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Relevant bibliographies by topics / Multi-commodity markets

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Academic literature on the topic 'Multi-commodity markets'

Author: Grafiati

Published: 4 June 2021

Last updated: 10 February 2022

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Journal articles on the topic "Multi-commodity markets"

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Bourbeau, Benoı̂t, Teodor Gabriel Crainic, Michel Gendreau, and Jacques Robert. "Design for optimized multi-lateral multi-commodity markets." European Journal of Operational Research 163, no. 2 (June 2005): 503–29. http://dx.doi.org/10.1016/j.ejor.2003.07.022.

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Carlsson, Per, and Arne Andersson. "A flexible model for tree-structured multi-commodity markets." Electronic Commerce Research 7, no. 1 (March 2007): 69–88. http://dx.doi.org/10.1007/s10660-006-0063-y.

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Kumar Mahalik, Mantu, Debashis Acharya, and M. Suresh Babu. "Price discovery and volatility spillovers in futures and spot commodity markets." Journal of Advances in Management Research 11, no. 2 (July 29, 2014): 211–26. http://dx.doi.org/10.1108/jamr-09-2012-0039.

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Purpose – The purpose of this paper is to investigate empirically the price discovery and volatility spillovers in Indian spot-futures commodity markets. Design/methodology/approach – The study has used four futures and spot indices of Multi-Commodity Exchange, Mumbai. The study also employs vector error correction model (VECM) and bivariate exponential Garch model (EGARCH) to analyze the price discovery and volatility spillovers in Indian spot-futures commodity market. Findings – The VECM shows that agriculture future price index (LAGRIFP), energy future price index (LENERGYFP) and aggregate commodity index (LCOMDEXFP) effectively serve the price discovery function in the spot market implying that there is a flow of information from future to spot commodity markets but the reverse causality does not exist. There is no cointegrating relationship between metal future price index (LMETALFP) and metal spot price index (LMETALSP). Besides the bivariate EGARCH model indicates that although the innovations in one market can predict the volatility in another market, the volatility spillovers from future to the spot market are dominant in the case of LENERGY and LCOMDEX index while LAGRISP acts as a source of volatility toward the agri-futures market. Research limitations/implications – The results are aggregate in nature. Further study at disaggregated level will provide further insights on behavior of specific commodity prices and the price discovery process. Originality/value – The paper provides useful information about the evolution and structures of futures commodity trading in India, related literature and relevant methodology concerning the hypotheses.

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Maitra, Debasish, and Varun Dawar. "Return and Volatility Spillover among Commodity Futures, Stock Market and Exchange Rate: Evidence from India." Global Business Review 20, no. 1 (November 21, 2018): 214–37. http://dx.doi.org/10.1177/0972150918803801.

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This article aims to investigate return and volatility spillover among commodity, stock and exchange rate markets. The article further looks into whether there is any change in return and volatility spillover during the crisis and post-crisis periods and whether there is any in the behaviour of spillover changes between agro and non-agro based commodities. The study uses Vector Auto Regression followed along with by Granger causality are to understand the causality of returns. We have performed multivariate volatility model to study the volatility co-movement of different assets. Unidirectional return spillover from the Multi Commodity Exchange (non-agro commodity) to stock indices and exchange rates is found. Stock indices are found to influence exchange rates to return; whereas the only dollar explains the return in stock indices. Equity markets have been found to have a return spillover on NCDEX (agro commodity) during the post-crisis period. However, each asset market is found to have volatility spillover effects on the other asset market. Commodity indices have more spillover effects on stocks.

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Safiullin, Nail, Bulat Safiullin, and Olga Schnaider. "Factors of determinism, uncertainty and stochasticity in stock and commodity markets." E3S Web of Conferences 110 (2019): 02039. http://dx.doi.org/10.1051/e3sconf/201911002039.

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One of the main methodological principles of modern economics is the separation of the positive and normative study area. Traditionally, the dominant regulatory approach is associated with a "pre-scientific" era - with the economic views of antiquity and the Middle Ages. Thus, the very evolution of the economic analysis can be considered as a process of gradual replacement of a regulatory elements and achieve ever greater degree of objectivity of research. In this paper, the economic theory of multi-dimensional stock and commodity market in the green economy is considered in detail. The current state of the theory of markets and market mechanisms is discussed. The research methodology and theory of multi-dimensional stock and commodity market in the green economy, adapted to the real conditions of the transformation of the Russian economy, are substantiates. Various forms of heterogeneity of market processes are identified and classified, including factors of demand, supply and competitiveness arising from the terms of the transformation of the economy attracting green investment.

