Dissertations / Theses on the topic 'Prickle'
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Ehaideb, Salleh Nasser. "Elucidating the mechanism of prickle associated epilepsy in flies." Diss., University of Iowa, 2015. https://ir.uiowa.edu/etd/5463.
Full textVeeman, Michael Terrence. "Zebrafish prickle : non-canonical Wnt/PCP functions in vertebrate gastrulation /." Thesis, Connect to this title online; UW restricted, 2003. http://hdl.handle.net/1773/4999.
Full textLin, