دانلود و نمایش مقالات مرتبط با Price volatility::صفحه 1
دانلود بهترین مقالات isi همراه با ترجمه فارسی
نتیجه جستجو - Price volatility

تعداد مقالات یافته شده: 6
ردیف عنوان نوع
1 اهمیت تاثیرات تقویم در بازار برق
سال انتشار: 2019 - تعداد صفحات فایل pdf انگلیسی: 8 - تعداد صفحات فایل doc فارسی: 28
چگونگی هماهنگی عرضه و تقاضا تبدیل به یک سوال طولانی مدت در بازار برق شده است، و ناهنجاری های مرتبط با اشکالات تقویم عوامل بحرانی برای تخصیص منابع هستند. این مقاله یک روش ارزیابی اهمیت تمام تاثیرات ممکن در فرکانس های زمانی متفاوت معرفی می‌کند. ما روش تست خودمان را در بزرگ ترین پلت فرم معاملات برق در ایالات متحده پیاده سازی می‌کنیم. با استفاده از اطاعات معاملات روزانه فرکانس بالا، تاثیرات تقویم در فرکانس های زمانی متفاوت (روز-از-هفته، ساعت-از-روز، ماه-از-سال، روز-از-ماه و فصل) را ارزیابی می‌کنیم. نتایج ما وجود تاثیرات تقویم در هر بعد از فرکانس زمانی، و مخصوصا آن تاثیرات تقویم با اهمیت آماری را تایید می کند. علاوه بر آن، این مطالعه وجوه اشتراک بین بازارهای برق و بازار های پولی که امکان درخواست مدیریت بازار های پولی به بازار های برق را کشف می‌کند. در کنار آن، تاثیرات شناسایی شده تقویم الگو های دوره ای تعادل بازار و تسهیل پیاده سازی راه حل های فنی صحیح در بازار های برق را شرح می‌دهد.
کلید واژه ها: تاثیرات تقویم | بازار برق PJM | قیمت برق | نوسان قیمت
مقاله ترجمه شده
2 Belief-free price formation
شکل گیری قیمت آزاد از اعتقاد-2018
We analyze security price formation in a dynamic setting in which long-lived dealers repeatedly compete for the opportunity to trade with short-lived retail traders. We characterize equilibria in which dealers’ pricing strategies are optimal irrespective of the private information that each dealer may possess. Thus, our model’s predictions are robust to different specifications of the dealers’ information structure. These equilibria reconcile, in a unified and parsimonious framework, price dynamics that are reminiscent of well-known stylized facts: excess price volatility, price to trading flow correlation, stochastic volatility and inventory-related trading.
keywords: Financial market microstructure |Informed dealers |Price volatility |Belief-free equilibria
مقاله انگلیسی
3 Investor sentiment and price discovery: Evidence from the pricing dynamics between the futures and spot markets
احساسات سرمایه گذار و کشف قیمت: شواهدی از پویایی های قیمت گذاری بین بازارهای آتی و فعلی-2018
This study examines the role of investor sentiment in the pricing dynamics between the spot and futures markets. The empirical evidence suggests that investor sentiment has a positive impact on price volatility and the bid–ask spread on both the spot and futures markets, which induces higher arbitrage risk and trading costs during high sentiment periods. Consequently, during high sentiment periods, informed traders become less willing to leverage their information advantages on the futures market, which diminishes the futures markets’ leading informational role and contributions to price discovery. Our findings provide support for the theory of limits to arbitrage.
keywords: Information shares |Investor sentiment |Lead–lag relation |Limits to arbitrage |Price discovery
مقاله انگلیسی
4 Price risk perceptions and management strategies in selected European food supply chains: An exploratory approach
ادراک قیمت ریسک و راهبردهای مدیریتی در زنجیره تامین مواد غذایی انتخاب شده در اروپا: رویکرد اکتشافی-2017
Agricultural prices in European food markets have become more volatile over the past decade exposing agribusinesses to risk and uncertainty. This study goes beyond the farm stage and explores through interviews the price risk perceptions and management strategies in multiple stages of the food supply chain. Respondents were farmers, wholesalers, processors, and retailers in six European food supply chains. Results show that price risk management strategies in EU food chains are diverse and well beyond traditional instruments such as futures and forward contracts. We further find that deviations of prices by more than 10–15% from expected levels were perceived as price volatility by a majority of the chain actors. This study provides new insights on price risk management, a deeper understanding of price risk perceptions and highlights the interrelation of price risk management decisions with other business decisions.
Keywords:Price risk|Perceptions|Management strategies|European union|Exploratory|Interviews|Food supply chains
مقاله انگلیسی
5 Using risk sharing contracts for supply chain risk mitigation: A buyer-supplier power and dependence perspective
استفاده از قراردادهای به اشتراک گذاری خطر برای کاهش خطر زنجیره عرضه: دیدگاه خرید و فروشندگان قدرت و وابستگی-2017
The paper aims to understand buyer-supplier power and dependence scenarios following a risk sharing contract. The study develops a supply chain risk sharing contract to mitigate demand uncertainty and price volatility related risks in a globalised business environment. An integer programming model is developed and analysed following an automotive case study to generate insights into buyer-supplier rela tionships. Multiple buyer-supplier power and dependence scenarios are considered to reflect the possible leverages involved in the decision-making. The situational strength evaluated through buyer-supplier power and dependence illuminates the inherent complexity in contract negotiation. Thus there is an evi dent need to develop risk sharing contracts for mitigating global risks. The developed relationship frame work and risk sharing contract model are expected to help SC managers in better understanding behavioural aspects during contract negotiations. The risk sharing contract model proposed here also contributes to a potentially novel perspective on existing theory in buyer-supplier power and depen dence by providing a relational perspective on the dynamics of supply chain design and collaboration.
Keywords: Buyer-supplier relationships | Risk sharing contracts | Power and dependence |Supply chain risk management
مقاله انگلیسی
6 Robust unit commitment considering uncertain demand response
تعهد دستگاه مقاوم با نظر گرفتن پاسخ به تقاضای نامشخص-2015
Although price responsive demand response has been widely accepted as playing an important role in the reliable and economic operation of power system, the real response from demand side can be highly uncertain due to limited understanding of consumers’ response to pricing signals. To model the behavior of consumers, the price elasticity of demand has been explored and utilized in both research and real practice. However, the price elasticity ofdemand is not precisely known and may vary greatly with operat ing conditions and types of customers. To accommodate the uncertainty of demand response, alternative unit commitment methods robust to the uncertainty of the demand response require investigation. In this paper, a robust unit commitment model to minimize the generalized social cost is proposed for the optimal unit commitment decision taking into account uncertainty of the price elasticity of demand. By optimizing the worst case under proper robust level, the unit commitment solution of the proposed model is robust against all possible realizations of the modeled uncertain demand response. Numerical simulations on the IEEE Reliability Test System show the effectiveness of the method. Compared to unit commitment with deterministic price elasticity of demand, the proposed robust model can reduce the average Locational Marginal Prices (LMPs) as well as the price volatility Keywords: Unit commitment Price elasticity Demand response Uncertainty Robust optimization Locational Marginal Price (LMP)
مقاله انگلیسی
rss مقالات ترجمه شده rss مقالات انگلیسی rss کتاب های انگلیسی rss مقالات آموزشی