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Koy, Ayben. "Testing Multi Bubbles for Commodity Derivative Markets: A Study on MCX." Business and Economics Research Journal 9, no. 2 (April 25, 2018): xxx. http://dx.doi.org/10.20409/berj.2018.105.

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Dutt, Mala, and Sanjay Sehgal. "Domestic and International Information Linkages between Gold Spot and Futures Markets: An Empirical Study for India." Metamorphosis: A Journal of Management Research 17, no. 1 (May 8, 2018): 1–17. http://dx.doi.org/10.1177/0972622518761745.

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This article examines information linkages between gold spot market in India and gold futures at India’s Multi Commodity Exchange (MCX) and five international platforms [i.e., Commodity Exchange (COMEX), Dubai Gold and Commodity Exchange (DGCX), Tokyo Commodity Exchange (TOCOM), Hong Kong Exchange (HKE) and Singapore Mercantile Exchange (SMX)] from August 2008 to March 2015. Cointegration procedure and vector error correction model (VECM), supported by Granger causality, are employed to study price discovery process, and bivariate EGARCH-BEKK model is used to examine volatility spillover process. At domestic level, spot market dominates the futures in information transmission process. Internationally, DGCX leads all other exchanges in price discovery process, while COMEX leads in volatility spillovers. In price discovery, MCX leads only TOCOM till August 2013, while price discovery is absent thereafter. In volatility spillovers, MCX dominates TOCOM and HKE till this period and only HKE afterwards. Thus, information linkages between MCX and international exchanges appear to have been impacted severely since August 2013. The study highlights the need to re-establish price and volatility linkages between Indian and international exchanges, and also provides significant suggestions for policymakers. The study is relevant for investors, researchers and the academia. It contributes to market efficiency and information transmission literature for commodity markets.

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Labys, Walter C., and Montague J. Lord. "Inventory and equilibrium adjustments in international commodity markets: a multi-cointegration approach." Applied Economics 24, no. 1 (January 1992): 77–84. http://dx.doi.org/10.1080/00036849200000105.

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Babu, M., and S. Srinivasan. "Testing the Co-Integration in Indian Commodity Markets: A Study with Reference to Multi Commodity Exchange India Ltd." Indian Journal of Finance 8, no. 3 (March 1, 2014): 35. http://dx.doi.org/10.17010/ijf/2014/v8i3/71961.

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Fernandez, Cledwyn Primus Savio. "Futures Trading in Agricultural Commodities: Effects of the Ban on Selected Commodities in India." Artha - Journal of Social Sciences 12, no. 4 (October 18, 2013): 61. http://dx.doi.org/10.12724/ajss.27.5.

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The commodity market is one of the emerging markets in today‟s economy. Given that inflation is increasing alarmingly and the emergence of risk in all activities, the commodity market has a phenomenal contribution to the overall economy of India. The following paper – Futures Trading in Agricultural Commodities: Effects of the ban on selected commodities in India shall focus on the impact of hedging (risk management) and price discovery, which are two major aspects under the agricultural commodity market. Secondary data from two main sources namely the Multi Commodity Exchange Market and National Commodity Derivatives Exchange were used for analysis. The ban on futures trading under agricultural commodities that was implemented by the Government of India shall be dealt with specifically taking seven commodities – Wheat, Rice, Sugar, Chickpea, Potato, Rubber and Guar Seeds. The common element between all these commodities is that they were all banned from futures trading at some point of time or the other. An analysis using econometric and statistical tools shall be performed to check whether there exists any sort of relationship between the ban and the prevailing inflation in the economy and also the correlation between the prices before and after ban. This is purely an explanatory study wherein the strategies for buyers and sellers in the futures market will also be discussed.Keywords: Hedging, ban, futures trading, inflation

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Dissertations / Theses on the topic "Multi-commodity markets"

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Carlsson, Per. "Algorithms for Electronic Power Markets." Doctoral thesis, Uppsala : Acta Universitatis Upsaliensis : Univ.-bibl. [distributör], 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-4668.

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Coulon, Michael. "Modelling price dynamics through fundamental relationships in electricity and other energy markets." Thesis, University of Oxford, 2009. http://ora.ox.ac.uk/objects/uuid:ddc11641-920f-461f-85cd-a9e6351d9104.

