نتایج جستجو برای: price uncertainty
تعداد نتایج: 202659 فیلتر نتایج به سال:
uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...
water shortage crisis is an issue that has led to drastic changes in different agricultural policies, especially in arid and semi-arid areas. uncertainty in the amount of resources, e.g. water, used for agricultural production entails risk for farmers' income and cropping pattern changes. in the present study, the robust optimization model was used for optimal allocation of arable lands of khor...
This paper presents a new bidding strategy for continuous double auctions (CDA) designed for Mertacor, a successful trading agent, which won the first price in the “travel game” of Trading Agent Competition (TAC) for 2005. TAC provides a realistic benchmarking environment in which various travel commodities are offered in simultaneous online auctions. Among these, entertainment tickets are trad...
In the context of open-pit mine planning, uncertainties including commodity price would significantly affect the technical and financial aspects of mining projects. A mine planning that takes place regardless of the uncertainty in price just develops an optimized plan at the starting time of the mining operation. Given the price change over the life of mine, which is quite certain, optimality o...
Metal price is one of the most important parameters in the calculation of cut- off grade. The cut- off grade has the main role in determination of mine layout. Mine layout actuates mineable reserve, mine life and economic profitability. Not considering the uncertainty in metal prices can lead to a non-optimal layout. In this paper optimum underground mine layout is determined by expected utilit...
This paper investigates the relationship between real exchange rate uncertainty and stock price index in Tehran stock exchange for the period of 1995-2009 by using monthly data and applying Bivariate Generalized Autoregressive Conditional Heteroskedasticity model (Bivariate GARCH). The results show that there is a negative and significant relationship between real exchange rate uncertainty an...
t he relationship between the price of oil and the level of economic activity is a fundamental empirical issue in macroeconomics. in this research, by using a multivariate garch-in-mean var, we try to investigate direct effects of uncertainty of oil price on macroeconomics of iran by using annually data from 1965 to 2013.results show that uncertainty about oil prices had a negative and signific...
Petroleum price is a variable which affects the economies of all countries (either exporters or importers). This paper uses Iran’s economic data during 2006-1959 to study the petroleum price impact on Government’s financial variables and economic growth through cointegrated VAR method. An influential facet of petroleum price is uncertainty and its effect. This uncertainty is taken from GARCH (1...
sharp increase in oil price and the volatility in recent decades have attracted most researchers towards the field of energy. it seems not only the direct oil price, but also the uncertainty caused by the oil price volatility affect the raw oil supply. in this research the effect of oil price volatility on oil supply has been estimated using monthly time series data from january 1980 to septemb...
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