Results 91 to 100 of about 257,407 (303)

Powder‐to‐Film Conversion of Nickel Single‐Atom Catalysts into Binder‐Free and Resistant Electrodes

Advanced Materials Interfaces, EarlyView.
A reproducible strategy is reported for fabricating standalone thin‐film electrodes composed of CNx‐supported Ni single‐atom catalysts. The resulting binder‐free electrodes exhibit robust stability, enhanced charge transfer, and superior electrochemical performance, offering scalable opportunities for applications in electrochemistry. ABSTRACT Although
Milla Vigliengo, Nicolò Allasia, Shuting Xiang, Yurii P. Ivanov, Riccardo Gulminelli, Martin Sterrer, Giorgio Divitini, Anatoly I. Frenkel, Gianvito Vilé   +8 more
wiley   +1 more source

A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data [PDF]

It is a common practice in finance to estimate volatility from the sum of frequently-sampled squared returns. However market microstructure poses challenges to this estimation approach, as evidenced by recent empirical studies in finance.
Lan Zhang, Per A. Mykland, Yacine Ait-Sahalia   +2 more
core  

Strong Lateral Confinement of Hydrophilic Silica Nanoparticles on Mg‐Al Layered Double Hydroxides Nanoflakes for Enhanced Thermal Properties

Advanced Materials Interfaces, EarlyView.
A nanostructured, naturally flame‐retardant, and non‐toxic inorganic composite is introduced, which is laterally associated with silica nanoparticles to induce the restacking of the LDH lamella structure, thereby serving as an efficient thermal insulator.
Gayani Pathiraja, Jeffrey Ayerh, Abhijeet Mali, Md Arifur Rahman Khan, Anna Sheets, Shobha Mantripragada, Sherine O. Obare, Tetyana Ignatova   +7 more
wiley   +1 more source

Option data and modeling BSM implied volatility [PDF]

This contribution to the Handbook of Computational Finance, Springer-Verlag, gives an overview on modeling implied volatility data. After introducing the concept of Black-Scholes-Merton implied volatility (IV), the empirical stylized facts of IV data are
Matthias Fengler
core  

Light‐Programmable Interfaces: From Molecular Photoswitching to Adaptive Membrane Separations

Advanced Materials Interfaces, EarlyView.
This review advances an interface‐centered framework for light‐responsive membranes, linking molecular photoswitches (azobenzene (AZO), spiropyran (SP), diarylethene (DAE), donor–acceptor Stenhouse adducts (DASA), photoacid) to integration strategies in polymeric, porous, self‐assembled, and mixed‐matrix systems.
Liangliang Zhang, Senlin Gu, Jianyang Zhao, Xiaojuan Hao, Lu Hua Li, Jihua Li, Lingxue Kong   +6 more
wiley   +1 more source

Evaluasi Pembiayaan Perumahan Akad Murabahah Versus Kredit Konvensional Berdasarkan Volatilitas Harga

Journal of Accounting and Investment, 2016
The purpose of this study was to determine whether the pattern of housing financing murabaha or conventional mortgages can overcome the volatility of house prices after the maturity of the financing.
Sahlan Hasbi, Kuncoro Hadi
doaj  

Derivatives on volatility: some simple solutions based on observables [PDF]

Proposals to introduce derivatives whose payouts are explicitly linked to the volatility of an underlying asset have been around for some time. In response to these proposals, a few papers have tried to develop valuation formulae for volatility ...
Saikat Nandi, Steven L. Heston
core  

Mass Spectrometric Investigation of the Influence of Water Vapour and Oxygen on Gas‐Phase Reactions of Aluminium Acetylacetonate

Advanced Materials Interfaces, EarlyView.
The gas‐phase decomposition of Al(acac)3 is investigated under inert, oxygen, and water‐containing conditions. Water is found to promote selective ligand removal and suppress hydrocarbon formation, while oxygen induces faster, less selective decomposition pathways.
Ilyas Adaköy, Sebastian Grimm, Patrick Hemberger, Nina Gaiser, Thomas Bierkandt, Charlotte Rudolph, Christoph Horn, Niklas Tomasik, Burak Atakan   +8 more
wiley   +1 more source

Advances in forecasting realized volatility: a review of methodologies

Financial Innovation
Over the past decade, volatility modeling has gained increasing importance in quantitative finance, significantly influencing risk management, investment strategies, and policymaking.
Radmir Mishelevich Leushuis, Nicolai Petkov   +1 more
doaj   +1 more source

Food commodity price volatility and food insecurity

Bio-based and Applied Economics, 2013
The paper first reviews several issues relevant to global food commodity market volatility as it pertains to food security, and food importing developing countries, and then discusses international and national policies and measures to prevent or manage ...
Alexander Sarris
doaj   +1 more source