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Energy markets feature a wide range of unusual price behaviour along with a complicated dependence structure between electricity, natural gas, coal and carbon, as well as other variables. We approach this broad modelling challenge by firstly developing a structural framework to modelling spot electricity prices, through an analysis of the underlying supply and demand factors which drive power prices, and the relationship between them. We propose a stochastic model for fuel prices, power demand and generation capacity availability, as well as a parametric form for the bid stack function which maps these price drivers to the spot electricity price. Based on the intuition of cost-related bids from generators, the model describes mathematically how different fuel prices drive different portions of the bid stack (i.e., the merit order) and hence influence power prices at varying levels of demand. Using actual bid data, we find high correlations between the movements of bids and the corresponding fuel prices (coal and gas). We fit the model to the PJM and New England markets in the US, and assess the performance of the model, in terms of capturing key properties of simulated price trajectories, as well as comparing the model’s forward prices with observed data. We then discuss various mathematical techniques (explicit solutions, approximations, simulations and other numerical techniques) for calibrating to observed fuel and electricity forward curves, as well as for pricing of various single and multi-commodity options. The model reveals that natural gas prices are historically the primary driver of power prices over long horizons in both markets, with shorter term dynamics driven also by fluctuations in demand and reserve margin. However, the framework developed in this thesis is very flexible and able to adapt to different markets or changing conditions, as well as capturing automatically the possibility of changes in the merit order of fuels. In particular, it allows us to begin to understand price movements in the recently-formed carbon emissions markets, which add a new level of complexity to energy price modelling. Thus, the bid stack model can be viewed as more than just an original and elegant new approach to spot electricity prices, but also a convenient and intuitive tool for understanding risks and pricing contracts in the global energy markets, an important, rapidly-growing and fascinating area of research.

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Oreamuno, Marco Antonio Artavia. "Stochastic multi-market modeling with "efficient quadratures"." Doctoral thesis, Humboldt-Universität zu Berlin, Landwirtschaftlich-Gärtnerische Fakultät, 2014. http://dx.doi.org/10.18452/16908.

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Stochastische Anwendungen von großen Simulationsmodellen des Agrarsektors werden immer häufiger. Allerdings ist die stochastische Modellierung mit großen Marktmodellen rechenintensiv und mit hohen Kosten für Datenabspeicherung, -analyse und -manipulation verbunden. Gausssche Quadraturen sind effiziente Stichprobenmethoden, die wenige Punkte für die Approximation der zentralen Momente von gemeinsamen Wahrscheinlichkeitsverteilungen brauchen und somit die Kosten der Datenmanipulation senken. Für symmetrische Integrationsräume sind die Ecken des Oktaeder von Stroud (Stroud 1957) Formeln dritten Grades mit minimaler Anzahl von Punkten, die die stochastische Modellierung mit großen Modellen handhabbar machen kann. Es gibt trotzdem die Vermutung, dass Rotationen von Stroud''s Oktaeder einen Einfluss auf die Exaktheit der Quadraturen haben könnten; daher werden in dieser Studie acht unterschiedliche Rotationen (Quadraturformeln) getestet. Es zeigte sich, dass der Gebrauch der Formel von Artavia et al. (2009) oder der von Arndt (1996) bei der Generierung der Quadraturen entscheidend ist, und dass die Formel von Arndt einen höheren Exaktheitsgrad ergibt. Mit der Rotation, die sich aus der Formel von Arndt ergibt und Modellen oder Märkten mit starken Asymmetrien wie der Weizenmarkt in ESIM, könnten die Reihenfolge der stochastischen Variablen in der Kovarianz Matrix (A1 oder A2) oder die Methoden zur Einführung der Kovarianz Matrix (via Cholesky-Zerlegung –C– oder via die Diagonalisierungsmethode –D– ) einen bedeutsamen Einfluss auf die Exaktheit der Quadraturen haben. Mit Arndt''s Formel und weniger asymmetrischen Modellen oder Märkten, wie der Fall von Raps in ESIM, haben die Reihenfolgen A1 und A2 oder die Methoden zur Einführung der Kovarianz Matrix C und D weniger Einfluss auf die Exaktheit der Quadraturen.
Recently, stochastic applications of large-scale applied simulation models of agricultural markets have become more common. However, stochastic modeling with large market models incurs high computational and management costs for data storage, analysis and manipulation. Gaussian Quadratures (GQ) are efficient sampling methods requiring few points to approximate the central moments of the joint probability distribution of stochastic variables, and therefore reduce computational costs. For symmetric regions of integration, the vertices of Stroud''s n-octahedron (Stroud 1957) are formulas of degree 3 with minimal number of points, which can make the stochastic modeling with large economic models manageable. However, the conjecture exists that rotations of Stroud''s n-octahedron may have an effect on the accuracy of approximation of the model results. To address this, eight different rotations (quadrature formulas) were tested using the European Simulation Model (ESIM). It was found that using the formulas from Artavia et al. (2009) or Arndt (1996) in the generation of the quadratures is crucial, and furthermore, that the formula from Arndt yields higher accuracy. With the rotation obtained with Arndt''s formula and in models or markets with high asymmetries, as is the case for soft wheat in ESIM, the arrangement of the stochastic variables (A1 or A2) in the covariance matrix or the method selected to induce the covariance matrix (via Cholesky decomposition – C – or via the diagonalization method – D – ) may have a significant effect on the accuracy of the quadratures. With Arndt''s formula and with less asymmetric markets, as is the case for rapeseed in ESIM, the selection of arrangements A1 or A2 and of the method to induce the covariance C or D might not have a significant effect on the accuracy of the quadratures.

