The cyclone wave parameters are predicted using Young’s parametric hurricane wave prediction model. The input cyclone tracks for this work are obtained from Fleet Naval Meteorology and Oceanography Center, USA. Extreme value analysis is carried out to obtain the wave heights and periods for 1...

We calculate real-space static correlation functions of spin and charge degrees of freedom of the one-dimensional Hubbard model that are described by operators related to singly occupied sites with spin up or spin down (spinons) and unoccupied or doubly occupied sites (η-spinons). The spatial...

In this paper, we contribute to the literature by including a knock-out barrier option in a compound real option model to take account of immediate project failure, a so-called sudden death. We apply the model to the case of hydrogen infrastructure development. In our case study, we find that...

We study the competition and strategy selections between a class of generalized zero-determinant (ZD) strategies and the classic strategies of always cooperate (AllC), always defect (AllD), tit-for-tat (TFT), and win-stay-lose-shift (WSLS) strategies in an iterated prisoner’s dilemma...

This article studies the predictability of stock returns from industry portfolios. Consistent with the habit formation framework of Campbell and Cochrane (1999, 2000), we find that reasonably large portions of predictability of long-horizon industry portfolio returns are explained by the ratio...