Applying modern portfolio theory for a dynamic energy portfolio allocation in electricity markets
آشنایی با موضوع
بازار معاملات لحظه ای و یا بازار نقدی یک بازار عمومی مالی است که در آن داد و ستد ابزارهای مالی یا کالا بصورت تحویل فوری انجام می شود. این نوع بازار درست نقطه مقابل بازارهای معاملات اتی است، در بازار معاملات لحظه ای، حل و فصل معمالات در بازه زمانی t) + 2 ) روز کاری اتفاق می افتد، به عنوان مثال، تحویل پول نقد و کالا باید پس از دو روز کاری از تاریخ معامله انجام می شود.
در این صفحه، تعداد 121 مقاله انگلیسی از ژورنال ها و مجلات معتبر پایگاه ساینس دایرکت (ScienceDirect) درباره موضوع بازارهای لحظه ای آرشیو شده است که شما می توانید مقالات مورد نظر خود را بر اساس سال انتشار، موضوع مقاله، وضعیت ترجمه و تعداد صفحات، انتخاب نموده و دانلود فرمایید.
در صورتی که مقاله لاتین مورد نظر شما تا کنون به زبان فارسی ترجمه نشده باشد، واحد ترجمه پایگاه ISI Articles با همکاری تنی چند از اساتید و مترجمان با سابقه، آمادگی دارد آن را در اسرع وقت و با کیفیت مطلوب برای شما ترجمه نماید.
در صورتی که مقاله لاتین مورد نظر شما تا کنون به زبان فارسی ترجمه نشده باشد، واحد ترجمه پایگاه ISI Articles با همکاری تنی چند از اساتید و مترجمان با سابقه، آمادگی دارد آن را در اسرع وقت و با کیفیت مطلوب برای شما ترجمه نماید.
Large-scale demand response and its implications for spot prices, load and policies: Insights from the German-Austrian electricity market
Managing an integrated production and inventory system selling to a dual market: Long-term and walk-in
Implementing flexible demand: Real-time price vs. market integration
On intermittent renewable generation & the stability of Australia's National Electricity Market
An empirical analysis of corporate currency risk management policies and practices
An analysis of time-varying commodity market price discovery
The lead-lag relationships between spot and futures prices of natural gas
Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach
Information transmission across stock indices and stock index futures: International evidence using wavelet framework
A wavelet analysis of co-movements in Asian gold markets
Is there a sweet spot in ethical trade? A critical appraisal of the potential for aligning buyer, supplier and worker interests in global production networks
Modeling and forecasting the volatility of carbon emission market: The role of outliers, time-varying jumps and oil price risk
Estimation of spot volatility with superposed noisy data
Pricing of electricity futures based on locational price differences: The case of Finland
Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets
Cooperative game of electricity retailers in China's spot electricity market
Adverse selection and self-fulfilling business cycles
Comovements of gold futures markets and the spot market: A wavelet analysis
Supply option contracts with spot market and demand information updating
To what extent will China's ongoing electricity market reforms assist the integration of renewable energy?
Multivariate modeling and analysis of regional ocean freight rates
Investor sentiment and price discovery: Evidence from the pricing dynamics between the futures and spot markets
Making decisions without reliable information: The struggle of local traders in the pastoral meat supply chain
Performance ranking (dis)similarities in commodity markets
Margins of imports, forward-looking firms, and exchange rate movements
Food integrity in China: Insights from the national food spot check data in 2016
Value of demand flexibility on spot and reserve electricity markets in future power system with increased shares of variable renewable energy
Multi market bidding strategies for demand side flexibility aggregators in electricity markets
Time-varying efficiency in food and energy markets: Evidence and implications
Evidences for a structural change in the oil market before a financial crisis: The flat horizon effect
Empirical study of the functional changes in price discovery in the Brent crude oil market
Understanding the non-convergence of agricultural futures via stochastic storage costs and timing options
Modeling Dependence between European Electricity Markets with Constant and Time-varying Copulas
What makes a freight market index? An empirical analysis of vessel fixtures in the offshore market
Modeling strategic investment decisions in spatial markets
Risk-minimisation in electricity markets: Fixed price, unknown consumption
A fundamental analysis on the implementation and development of virtual natural gas hubs
Experimental evidence on the relative efficiency of forward contracting and tradable entitlements in water markets
Retrospective and predictive optimal scheduling of nitrogen liquefier units and the effect of renewable generation
Economic potential of industrial demand side management in pulp and paper industry
A conditional value-at-risk based methodology to intermediate-term planning of crude oil tanker fleet
Strategic capacity withholding through failures in the German-Austrian electricity market
A Dynamic Market Mechanism for Combined Heat and Power Microgrid Energy Management
Construction of an efficient portfolio of power purchase decisions based on risk-diversification tradeoff
Bayesian calibration and number of jump components in electricity spot price models
Load forecasting and dispatch optimisation for decentralised co-generation plant with dual energy storage
Value of perfect information of spot prices in the joint energy and reserve hourly scheduling of pumped storage plants
Hedging and speculative pressures and the transition of the spot-futures relationship in energy and metal markets
Strategic procurement in spot and forward markets considering regulation and capacity constraints
News sentiment and jumps in energy spot and futures markets
A forecasting approach for truckload spot market pricing
Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil
A profitability investigation into the collaborative operation of wind and underwater compressed air energy storage units in the spot market
Sourcing truckload capacity in the transportation spot market: A framework for third party providers
Integrated demand and procurement portfolio management with spot market volatility and option contracts
Financialization of metal markets: Does futures trading influence spot prices and volatility?
Dynamic information spillovers in intraregionally-focused spot and forward currency markets
Pre-announcements of price increase intentions in liner shipping spot markets
Transmission of future prices of corn of the Chicago Board of Trade to the Mexican spot market
Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets
The influence of global benchmark oil prices on the regional oil spot market in multi-period evolution
Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest
The interaction between security lending market and security trading market
Does oil predict gold? A nonparametric causality-in-quantiles approach
An analysis of different pumped storage schemes from a technological and economic perspective
Stock returns and investors' mood: Good day sunshine or spurious correlation?
Modeling spot rate using a realized stochastic volatility model with level effect and dynamic drift
Price discovery in agricultural commodity markets in the presence of futures speculation
Pricing contracts and planning stochastic resources in brand display advertising
Demand information and spot price information: Supply chains trading in spot markets
The market value and impact of offshore wind on the electricity spot market: Evidence from Germany