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Tkachev, Ilya. "Hedging strategy for an option on commodity market." Thesis, Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-5393.

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In this work we consider the methods of pricing and hedging an option on the forward commodity market described by the multi-factor diffusion model. In the previous research there were presented explicit valuation formulas for standard European type options and simulation schemes for other types of options. However, hedging strategies were not developed in the available literature. Extending known results this work gives analytical formulas for the price of American, Asian and general European options. Moreover, for all these options hedging strategies are presented. Using these results the dynamics of the portfolio composed of options on futures with different maturities is studied on a commodity market.

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Kramer, Lilian [Verfasser], and Willi [Akademischer Betreuer] Jäger. "Modeling Price Formation in a Multi-Commodity Market - A Graph-Theoretical Decomposition Approach to Complexity Reduction / Lilian Kramer ; Betreuer: Willi Jäger." Heidelberg : Universitätsbibliothek Heidelberg, 2013. http://d-nb.info/1177810565/34.

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Gebrehiwet, Yemane Fisseha. "Modelling agricultural input expenditure in a multi-market modelling framework." Thesis, University of Pretoria, 2010. http://hdl.handle.net/2263/25139.

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Agricultural input expenditures have not been widely incorporated in most partial equilibrium models. Thus, investigating the effect of economic policies and other exogenous factors on the agricultural sector will produce only a partial analysis, since the simultaneous impact of these factors on input expenditures is excluded. This study, therefore, extends the existing partial equilibrium multi-market model of the South African agricultural sector (BFAP model) by incorporating agricultural input expenditure. Thus, the analysis of the impact of economic policies on the agricultural sector, which was limited only on the gross income (production, area planted and prices), has now been extended to assess their effects on input expenditures, gross value added and net farming income of the sector. In addition, the analysis is further extended to evaluate the financial and economic position of the agricultural sector by investigating the implications of the policies on the asset and debt values of the sector. The comparative result obtained from the shocks of a crude oil and world fertiliser price rise shows that due to the inclusion of the recursive effect from the output to input side of the sector and vice versa and endogenising input costs, the effect of the shock on gross value added and net farming income converges slowly and cyclically in the recursively linked model, compared to the unlinked model, in which the effect abruptly halts after a single year. Thus, the recursively linked integrated model replicates the dynamics experienced by the agricultural sector better than the recursively unlinked integrated model. In addition, the endogenisation of domestic input costs on the integrated model allows a comprehensive analysis of the effect of macroeconomic variables on the agricultural sector by considering their impact on both outputs and inputs. Thus, using the recursively linked model, a fifty percent devaluation of exchange rate is assessed. The result showed that a depreciation of exchange rate resulted in a net benefit for the sector, as the gain from enhancing agricultural income outweighs the rise in expenditure. Excluding the simultaneous impact on input expenditure would have overestimated the benefit by looking only at its effect on gross income. The integrated model was also used to project a baseline for the South African agricultural sector’s main aggregate variables for the medium term (2010-2015) under the status quo of policy assumptions and forecast values of exogenous variables. The baseline projections of the gross income, intermediate input expenditure and gross value added show a modest average annual growth rate during the baseline period. The net farming income, however, depicts a relatively lower growth due to the general modest rise in agricultural gross income compared with total input expenditure. Based on the projected values of main aggregate variables, several financial and economic performance indicators for the agricultural sector are also projected. In general, the economic performance indicators of the sector, measured by the net return on the sector’s investment and equity, show good performance when compared with the average cost of borrowing during the baseline period. Thus, this study shows that integrating input expenditure in a multi-market output model by recursively linking both sides and endogenising domestic input costs would improve the result of the standard partial equilibrium by generating projections for several key aggregate variables, providing the net effect of economic policies on the agricultural sector and replicating the dynamics of the agricultural sector better than models that have few/no input components or that assess the effects separately and ignore the recursive linkage. Thus, this study provides a powerful modelling tool to be used by policy makers to comprehensively investigate the net effects of economic policies on the agricultural sector and to answer several ‘what if’ questions.
Thesis (DCom)--University of Pretoria, 2011.
Agricultural Economics, Extension and Rural Development
unrestricted

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Yaung, Sian-Siang, and 楊相賢. "A Study On Optimal Ordering Policy for Perishable Commodity under Probabilistic Demand Multi-market and Multi-decision-variable." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/15863487020032377181.

