Results 141 to 150 of about 380,620 (306)

Stability of Perovskite Indoor Photovoltaics: A Focused Review and a Call for Standardized Stability Reporting

open access: yesAdvanced Energy Materials, EarlyView.
While perovskite solar cells have been widely studied, including their stability, perovskite indoor photovoltaics (IPVs) have only recently emerged. Nevertheless, more studies are appearing in the literature. The systematic stability study of IPVs is crucial, particularly given the inconsistencies in reported methodologies and results, which call for ...
Ivy Mawusi Asuo   +7 more
wiley   +1 more source

Delta-neutral volatility trading with intra-day prices: an application to options on the DAX [PDF]

open access: yes
This paper evaluates the profitability of applying four different volatility forecasting models to the trading of straddles on the German stock market index DAX.
Kaehler, Jürgen, Schmitt, Christian
core  

Stage‐Specific Roles of Deep Eutectic Solvents in Recycling of Spent Lithium‐Ion Batteries

open access: yesAdvanced Energy Materials, EarlyView.
Deep eutectic solvents (DESs) offer tunable acidity, redox, and coordination properties for selective recycling of spent lithium‐ion battery cathodes. Through co‐dissolution, single‐ and two‐metal separations, DESs enable sustainable recovery of critical metals for closed‐loop regeneration of battery‐grade materials, advancing a circular economy for ...
Jingxiu Wang   +4 more
wiley   +1 more source

Asymmetric effects of oil price fluctuations in international stock markets [PDF]

open access: yes
New evidence on the way oil price fluctuations affect international stock markets is provided in analysis of the exposure of 43 stock markets. Oil price spikes depress international stock markets, but oil price drops do not necessarily increase stock ...
Helena Veiga, Sofía B. Ramos
core  

Intraday stock volatility : a New Zealand perspective : a thesis presented in partial fulfilment of the requirements for the degree of Masters of Business in Finance at Massey University [PDF]

open access: yes, 1999
Open-to-open, close-to-close, open-to-close (trading) and close-to-open (non-trading) time periods are examined for dually and non-dually listed stocks in an attempt to explain the volatility patterns which were observed in the New Zealand Stock Exchange.
Mead, Daniel J
core  

MFP and CFAP Official Announcement and Pre‐Official Announcement Effects on the Corn and Soybean Futures Market

open access: yesApplied Economic Perspectives and Policy, EarlyView.
ABSTRACT This study examines the official announcement effect of the Market Facilitation Program (MFP) and the Coronavirus Food Assistance Program (CFAP) on the corn and soybean futures market. Using a permutation test and a 2‐stage GLS model, we find no significant official announcement effect.
Zhining Sun   +3 more
wiley   +1 more source

Stock Futures Introduction & Its Impact on Indian Spot Market [PDF]

open access: yes
Futures have been recently introduced to cater the needs of investors and fill up the existing gaps in stock market. Studies show that, in the long-run, futures introduction does not have any effect on the spot market; however, in the short-run ...
Bhattacharyya, Surajit, Saxena, Arunima
core   +1 more source

Beyond the Ban—Shedding Light on Smallholders' Price Vulnerability in Indonesia's Palm Oil Industry

open access: yesApplied Economic Perspectives and Policy, EarlyView.
ABSTRACT The Indonesian government imposed a palm oil export ban in April 2022 to address rising cooking oil prices. This study explores oil palm smallholders' vulnerability to the policy using descriptive statistics, Lasso, and post‐Lasso OLS regressions.
Charlotte‐Elena Reich   +3 more
wiley   +1 more source

Returns and Volatility of Eurozone Energy Stocks [PDF]

open access: yes
This paper constitutes a first analysis on stock returns and stock return volatility of energy corporations from the Eurozone. According to our results, the gas market does not play a role for the pricing of Eurozone energy stocks.
Oberndorfer, Ulrich
core  

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