Dynamic pricing strategies towards strategic consumers under demand learning. [PDF]
PLoS ONEThis study considers a two-stage dynamic pricing framework with demand learning, where a seller sells a finite number of products to strategic consumers in an uncertain market.
Meixian Tang +4 more
doaj +2 more sources
The dynamic correlation of global economic policy uncertainty index with stock, exchange rate and gold markets in Iran: Application of M-GARRCH and DCC approach [PDF]
مدلسازی اقتصادسنجی, 2020 In this study, the effect of global economic policy uncertainty on stock, gold and foreign exchange market volatility in Iran is examined. Therefore, using the monthly data of Tehran Stock Exchange price index, gold coin price and exchange rate for the ...
Malihe Ashena, Hamid La’l khezri
doaj +1 more source
Integrasi Pasar Berjangka Komoditi Crude Palm Oil (CPO) Indonesia Di Masa Pandemi Covid-19
Jurnal Agrica, 2022 Crude Palm Oil (CPO) commodity trading has been carried out domestically and exported, so that the price developments formed are domestic trading prices in the spot market and global prices in international market level.
Octaviana Helbawanti +2 more
doaj +1 more source
Energies, 2021 The electricity market in Brazil is basically organized under two parts: the regulated market, where energy is traded through auctions, and the free market, where market participants freely negotiate the price and quantity of electricity.
Vanderson Aparecido Delapedra-Silva +3 more
doaj +1 more source
Does oil price uncertainty matter in stock market volatility forecasting?
PLoS ONE, 2022 We analyze whether oil price uncertainty and U.S. stock uncertainty can simultaneously provide additional information to volatility forecast of six major stock indexes. For model settings, we find not only the uncertainty information of previous day, but
Peng Qin, Manying Bai
doaj +2 more sources
A Robust Optimization Approach to Bidding Strategy for Generation Companies in Electricity Competitive Market Using Fuzzy Possibility and Necessity Theory [PDF]
پژوهشهای مدیریت عمومی, 2023 The main aim of this research is to obtain the optimal bidding and offering curves of electricity generation company (GenCo) to determine the price and the amount of power for offering in day-ahead electricity market based on a step-wise offering ...
Mehrnoosh Khaji +2 more
doaj +1 more source
A Risk-Averse Newsvendor Model under Stochastic Market Price
Discrete Dynamics in Nature and Society, 2021 The optimal inventory control is closely related to an enterprise’s operational efficiency, survival, and development. Market price uncertainty is introduced into the newsvendor model and the uncertainty’s impact on the firm's optimal stocking quantity ...
Huirong Zhang +2 more
doaj +1 more source
Energy management of virtual power plant to participate in the electricity market using robust optimization [PDF]
Journal of Operation and Automation in Power Engineering, 2020 Virtual power plant (VPP) can be studied to investigate how energy is purchased or sold in the presence of electricity market price uncertainty. The VPP uses different intermittent distributed sources such as wind turbine, flexible loads, and locational ...
M. Mohebbi-Gharavanlou +2 more
doaj +1 more source
Transaction Entropy: An Alternative Metric of Market Performance
Entropy, 2023 Market uncertainty has a significant impact on market performance. Previous studies have dedicated much effort towards investigations into market uncertainty related to information asymmetry and risk. However, they have neglected the uncertainty inherent
Hua Zhong, Xiaohao Liang, Yougui Wang
doaj +1 more source
Integrating Risk Preferences into Game Analysis of Price-Making Retailers in Power Market
Energies, 2023 In the restructured electricity market, retailers are intermediaries between the electricity wholesale market and consumers. Considering the uncertainty of wholesale market price, retailers should consider the risks of their profit caused by the ...
Chen Zhao +4 more
doaj +1 more source