Results 191 to 200 of about 145,133 (276)

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Perpetual Futures Pricing

Mathematical Finance, EarlyView.
ABSTRACT Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no‐arbitrage price of various perpetual contracts, including linear, inverse, and quantos futures in both discrete and ...
Damien Ackerer, Julien Hugonnier, Urban Jermann   +2 more
wiley   +1 more source

Fractional-order modelling and analytical solutions for MHD casson fluid flow in an inclined channel with heat and mass transfer. [PDF]

Sci Rep
Alwuthaynani M, Ishtiaq U, El-Wahed Khalifa HA, Alburaikan A, Idress R, Popa IL.   +5 more
europepmc   +1 more source

Capital in Motion: Synthesizing the Circulation and Reproduction in a Multi‐Sector Growth Model

Metroeconomica, EarlyView.
ABSTRACT This paper analyzes Capital in Motion (CIM) in a capitalist economy, based on Karl Marx's Capital, Volume 2. It examines the circuit of capital, distinguishing between stock and flow variables, and integrates a multi‐sector growth model that combines the circuit and turnover of capital with the reproduction scheme.
Takashi Satoh
wiley   +1 more source

Fundamental Solutions to Fractional Heat Conduction in Two Joint Half-Lines Under Conditions of Nonperfect Thermal Contact. [PDF]

Entropy (Basel)
Povstenko Y, Kyrylych T, Dashkiiev V, Yatsko A.   +3 more
europepmc   +1 more source

The Mathematical History Behind the Granger–Johansen Representation Theorem

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT When can a vector time series that is integrated once (i.e., becomes stationary after taking first differences) be described in error correction form? The answer to this is provided by the Granger–Johansen representation theorem. From a mathematical point of view, the theorem can be viewed as essentially a statement concerning the geometry of ...
Johannes M. Schumacher
wiley   +1 more source

Confidence Intervals for Price Discovery

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This paper discusses asymptotic and bootstrap confidence intervals for multivariate permanent‐transitory decompositions of cointegrated vector autoregressive I(1) systems, with a focus on price discovery. Alternative estimators of the permanent components are compared in terms of efficiency also under separable linear restrictions on the ...
Heino Bohn Nielsen, Paolo Paruolo, Anders Rahbek   +2 more
wiley   +1 more source

Frictional Heating During Sliding of Two Layers Made of Different Materials. [PDF]

Materials (Basel)
Topczewska K, Yevtushenko A, Zamojski P.
europepmc   +1 more source

Distinct Foliar Uptake Pathways for Phosphorus and Nano‐Hydroxyapatite in Potato Revealed By Synchrotron μCT and ³³P Imaging

Plant, Cell &Environment, EarlyView.
ABSTRACT Potato (Solanum tuberosum L.) has a high phosphorus (P) requirement, yet its shallow root system and the strong P‐fixing capacity of many soils limit the effectiveness of soil fertilisation. Foliar application of nano‐hydroxyapatite particles (nHAPs) has emerged as a promising alternative P fertilisation practice.
Max Frank, Stine Le Tougaard, Augusta Szameitat, Emil Visby Kristensen, Daniel P. Persson, Rajmund Mokso, Søren Husted   +6 more
wiley   +1 more source

A hybrid computational framework for fractional cancer diffusion models in uncertain settings. [PDF]

Sci Rep
Qayyum M, Nayab S, Khan O, Hassani MK, Akgül A.   +4 more
europepmc   +1 more source