Results 251 to 260 of about 11,306 (311)

Dynamic decision-making and differential game analysis of ESG-constrained closed-loop supply chains under cap-and-trade regulation. [PDF]

Sci Rep
Lan H, Si X, Li X, Tang J.
europepmc   +1 more source

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Rice price volatility and dietary diversity in Bangladeshi farm households: panel data evidence. [PDF]

Front Nutr
Mastura T, Alam MJ, Begum IA, Iqbal MA, McKenzie AM.   +4 more
europepmc   +1 more source

Multi-objective stochastic model optimal operation of smart microgrids coalition with penetration renewable energy resources with demand responses. [PDF]

Sci Rep
Abdolahzadeh A, Hassannia A, Mousavizadeh F, Tolou Askari M.   +3 more
europepmc   +1 more source

Hedging Options under Transaction Costs and Stochastic Volatility

, 1999
Roy Kouwenberg, Jacek Gondzio, Ton Vorst
openalex   +1 more source

Entropy-Augmented Forecasting and Portfolio Construction at the Industry-Group Level: A Causal Machine-Learning Approach Using Gradient-Boosted Decision Trees. [PDF]

Entropy (Basel)
Cohen G, Aiche A, Eichel R.
europepmc   +1 more source

Option Pricing Under Ornstein-Uhlenbeck Stochastic Volatility

, 2009
Giacomo Bormetti, Valentina Cazzola, Danilo Delpini   +2 more
openalex   +1 more source

AI-Carbon-Energy: Spillover effects and drivers in interconnected markets. [PDF]

iScience
Zhang M, Pan Y, Su B, Zhou D.
europepmc   +1 more source

Reinsurance-investment game between two α-maxmin mean-variance insurers. [PDF]

PLoS One
Zhang Q, Zhou G, Fu J.
europepmc   +1 more source

Multi-agent coordination and uncertainty adaptation in deep learning-assisted hierarchical optimization for renewable-dominated distribution networks. [PDF]

Sci Rep
Zheng Y, Li H, Wang S, Tan Z, Jiang X, Li P, Jiang Y, Zhang H.   +7 more
europepmc   +1 more source