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碩士
國立屏東科技大學
工業管理系
93
This study constructs a mathematical model concerned to issues of multi-market and varied demands with differentiated market prices on perishable commodity problems. While optimizing lot-sizing and pricing Pi as a function of Tπ(Q,P1,P2,P3), the proposed model designs a four stage for market prices with expiration dates to explore the total profits and analyze the effect of price elasticity on demand variations expectedly. Not only compare the perishables commodity with multi-market making price to find out the expected total profit within expiry date, but also the economically consider elasticity price of demand to influence expected profit. Using Leibniz’s rule to judge the existence of the maximum expected profit with a numerical example to demonstrate how the parameters affect the optimal ordering strategy. Finally, conclusions are drawn for future studies and applications.

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Books on the topic "Multi-commodity markets"

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Roncoroni, Andrea, Gianluca Fusai, and Mark Cummins, eds. Handbook of Multi-Commodity Markets and Products. Chichester, UK: John Wiley & Sons, Ltd, 2014. http://dx.doi.org/10.1002/9781119011590.

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Fusai, Gianluca, Andrea Roncoroni, and Mark Cummins. Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management. Wiley & Sons, Incorporated, John, 2015.

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Fusai, Gianluca, Andrea Roncoroni, and Mark Cummins. Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management. Wiley & Sons, Incorporated, John, 2015.

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JUN, LI YONG. Law concept. Practice. Innovation Series: Study of the Legal System of Multi monitor the quality of rural commodity markets safety. China Renmin University Press, 2019.

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Fusaro, Peter C. Energy Convergence: The Beginning of the Multi-Commodity Market. Wiley, 2002.

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Fusaro, Peter C. Energy Convergence: The Beginning of the Multi-Commodity Market. Wiley & Sons, Incorporated, John, 2002.

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C, Fusaro Peter, ed. Energy convergence: The beginning of the multi-commodity market. New York: Wiley, 2002.

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Morgan, Kevin, Terry Marsden, and Jonathan Murdoch. Worlds of Food. Oxford University Press, 2006. http://dx.doi.org/10.1093/oso/9780199271580.001.0001.

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From farm to fork, the conventional food chain is under enormous pressure to respond to a whole series of new challenges - food scares in rich countries, food security concerns in poor countries, and a burgeoning problem of obesity in all countries. As more and more people demand to know where their food comes from, and how it is produced, issues of place, power, and provenance assume increasing significance for producers, consumers, and regulators, challenging the corporate forces that shape the 'placeless foodscape'. Far from being confined to niche products, questions about the origins of food are also surfacing in the conventional sector, where labelling has become a major political issue. Drawing on theories of multi-level governance, three leading scholars in the field explore the geo-politics of the food chain in different spatial arenas: the World Trade Organization, where free trade principles clash with fair trade concerns in the debate about agricultural reform; the European Union, where producers are under pressure from environmentalists for a more traceable and sustainable food system; and the US, where there is a striking contradiction between the rhetoric of free markets and the reality of a heavily subsidised farming sector. To understand the local impact of these global trends, the authors explore three different regional worlds of food: the traditional world of localised quality in Tuscany, the peripheral world of commodity production in Wales, and the frontier world of agri-business in California.

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Book chapters on the topic "Multi-commodity markets"

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Rossi, Eduardo, and Filippo Spazzini. "GARCH Models for Commodity Markets." In Handbook of Multi-Commodity Markets and Products, 687–753. Chichester, UK: John Wiley & Sons, Ltd, 2015. http://dx.doi.org/10.1002/9781119011590.ch15.

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Malinowski, Jacek. "Reliability Aspects of Multi-commodity Markets." In Advances in Intelligent and Soft Computing, 113–25. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-25649-3_7.

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Campi, Cristiano, and Francesco Galdenzi. "Oil Markets and Products." In Handbook of Multi-Commodity Markets and Products, 1–66. Chichester, UK: John Wiley & Sons, Ltd, 2015. http://dx.doi.org/10.1002/9781119011590.ch1.

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Schernikau, Lars. "Coal Markets and Products." In Handbook of Multi-Commodity Markets and Products, 67–134. Chichester, UK: John Wiley & Sons, Ltd, 2015. http://dx.doi.org/10.1002/9781119011590.ch2.

