Results 181 to 190 of about 5,171,937 (249)

Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input–Output Modeling

open access: yesMathematical Finance, Volume 36, Issue 4, Page 826-845, October 2026.
ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici   +3 more
wiley   +1 more source

Random Carbon Tax Policy and Investment Into Emission Abatement Technologies

open access: yesMathematical Finance, Volume 36, Issue 4, Page 804-825, October 2026.
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

open access: yesMathematical Finance, Volume 36, Issue 4, Page 771-803, October 2026.
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

From Nash Equilibrium to Social Optimum and Back: A Mean Field Perspective. [PDF]

open access: yesAppl Math Optim
Carmona R   +3 more
europepmc   +1 more source

Dam Management in the Era of Climate Change

open access: yesMathematical Finance, Volume 36, Issue 4, Page 870-895, October 2026.
ABSTRACT Climate change has a dramatic impact, particularly by concentrating rainfall into a few short periods, interspersed with long dry spells. In this context, the role of dams is crucial. We consider the optimal control of a dam, where the water level must neither exceed a designated safety threshold nor fall below a minimum level to ensure ...
Cristina Di Girolami   +3 more
wiley   +1 more source

On the Existence of Solutions of Dynamic Equations on Time Scales in Banach Spaces

open access: yesMathematical Methods in the Applied Sciences, Volume 49, Issue 13, Page 15358-15384, 15 September 2026.
ABSTRACT In this paper we address the question of solvability of dynamic equations on time scales in Banach spaces. In particular, our main theorem extends the result for classical differential equations in Banach spaces of Banaś and Goebel established in [5], to an arbitrary time scale.
Dušan Oberta
wiley   +1 more source

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