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HEDGING: 作品数：68被引量：60H指数：5; 导出分析报告; 相关领域：经济管理更多>>; 相关作者：潘晓霞周敏仪肖欣汪峥李伟更多>>; 相关机构：中国农业大学清华大学广东外语外贸大学华东师范大学更多>>; 相关期刊：更多>>; 相关基金：国家自然科学基金国家重点基础研究发展计划国家教育部博士点基金天津市自然科学基金更多>>

Application of modified two-point hedging policy in groundwater resources planning in the Kashan Plain Aquifer: 《Journal of Groundwater Science and Engineering》2025年第1期62-73,共12页Marzie Ghorbaniaghdam Hossein Khozeymehnezhad Mohsen Pourreza bilondi Hoda Ghasemie; Effective management of water resources,especially groundwater,is crucial and requires a precise understanding of aquifer characteristics,imposed stresses,and the groundwater balance.Simulation-optimization models pla...; 关键词：Calibration GMS Groundwater simulation-optimization model Modified two-point hedging policy Sustainable operation

Features of different asset types and extreme risk transmission during the COVID-19 crisis: 《Financial Innovation》2024年第1期2696-2737,共42页I-Chun Tsai; Unlike the current extensive literature,which discusses which assets can avoid the risks caused by the COVID-19 pandemic,this study examines whether the characteristics of different assets affect the extreme risk tran...; 关键词：Covid-19 pandemic COVID-19 pandemic-related risk factors Risks of extreme volatility Risk transmission effect Hedging characteristics

Dynamic connectedness and hedging opportunities of the commodity and stock markets in China:evidence from the TVP-VAR and cDCC-FIAPARCH: 《Financial Innovation》2024年第1期1944-1973,共30页Binlin Li Nils Haneklaus Mohammad Mafizur Rahman; support by the Humanities and Social Science Fund of Ministry of Education of China[Grant Number:23YJC850005];the Federal Ministry of Education,Science and Research(BMBWF)through Austria's Agency for Education and Internationalization(OeAD)[Grant Number:TW 01/2021].; This study examines the dynamic connectedness and hedging opportunities between CSI300(China Security Index 300)and copper,gold,PTA(purified terephthalic acid),and soybean in China from January 09,2008,to June 30,2023...; 关键词：TVP-VAR connectedness SPILLOVER Hedging effectiveness Breitung-Candelon spectral Granger causality tests

On the pricing and hedging of precipitation derivatives: 《Probability, Uncertainty and Quantitative Risk》2024年第4期499-528,共30页Markus Hess; In this paper,we present a new precipitation model based on a multi-factor Ornstein-Uhlenbeck approach of pure-jump type.In this setup,we derive a representation for the related precipitation swap price process and in...; 关键词：Precipitation model Precipitation swap price Minimal variance hedging.Option pricing Information premium Future information Stochastic differential equation Enlarged filtration Stochastic maximum principle Malliavin calculus Fourier transform

Multi-Period Resilient Model for VSC-Based AC-DC HDS Considering Public-Safety Power Shutoff to Mitigate Wildfires被引量：1: 《CSEE Journal of Power and Energy Systems》2024年第2期821-833,共13页Zekai Wang Tao Ding Xiaosheng Zhang Chenggang Mu Pengwei Du Fangxing Li; supported in part by National Key Research and Development Program of China(2022YFA1004600);in part by the National Natural Science Foundation of China(51977166,52277123);in part by the Natural Science Foundation of Shaanxi Province(2022JC-19)。; This paper proposes a voltage source converter (VSC) -based AC-DC hybrid distribution system (HDS) resilient model to mitigate power outages caused by wildfires. Before a wildfire happens, the public-safety power shut...; 关键词：AC-DC hybrid distribution system restoration network reconfiguration progressive hedging public safety power shutoffs strategy resilience

Dynamic connectedness and network in the high moments of cryptocurrency,stock,and commodity markets: 《Financial Innovation》2023年第1期2388-2427,共40页Waqas Hanif Hee‑Un Ko Linh Pham Sang Hoon Kang; financial support from Fundacao para a Ciencia e a Tecnologia under the project(Grant UIDB/04007/2020);supported by the Ministry of Education of the Republic of Korea and the National Research Foundation of Korea(NRF-2022S1A5A2A01038422).; This study examines the connectedness in high-order moments between cryptocurrency,major stock(U.S.,U.K.,Eurozone,and Japan),and commodity(gold and oil)markets.Using intraday data from 2020 to 2022 and the time and fr...; 关键词：SPILLOVERS High moments High frequency HEDGING

Stochastic Accelerated Alternating Direction Method of Multipliers for Hedging Communication Noise in Combined Heat and Power Dispatch被引量：2: 《CSEE Journal of Power and Energy Systems》2023年第2期696-706,共11页Zhigang Li Xinyu Liang Fan Hu Wen Xiong Renbo Wu J.H.Zheng Q.H.Wu; supported by the Key-Area Research and Development Program of Guangdong Province under Grant 2020B010166004;the National Natural Science Foundation of China under Grant 52177086;the Guangdong Basic and Applied Basic Research Foundation under Grant 2019A1515011408;the Science and Technology Program of Guangzhou under Grant 201904010215;the Talent Recruitment Project of Guangdong under Grant 2017GC010467.; Combined heat and power dispatch(CHPD)opens a new window for increasing operational flexibility and reducing wind power curtailment.Electric power and district heating systems are independently controlled by different...; 关键词：Alternating direction method of multipliers combined heat and power dispatch communication noise decentralized optimization

Empirical Analysis on Relationship between Apple Futures and Spot Prices in China: 《Asian Agricultural Research》2022年第9期21-23,共3页Meixia WANG Ning JIA Rong YU; Supported by General Special Scientific Research Project of Shaanxi Provincial Department of Education in 2021"Study on the Training Mode of Applied Talents in Higher Vocational Finance Discipline in the Context of Construction of Xi’an Silk Road Financial Center"(21JK0098)。; Taking a total of 903 apple futures data from Zhengzhou Futures Exchange as research samples, and through unit root test, cointegration test, error correction, Granger causality test and variance decomposition with th...; 关键词：Apple futures Apple spot HEDGING Empirical analysis

Short-term Transmission Maintenance Scheduling Considering Network Topology Optimization被引量：4: 《Journal of Modern Power Systems and Clean Energy》2022年第4期883-893,共11页Weixin Zhang Bo Hu Kaigui Xie Changzheng Shao Tao Niu Jiahao Yan Lvbin Peng Maosen Cao Yue Sun; This work was supported by the National Key R&D Program of China“Technology and application of wind power/photovoltaic power prediction for promoting renewable energy consumption”(No.2018YFB0904200);eponymous Complement S&T Program of State Grid Corporation of China(No.SGLNDKOOKJJS1800266).; With the increasing penetration of renewable energy sources,transmission maintenance scheduling(TMS)will have a larger impact on the accommodation of wind power.Meanwhile,the more flexible transmission network topolog...; 关键词：Mixed-integer linear programming network topology optimization progressive hedging algorithm stochastic optimization transmission maintenance scheduling wind curtailment

General Trend of the Balance of Payments and Insights into Foreign Exchange Hedging Services: 《China Forex》2022年第1期29-31,共3页Jia Ning; Jia Ning:The world in 2021 was fraught with intertwined uncertainties and instabilities,such as the COVID-19 pandemic to global economic recovery,and the shift of monetaiy policies in major developed economies.In the ...; 关键词：SERVICES PAY maintained

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