Results 151 to 160 of about 380,620 (306)
Advanced Energy and Sustainability Research, EarlyView.This study proposes a method to increase the value of solar power in balancing markets by managing prediction errors. The approach models prediction uncertainties and quantifies reserve requirements based on a probabilistic model. This enables the more reliable participation of photovoltaic plants in balancing markets across multiple sites, especially ...
Jindan Cui +3 more
wiley +1 more source
Currency Derivatives under a Minimal Market Model with Random Scaling [PDF]
This paper uses an alternative, parsimonious stochastic volatility model to describe the dynamics of a currency market for the pricing and hedging of derivatives.
David Heath, Eckhard Platen
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Copper Contact for Perovskite Solar Cells: Properties, Interfaces, and Scalable Integration
Advanced Energy and Sustainability Research, EarlyView.Copper electrodes, as low‐cost, scalable contacts for perovskite solar cells, offer several advantages over precious metals such as Au and Ag, including performance, cost, deposition methods, and interfacial engineering. Copper (Cu) electrodes are increasingly considered practical, sustainable alternatives to noble‐metal contacts in perovskite solar ...
Shuwei Cao +4 more
wiley +1 more source
Forward looking information in S&P 500 options [PDF]
Implied volatility generated from observed option prices reflects market expectations of future volatility. This paper determines whether or not, implied volatilities, and hence market expectations, contain any genuinely forward looking information not ...
Adam E Clements +2 more
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Agribusiness, EarlyView.Abstract The vegetable market experiences significant price fluctuations due to the complex interplay of trend, cyclical, seasonal, and irregular factors. This study takes Korean green onions as an example and employs the Christiano–Fitzgerald filter and the CensusX‐13 seasonal adjustment methods to decompose its price into four components: trend ...
Yiyang Qiao, Byeong‐il Ahn
wiley +1 more source
Agribusiness, EarlyView.Abstract The Russian invasion of Ukraine in February 2022 had profound consequences for the global economy. As both countries are major commodity exporters, the food value chain was also affected. This study investigates the impact of the invasion on stock prices, profitability and sentiments of agribusinesses along the food supply chain by using an ...
Julia Höhler +2 more
wiley +1 more source
Do Macroeconomic Announcements Cause Asymetric Volatility? [PDF]
In this paper we study the impact of macroeconomic news announcementson the conditional volatility of stock and bond returns. Using dailyreturns on the S&P 500 index, the NASDAQ index, and the 1 and 10 yearU.S.
Goeij, P. de, Marquering, W.A.
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Agribusiness, EarlyView.Abstract Nucleus outgrower schemes are contractual arrangements where well‐resourced large‐scale farmers (nucleus farmers) are empowered by development support agencies to take charge of smallholder farmers, by providing them with market access and the necessary training on agronomic practices and farm inputs for production.
Dominic Tasila Konja, Awudu Abdulai
wiley +1 more source
Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities [PDF]
In this paper, the volatility of the return generating process of the market portfolio and the slope coefficient of the market model is assumed to follow a Markov switching process of order one.
Don U.A. Galagedera, Roland Shami
core +3 more sources
Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L [PDF]
In this paper we test whether the dynamic behavior of stock market volatility in six emerging economies has changed over the period 1976:01-2004:12. This period corresponds to years of profound development of both the financial and the productive sides ...
Fernando Perez de Gracia +2 more
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