Dynamic price information flows among U.S. electricity wholesale spot prices and the prices of the major electricity generation fuel sources, natural gas, uranium, coal, and crude oil, are studied. Multivariate time series methods applied to weekly price data show that in contemporaneous time...

We review algorithms developed for nonnegative matrix factorization (NMF) and nonnegative tensor factorization (NTF) from a unified view based on the block coordinate descent (BCD) framework. NMF and NTF are low-rank approximation methods for matrices and tensors in which the low-rank factors...

A theoretical model of the law of one price which allows for seasonality in transaction costs and supply and demand conditions between markets is developed. Bivariate three-regime threshold vector error correction models are applied to natural gas markets to examine seasonality in threshold...

This paper examines the impact of CAFTA on textile and apparel sourcing. Presented at the 15th International Conference,Istanbul, Turkey, May 2005.