Dynamic Pricing for Demand Response Considering Market Price Uncertainty [PDF]
Retail energy providers (REPs) can employ different strategies such as offering demand response (DR) programs, participating in bilateral contracts, and employing self-generation distributed generation (DG) units to avoid financial losses in the volatile
Mohammad Ali Fotouhi Ghazvini +4 more
doaj +4 more sources
Capacity Reservation under Spot Market Price Uncertainty [PDF]
The traditional way of procurement, using long-term contract and capacity reservation, is competing with the escalating global spot market. Considering the variability of the spot prices, the flexibility of combined sourcing can be used to benefit from ...
Karl Inderfurth, Peter Kelle
core +2 more sources
Oil price shocks, policy uncertainty, and China’s carbon emissions trading market price
As a market mechanism to address climate change, carbon allowance has been endowed with financial asset property. As a result, the carbon emissions trading market prices (CP) are likely to be affected by oil prices and policy uncertainty. Therefore, this
Qiang Cao, Qin Hong, Wenmei Yu
doaj +2 more sources
Monopoly pricing in vertical markets with demand uncertainty [PDF]
Special Issue: Business Analytics and Operations ...
Stefanos Leonardos +2 more
openaire +6 more sources
Pricing under uncertainty: Forward and option pricing in sports markets
Tickets to popular elimination style tournaments (e.g., NFL Super Bowl) are expensive and scarce. Sports organizations sell these tickets well in advance of the final game. Fans hesitate to buy them because they are unsure about whether their favorite team will play in it.
SAINAM, Preethika +3 more
openaire +3 more sources
Research on the Influence of Economic Policy Uncertainty on the Supply Chain Finance [PDF]
Based on the background of continuous increasing external economic uncertainty, this paper builds GARCH-MIDAS model to explore the volatility of copper price caused by global economic policy uncertainty in copper supply chain finance and analyzes the ...
Wang Li, Wang Huimin, Wang Jian
doaj +1 more source
THE IMPACT OF OIL PRICE UNCERTAINTY ON US STOCK RETURNS
Oil price uncertainty has a negative and significant impact on stock returns during the period of 2003–2020 but not the earlier period of 1984–2002. The impact of stock price uncertainty on oil returns for both periods is not significant.
Yiuman Tse
doaj +1 more source
Identification of Breakpoints in Carbon Market Based on Probability Density Recurrence Network
The scientific judgement of the structural abrupt transition characteristics of the carbon market price is an important means to comprehensively analyze its fluctuation law and effectively prevent carbon market risks.
Mengrui Zhu +5 more
doaj +1 more source
Simultaneous Bidding in Competitive Electricity and Energy Exchange Markets: The Case of a Thermal Power Station Based on Net Profit Value [PDF]
The present study aimed to develop a model for determining an optimal bidding strategy for electricity producers, including the recommended selling price and the amount of electricity to be offered for participation in both the competitive electricity ...
Mehrnoosh Khaji +2 more
doaj +1 more source
Dynamic co-movements of stock market returns, implied volatility and policy uncertainty [PDF]
We examine time-varying correlations among stock market returns, implied volatility and policy uncertainty. Our findings suggest that correlations are indeed time-varying and sensitive to oil demand shocks and US recessions.
Antonakakis, N. +2 more
core +1 more source

