Variability in streamflows can lead to reduced generation from hydropower producers and result in reductions in revenues that can be financially disruptive. This link between hydrologic and financial uncertainties, and the possibility of increased hydrologic variability in the future, suggests that hydropower producers need to begin to consider new strategies and tools for managing these financ...

Abstract: The intermarket analysis, in particular the lead–lag relationship, plays an important role within financial markets. Therefore, a mathematical approach to be able to find interrelations between the price development of two different financial instruments is developed in this paper. Computing the differences of the relative positions of relevant local extrema of two charts, i.e., the l...

Globalization and technological advances, notably, in telecommunications networks and in the development of new financial instruments, have transformed the financial services landscape and their impacts have been studied empirically. In this paper, in contrast, we focus on the theoretical foundations of such transformations and we develop a rigorous dynamic supernetwork theory for the integrati...

A different approach for extracting expectations concentrates merely on reading financial data – without the underpinning of a comprehensive economic model. Prices of financial instruments can reveal some expectations. And innovative products are widening the scope of this approach. Inflationlinked swaps, for example, allow the computation of an inflation curve similar to the yield curve, provi...

A visualisation system that deals with two modalities of information – numerical and textual – is presented. The current application domain is that of prediction in financial trading. The system synthesises news stories and time series data to generate buy/sell signals for financial instruments.

The concept of Islamic or Shariah-compliant finance is based on core tenets of Islam concerning property rights, social and economic justice, wealth distribution, and governance. One of the key features of the system is prohibition of riba (interest) and gharar (ambiguous contracts or deals) (Kabir and Mahlkrecht 2011, 74; El-Gamal 2009, 58–60). There is consensus among scholars that the prohib...