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Fiorenzani, Stefano, Bernard Murphy, and Mark Cummins. "Electricity Markets and Products." In Handbook of Multi-Commodity Markets and Products, 181–222. Chichester, UK: John Wiley & Sons, Ltd, 2015. http://dx.doi.org/10.1002/9781119011590.ch4.

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Chesney, Marc, Luca Taschini, and Jonathan Gheyssens. "Emissions Markets and Products." In Handbook of Multi-Commodity Markets and Products, 223–54. Chichester, UK: John Wiley & Sons, Ltd, 2015. http://dx.doi.org/10.1002/9781119011590.ch5.

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Kavussanos, Manolis G., Ilias D. Visvikis, and Dimitris N. Dimitrakopoulos. "Freight Markets and Products." In Handbook of Multi-Commodity Markets and Products, 355–98. Chichester, UK: John Wiley & Sons, Ltd, 2015. http://dx.doi.org/10.1002/9781119011590.ch8.

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Declerk, Francis. "Agricultural and Soft Markets." In Handbook of Multi-Commodity Markets and Products, 399–498. Chichester, UK: John Wiley & Sons, Ltd, 2015. http://dx.doi.org/10.1002/9781119011590.ch9.

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Castagna, Antonio. "Foreign Exchange Markets and Products." In Handbook of Multi-Commodity Markets and Products, 499–553. Chichester, UK: John Wiley & Sons, Ltd, 2015. http://dx.doi.org/10.1002/9781119011590.ch10.

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Cummins, Mark, and Bernard Murphy. "Natural Gas Markets and Products." In Handbook of Multi-Commodity Markets and Products, 135–80. Chichester, UK: John Wiley & Sons, Ltd, 2015. http://dx.doi.org/10.1002/9781119011590.ch3.

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Conference papers on the topic "Multi-commodity markets"

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Tereshkin, S. "Multi-Sided Platform For Instant Purchases And Sales In Commodity Markets." In II International Conference on Economic and Social Trends for Sustainability of Modern Society. European Publisher, 2021. http://dx.doi.org/10.15405/epsbs.2021.09.02.193.

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Huang, Dawei, Xueshan Han, Xiangxing Meng, and Zhizhong Guo. "Analysis of Nash Equilibrium Considering Multi-commodity Trade in Coupled Constraint Electricity Markets." In 2006 International Conference on Power System Technology. IEEE, 2006. http://dx.doi.org/10.1109/icpst.2006.321454.

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Zhang, Xuewu, Fenzhen Su, Yawen He, and Yishao Shi. "Spatial Concentration and Specialization of Large-Scale Commodity Exchange Markets in China under Multi-spatial Scales." In 2008 International Workshop on Geoscience and Remote Sensing (ETT and GRS). IEEE, 2008. http://dx.doi.org/10.1109/ettandgrs.2008.141.

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Broberg, James, and Rajkumar Buyya. "A multi-commodity flow approach to maximising utility in linked market-based grids." In the 5th international workshop. New York, New York, USA: ACM Press, 2007. http://dx.doi.org/10.1145/1376849.1376854.

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Griffin, Patrick R., Gangyi Jia, Martijn H. C. Gielen, and Nynke G. Dalstra. "Simulation and Optimized Dispatch of a Complex Cogenerating Combined Cycle in a Competitive Market." In ASME 1999 International Gas Turbine and Aeroengine Congress and Exhibition. American Society of Mechanical Engineers, 1999. http://dx.doi.org/10.1115/99-gt-406.

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A software system was developed to simulate technical performance and predict feasible, economically optimum operating arrangements for a multi-faceted cogenerating combined cycle. The software combines detailed technical performance data with commodity prices and contractual obligations to predict equipment loads that optimize net plant revenue subject to several operational constraints. The optimization technique is iterative due to the nonlinear behavior of the plant. Detailed production capability of each plant component is pre-simulated over the entire range of operation using a widely-accepted, commercially-available simulation package. Pre-simulated results are stored in look-up tables for fast evaluation during optimization calculations. This paper describes the plant equipment, the optimization technique, and illustrates how the software output guides plant management in strategic planning and operations in an evolving competitive electric and gas market.

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David, Kenneth, John R. Lloyd, and Timothy J. Hinds. "Power and Communication: Solving Power Problems for Collaboration in Globally Distributed Engineering Design Teams." In ASME 2005 International Mechanical Engineering Congress and Exposition. ASMEDC, 2005. http://dx.doi.org/10.1115/imece2005-80060.

