Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Helyette GEMAN"'
Publikováno v:
Commodities, Vol 3, Iss 1, Pp 98-114 (2024)
Real assets in the energy market are subject to ecological uncertainty due to the penetration of renewables. We illustrate this point by analyzing electrolyzers, a class of assets that recently became the subject of large interest, as they lead to th
Externí odkaz:
https://doaj.org/article/5695f516fec9400796d0cecd5bc4ee6b
Publikováno v:
Entropy, Vol 17, Iss 6, Pp 3724-3737 (2015)
Portfolio selection in the financial literature has essentially been analyzed under two central assumptions: full knowledge of the joint probability distribution of the returns of the securities that will comprise the target portfolio; and investors
Externí odkaz:
https://doaj.org/article/9c0d075da54b48f6aa499b12134c0e62
Publikováno v:
Frontiers in Artificial Intelligence, Vol 5 (2022)
Prediction and quantification of future volatility and returns play an important role in financial modeling, both in portfolio optimisation and risk management. Natural language processing today allows one to process news and social media comments to
Externí odkaz:
https://doaj.org/article/0fae1b4e3d274909b270fea96928cc2a
Autor:
Hélyette Geman, Author
This book proposes a transversal approach to art, perceived less as a financial asset class than a source of immediate felicity. It will be of interest to students in art schools addressing the challenges of forgery and authentication in art, at a ti
Autor:
Helyette Geman, Bo Liu
Publikováno v:
The Journal of Energy Markets. 8:47-65
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d5cfac8a90352cbd6391acbd20b233e5
https://doi.org/10.21314/jem.2015.125
https://doi.org/10.21314/jem.2015.125
Autor:
Helyette Geman
A comprehensive resource for understanding the complexities of agricultural finance Agricultural Finance: From Crops to Land, Water, and Infrastructure is a pioneering book that offers a comprehensive resource for understanding the worldwide agricult
Autor:
Helyette Geman, Matthias Scheiber
We will show in this paper the role of inventories in explaining copper price volatility. Using a three factor model we derive a fundamental long-term value for copper. Second, we emphasis the significance of this fundamental long-term value by consi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::aa9e46354a5446d87776a8c06ca283ff
http://www.bbk.ac.uk/ems/research/wp/2014/PDFs/BWPEF1404.pdf
http://www.bbk.ac.uk/ems/research/wp/2014/PDFs/BWPEF1404.pdf
By examining the gold leasing market and employing data on the gold forward offered rate (GOFO) and derived lease rates, we propose that rather than using the interest-adjusted basis as a proxy for the convenience yield of gold, the convenience yield
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::150c455623d3c3c293b2ecaed79ac67a
http://ssrn.com/abstract=1365180
http://ssrn.com/abstract=1365180