Risk averse supply portfolio selection with supply, demand and spot market volatility ☆
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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.
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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.
The market value and impact of offshore wind on the electricity spot market: Evidence from Germany
Demand information and spot price information: Supply chains trading in spot markets
Volatility Spillovers in the CSI300 Futures and Spot Markets in China: Empirical Study Based on Discrete Wavelet Transform and VAR-BEKK-bivariate GARCH Model ☆
Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data
The Romanian Energy System Structure and its Impact on the Electricity Spot Market ☆
Intraday Volatility Spillovers between Index Futures and Spot Market: Evidence from China ☆
More than a second channel? Supply chain strategies in B2B spot markets
The modeling and forecasting of extreme events in electricity spot markets
The cost of balancing a parabolic trough concentrated solar power plant in the Spanish electricity spot markets
Dual sourcing using capacity reservation and spot market: Optimal procurement policy and heuristic parameter determination
Measuring competitiveness of the EPEX spot market for electricity
Evaluating risk-constrained bidding strategies in adjustment spot markets for wind power producers
The effect of the financial sector on the evolution of oil prices: Analysis of the contribution of the futures market to the price discovery process in the WTI spot market
A metric and topological analysis of determinism in the crude oil spot market
Parametric and non-parametric approaches in evaluating martingale hypothesis of energy spot markets
The impact of wind generation on the electricity spot-market price level and variance: The Texas experience
Volatility spillover from world oil spot markets to aggregate and electricity stock index returns in Turkey
Increasing market interconnection: An analysis of the Italian electricity spot market
Feasibility of CHP-plants with thermal stores in the German spot market
Forecasting electricity spot market prices with a k-factor GIGARCH process
The merit-order effect: A detailed analysis of the price effect of renewable electricity generation on spot market prices in Germany
An empirical study on information spillover effects between the Chinese copper futures market and spot market
Price interactions and discovery among natural gas spot markets in North America
Bidding asymmetries in multi-unit auctions: Implications of bid function equilibria in the British spot market for electricity
Anti-correlation and multifractal features of Spain electricity spot market
Combining hydro-generation and wind energy: Biddings and operation on electricity spot markets
Interventions in the Yen–dollar spot market: A story of price, volatility and volume
Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts
Price dynamics among U.S. electricity spot markets
Decomposing intraday dependence in currency markets: evidence from the AUD/USD spot market
Transmission of prices and price volatility in Australian electricity spot markets: a multivariate GARCH analysis
Conjectural variation based learning model of strategic bidding in spot market
Conjectural variation based bidding strategy in spot markets: fundamentals and comparison with classical game theoretical bidding strategies
Long-term work contracts versus sequential spot markets: experimental evidence on firm-specific investment
Measuring anti-correlations in the nordic electricity spot market by wavelets
Non-performance risk and transaction costs in laboratory forward and spot markets
Information flows between non-deliverable forward (NDF) and spot markets: Evidence from Korean currency
Futures market equilibrium with heterogeneity and a spot market at harvest
Spot market mechanism design and competitivity issues in electric power
A multiple-unit, multiple-period auction in the British electricity spot market
Bilateral contracts and the spot market for electricity: some observations on the British and the NordPool experiences