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Because outsourcing and offshoring operations entail multi-site operations and inter-organizational alliances, they require effective boundary-spanning partnerships: inter-divisional, inter-organizational, and often, multi-country partnerships. This paper reports a multi-discipline research study—involving engineering, anthropology and telecommunications elements—on dispersed global engineering design teams. A framework involving power, culture, and collaborative activity is introduced. The focus here is on power and communications issues. Co-oriented, collaborative project activity is achieved when power issues are neutralized. When sub-team members perceive inequity, they frequently respond adversely. They may purposely create miscommunications among sub-teams, covertly subvert project goals, or otherwise act in ways that reduce project performance. Outsourcing of engineering design operations is a major challenge for the engineering profession. Outsourcing activity to India and China has increased; educational systems in these countries both improve in quality and augment the quantity of engineers produced. Traditional engineering skills are swiftly becoming a commodity in the global market.

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Siebenaler, Shane, Eric Tervo, Paul Vinh, and Chris Lewis. "Field Testing of Negative-Wave Leak Detection Systems." In 2014 10th International Pipeline Conference. American Society of Mechanical Engineers, 2014. http://dx.doi.org/10.1115/ipc2014-33557.

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The pipeline industry is improving its ability to detect and locate leaks through emerging technologies. There has been a variety of research in recent years aimed at further development of sensor-based technologies for leak detection. A key obstacle to retrofitting existing pipelines with leak detection technologies is the cost and risk of installing hardware, particularly those sensors that require excavation near the pipe. There are many advantages to employing leak detection systems that can leverage existing instrumentation access locations. One such technology may be negative-wave leak detection systems. Negative-wave technologies work by measuring dynamic pressure changes in the pipe. It should be noted that some negative-wave systems require line modifications to accommodate multiple transmitters. While such systems have been on the market for many years, there is insufficient data available about their performance under various pipeline operating conditions for widespread adoption. In an effort to close many information gaps on the performance envelope of negative-wave technologies, a PRCI-funded field test was performed on a 41-kilometer segment of a 30-inch diameter heavy crude oil pipeline. Products from three suppliers were installed at either end of the test segment. Actual commodity withdrawals were conducted at a remote valve site approximately 21 kilometers into the segment during various operations to test the systems’ abilities to detect the withdrawals without direct user interaction. These test points included withdrawals during steady-state flowing, pump startup, and shutdown conditions. Data were collected from each system to determine their abilities to detect leaks under various conditions, abilities to locate the leak, false alarm rates, and response times. This test provided significant insight into the performance of such systems over the range of conditions tested. The key focus of this paper is the approach for conducting such multi-vendor commodity withdrawals. This project required some unique considerations for its execution. Such considerations are also documented to provide input to others who are considering such a test.

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Gercekovich, D. A., O. Yu Basharina, I. S. Shilnikova, E. Yu Gorbachevskaya, and S. A. Gorsky. "Information and algorithmic support of a multi-level integrated system for the investment strategies formation." In 3rd International Workshop on Information, Computation, and Control Systems for Distributed Environments 2021. Crossref, 2021. http://dx.doi.org/10.47350/iccs-de.2021.06.

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The article summarizes the accumulated practical experience of the authors in the development of algorithms for the formation of investment strategies. For this purpose, the optimization of the studied parameters, information support of investment activities, verification, monitoring and adjustment in the testing mode and the subsequent practical application of the described tools are considered. The system is based on the main provisions of the Markowitz portfolio theory. The analytical block of the Information System Portfolio Investor includes Profitability-Risk model; empirical models of optimal complexity; hybrid predictive model systems; the principle of combining (integrating) both models and forecasts, as well as decision rules; optimization of the training sample length (modified Markowitz model); optimization of the frequency of monitoring and adjusting the composition of the investment portfolio. The principles of design and development of the information block of the system, its replenishment and functioning are described in detail. All the above listed components of the algorithmic content of the investment decision making system are described sequentially. The system modules have been successfully tested on a wide class of financial instruments: ordinary shares, preferred shares, government and corporate bonds, exchange commodities, stock, commodity, industry and bond indices, exchange-traded investment funds and real estate funds. The implemented Markowitz model with a dynamic database of historical data can significantly increase the efficiency of investment decisions, which is facilitated by taking into account the characteristics of both the markets under study and the corresponding financial instruments.

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Kumstát, Michal, Martin Sebera, and Michal Vičar. "The Effects Of Commercially Available Energy Drink On Cognitive Performance." In 12th International Conference on Kinanthropology. Brno: Masaryk University Press, 2020. http://dx.doi.org/10.5817/cz.muni.p210-9631-2020-7.

