 mV at 10 mA cm−2 for OER in 0.1 m KOH. When the catalyst was used in a rechargeable Zn–air battery, a power density of 284.5 mW cm−2 was achieved with excellent ...
Yongfang Zhou   +8 more
wiley   +1 more source

Calibration of the Volatility in Option Pricing Using the Total Variation Regularization

open access: yesJournal of Applied Mathematics, 2014
In market transactions, volatility, which is a very important risk measurement in financial economics, has significantly intimate connection with the future risk of the underlying assets.
Yu-Hua Zeng, Shou-Lei Wang, Yu-Fei Yang
doaj   +1 more source

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