This study analyzes the impact of stock market liberalization on emerging equity market volatility, in twelve emerging … time-varying nature of conditional volatility following initial market opening. Second, we analyze the effect of … liberalization on stock market volatility while controlling for the fundamental sources of emerging equity market volatility. Finally …

increasing in the volatility of demand they face, decreasing in the air premium they must pay, and increasing in the … firms with a real option to smooth demand volatility on international markets, and we provide simple calculations of that …

European, American or Barrier option in a stochastic volatility environment. We begin by presenting some applicable concepts in … constant volatility. We next present the replicating portfolio and equivalent martingale measure approaches to the pricing of a … European style option. Modeling an asset price utilizing constant volatility has been shown to be an inefficient model[8 …

drivers, such as consumer demand for green power, natural gas price volatility, and wholesale market rules. …

-gas-fired generation (as opposed to coal-fired generation, for example), for several reasons: (1) price volatility has been more of a …

be stochastic, we next determine an investment threshold boundary and find that high electricity price volatility …

modeling in ToolKit until the TPP standard is met. Increased wholesale market price volatility and six years of drought have … receiving those funds is greater. In addition to market price volatility, BPA also faces uncertainty around the financial …

Because of the recent experiences of several states undergoing restructuring (e.g., higher prices, greater volatility …

Because of the recent experiences of several states undergoing restructuring (e.g., higher prices, greater volatility …