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Energy drinks are frequently purported as a non-alcoholic beverage food commodity to im-prove cognitive function and concentration and as such is marketed especially on vulnerable populations such as professional drivers, students, managers. We aimed to explore the acute dose-effect of commercially available multi-ingredient beverage on cognitive performance. Twenty adult university students, caffeine-deprived received two 500 ml non-alcoholic, glucose-free, multi-herbal extract drinks differing in ingredients dose: DRINK100, threefold higher concentration dosage (DRINK300) and ingredients-free, flavored-matched placebo (PLA) in a double-blind, three-way cross over, randomized order, separated by a 7-day wash-out period. Cognitive functions, autonomous nervous system activity, and specific mental performance were assessed. Drinks were consumed in the late evening (20 p.m.). Standardized psychomotor vigilance task (PVT) to detect reaction time, lapses and the total score and spectral analysis of heart rate variability (software-driven, standing/lying down with ~300 beats recorded in each position, relative change in total power score be-tween consecutive measurements was used) took place immediately prior and 60, 120 and 180 min post-drink consumption (post-drink). Thirty minutes of the cognitively demanding task (continuous manual text transcription) was commenced immediately and in 90, and 150 min post-drink. Total word counts were used in assessing mental performance chang-es. The ecologically valid methodology was used to mimic typical students time of drink consumption. During the 60min post-drink, the level of alertness decreased independently of the drink category, however, DRINK300 increased correct: lapsus ratio in 120 min and this remained elevated until the end of testing. No significant effect of DRINK100 over PLA on vigilance was present. DRINK300 led to an increase in autonomic nervous system activity after drink admin-istration in 60–90 minutes post-drink with a clear decline observed in PLA. This corresponds with a significant increase in the number of words transcripted in the corresponding time in DRINK300, however, not sustained in 180 min post-drink. We demonstrate an acute and transitional dose-effect of multi-herbal caffeine-containing non-energetic beverage on cognitive and autonomous nervous system performance. The effect appears to be evident immediately ( < 30 min) post-drink. A beverage containing guar-ana equivalent to 120 mg of caffeine reduce cognitive performance impairment and this is sustained over ~180 min.

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Vierling, Matthieu, Frederic Geiger, Jean-Francois Brilhac, Sophie Dorge, David Habermacher, Habiba Nouali, Jean-Louis Guichard, et al. "Novel Desulfurization Concept Using a Regenerable Adsorbent." In ASME Turbo Expo 2020: Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2020. http://dx.doi.org/10.1115/gt2020-16222.

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Abstract Sulfur oxides, abbreviated to SOx, refer to both sulfur dioxide (SO2) and sulfur trioxide (SO3) that are gaseous pollutants emitted by the combustion of low-grade fuels, including heavy oils, sour gases and coal. Current Flue Gas Desulfurization (FGD) technologies mainly use limestone or CaO (quicklime) as sulfur scavenger. They consume water and produce significant stocks of calcium sulfate, a non-regenerable solid that has limited market outlets and is sometimes considered as waste. To tackle this problem, a multi-partner team has launched a two-phase program in order to develop a new, regenerative FGD concept. This partnership includes a GE Power team (Belfort, France), three research laboratories (IS2M-MPC, LGRE from University of Haute Alsace, Mulhouse and ICB-UTBM-LERMPS, Belfort), a ceramic material testing center (ICAR, Moncel les Luneville, France) and a consultancy organization skilled in materials (Zephir Alsace, Mulhouse). The main objective was to design a regenerable adsorbent that would not release any solid waste but would allow instead the recovery of sulfur in the form of H2SO4 (sulfuric acid) which is a valuable chemical commodity. A first subprogram, executed from September 2012 through March 2015 and called “DeSOx New Gen”, enabled the different partners to identify and test at lab scale a regenerable and durable adsorbent. This adsorbent, used initially in powder form, involved an organized mesoporous silica (SiO2), which was used as a support and was impregnated with copper oxide (CuO) likely to undergo reversible sulfation. Such binary system proved capable of achieving large numbers of successive adsorption/regeneration cycles (more than fifteen attained in the lab) without undergoing substantial activity loss. A second subprogram, initiated in September 2017 and called “AdSOx”, aimed to obtain and test a bead-shaped form of the previously developed adsorbent in view of industrial applications. This product in bead-shaped adsorbent was then evaluated in 2019 in a pilot combustion rig, the flue gases of which were representative of a real industrial combustion installation in terms of SOx, NOx, CO, CO2, H2O and PM (particulate matter). In these rig tests, the performances of the adsorbent for the capture of SOx, including its capability to be regenerated for multi-cyclic use, have been assessed in fluidized bed and most recently in fixed bed conditions. This paper outlines the most significant steps and outcomes of this collaborative two-phase development program. It also illustrates the interesting capabilities of mesoporous materials for the design of highly active sorption and catalytic systems.

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