A promising approach to hedge against the inherent uncertainty of renewable generation is to equip the renewable plants with energy storage systems. This paper focuses on designing profit maximization offering strategies, i.e., the strategies that determine the offering price and volume, for a storage-assisted renewable power producer that participates in hour-ahead electricity market. Designin...

In this paper, we proposed a hedge detection method with average perceptron, which was used in the closed challenge in CoNLL-2010 Shared Task. There are two subtasks: (1) detecting uncertain sentences and (2) identifying the in-sentence scopes of hedge cues. We use the unified learning algorithm for both subtasks since that the hedge score of sentence can be decomposed into scores of the words,...

We test the hypothesis that capacity constraints significantly influence hedge fund families’ decision to open new funds. Hedge fund families face diseconomies of scale because of the non-scalability of their investment strategies. We propose that as the existing funds approach critical size, hedge fund families may prefer opening new funds rather than accepting new investment in the existing f...

This paper presents a system which adopts a standard sequence labeling technique for hedge detection and scope finding. For hedge detection, we formulate it as a hedge labeling problem, while for hedge scope finding, we use a two-step labeling strategy, one for hedge labeling and the other for scope finding. In particular, various kinds of syntactic dependencies are systemically exploited and e...

We assess the use of hedge phrases in “affective” NLG texts. A simple experiment suggests non-native speakers prefer texts that contain hedge phrases, but native speakers prefer texts that do not contain hedge phrases.

This paper examines the competitive firm that has to make its production and hedging decisions under correlated price background risks. The risk can be either financial or non-financial, which is accommodated by using a bivariate utility function. separation theorem shown hold in firm’s optimal output level depends neither on function nor joint distribution of We derive necessary sufficient con...

This paper re-examines the ability of the factor model approach to evaluate the performance of the Equity Hedge, Event Driven, Macro, Relative Value, and Funds of Hedge Funds styles. As Hedge Fund returns are not normally distributed, we assign a premium to higher-order comoments of Hedge Fund returns with the US market aggregate. In addition to traditional asset(conditioned by the levels of so...

The monthly return distributions of many hedge fund indices exhibit highly unusual skewness and kurtosis properties as well as first-order serial correlation. This has important consequences for investors. We demonstrate that although hedge fund indices are highly attractive in mean-variance terms, this is much less the case when skewness, kurtosis and autocorrelation are taken into account. Sh...

The efficacy of pregabalin in acute postsurgical pain has been demonstrated in numerous studies; however, the analgesic efficacy and adverse effects of using pregabalin in various surgical procedures remain uncertain. We aim to assess the postsurgical analgesic efficacy and adverse events after pregabalin administration under different surgical categories using a systematic review and meta-anal...