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Management Sciences

by Emre Celebi, Emre Celebi
"... I hereby declare that I am the sole author of this thesis. This is a true copy of the thesis, including any required final revisions, as accepted by my examiners. I understand that my thesis may be made electronically available to the public. ii Suppliers in competitive electricity markets regularly ..."
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for the supply side of the electricity market, combined with a price-responsive geometric distributed lagged demand function, computes the TOU prices that satisfy the

GBM: Geometric Brownian Motion

by Re Cardin, Richard De Neufville, Vassilios Kazakidis, Varg Value, At Risk
"... This paper presents an improved appraisal process that correctly recognizes the increased expected value of mining operations attributable to intelligent management response to changing operating conditions and market prices. It recognizes the option value of flexibility in the exploitation of depos ..."
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This paper presents an improved appraisal process that correctly recognizes the increased expected value of mining operations attributable to intelligent management response to changing operating conditions and market prices. It recognizes the option value of flexibility in the exploitation

Geometric network design with selfish agents

by Martin Hoefer, Piotr Krysta - In Proc 11th Conf on Comp and Comb (COCOON), LNCS 3595 , 2005
"... A simple non-cooperative network creation game has been introduced in [2]. In this paper we study a geometric version of this game, assuming Euclidean metric edge costs on the plane. The price of anarchy in such geometric games with k players is still Θ(k). Hence, we consider the task of minimizing ..."
Abstract - Cited by 14 (6 self) - Add to MetaCart
A simple non-cooperative network creation game has been introduced in [2]. In this paper we study a geometric version of this game, assuming Euclidean metric edge costs on the plane. The price of anarchy in such geometric games with k players is still Θ(k). Hence, we consider the task of minimizing

Materials for an exploratory theory of the network society.

by Manuel Castells , Anthony Giddens , Alain Touraine , Anthony Smith , Benjamin Barber , Peter Hall , Roger-Pol Droit , Sophie Watson , Frank Webster , Krishan Kumar , David Lyon , Craig Calhoun , Jeffrey Henderson , Ramon Ramos , Jose E Rodrigues-Ibanez , Jose F Tezanos , Mary Kaldor , Stephen Jones , Christopher Freeman - The British Journal of Sociology , 2000
"... ABSTRACT This article aims at proposing some elements for a grounded theor y of the network society. The network society is the social structure characteristic of the Information Age, as tentatively identi ed by empirical, cross-cultural investigation. It permeates most societies in the world, in v ..."
Abstract - Cited by 122 (0 self) - Add to MetaCart
. On the other hand, to regain legitimacy, most states have engaged in a process of devolution of power, decentralizing responsibilities and resources to nationalities, regions, and local governments, often extending this de-centralization to non-governmental organizations. The international arena is also

Investigation of the importance of risk in farmer's decisions

by Richard E. Just - American Journal of Agricultural Economics , 1974
"... This paper presents an empirical investigation of the importance of risk in decisions. The adaptive expectations geometric lag model is generalized by geometrically including quadratic lag terms indicative of risk. The computation of consistent estimators is described, and the model is applied in th ..."
Abstract - Cited by 51 (3 self) - Add to MetaCart
econometric studies include risk variables in the analysis of agricultural supply response. Yet a quantitative knowledge of farmers ' reactions to changing risk is of considerable importance in evaluating al-ternative government programs and policies directed towards stabilization of prices and in

Lags in the Transmission of Inflation: Some Preliminary Estimates

by unknown authors
"... Precis: This paper provides some preliminary estimates o f the structure o f the lags in the relationships between the quarterly proportionate rates o f change o f the consumer price index, wholesale price index, export unit value index and import unit value index, using the Almon procedure. T h e r ..."
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recognised that import and export prices affect both consumer and wholesale prices, but that their influence operates w i t h a lag. Similarly, changes in wholesale prices induce a lagged response f rom consumer prices. Surprisingly, in view o f their relevance to short-term policy issues

Combining Financial Double Call Options with Real Options for Early Curtailment of Electricity Service

by Shmuel S. Oren - In Proceeding of the 32 nd Hawaii International System Science Conference , 1999
"... In a competitive electricity market traditional demand side management options offering customers curtailable service at reduced rates are replaced by voluntary customer responses to electricity spot prices. In this new environment, customers wishing to ensure a fixed electricity price while taking ..."
Abstract - Cited by 6 (2 self) - Add to MetaCart
In a competitive electricity market traditional demand side management options offering customers curtailable service at reduced rates are replaced by voluntary customer responses to electricity spot prices. In this new environment, customers wishing to ensure a fixed electricity price while taking

Average-Rate Contingent Claims

by Gurdip Bakshi, Dilip Madan, Helyette Geman, Richard Kolodny, Vojislav Maksimovic, Lemma Senbet, Eric Sirri, Hans Stoll, Alex Triantis, Haluk Unal , 1998
"... This article studies the valuation of average-rate contingent claims (both arithmetic and geometric), whose importance in corporate risk management is increasing rapidly. Arbitrage-free characterizations are provided for such option--like Asian claims. When the spot price is governed by a one-dimens ..."
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This article studies the valuation of average-rate contingent claims (both arithmetic and geometric), whose importance in corporate risk management is increasing rapidly. Arbitrage-free characterizations are provided for such option--like Asian claims. When the spot price is governed by a one

PRICING AND CAPACITY DECISION UNDER SERVICE-LEVEL AGREEMENT: A PARAMETRIC ANALYSIS Research-in-Progress

by Xiao Zou, Ke-wei Huang
"... Service-level agreements (SLA) are essential for IT service management due to the complexity of IT service delivery model and the importance of ensured Quality of Service (QoS) for corporate clients. This study proposes a novel geometric framework for analyzing the optimal pricing and capacity plann ..."
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Service-level agreements (SLA) are essential for IT service management due to the complexity of IT service delivery model and the importance of ensured Quality of Service (QoS) for corporate clients. This study proposes a novel geometric framework for analyzing the optimal pricing and capacity

Combining Financial Double Call Options with Real Options

by unknown authors
"... In a competitive electricity market traditional demand side management options offering customers curtailable service at reduced rates are replaced by voluntary customer responses to electricity spot prices. In this new environment, customers wishing to ensure a fixed electricity price while taking ..."
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In a competitive electricity market traditional demand side management options offering customers curtailable service at reduced rates are replaced by voluntary customer responses to electricity spot prices. In this new environment, customers wishing to ensure a fixed electricity price while taking
Results 1 - 10 of 51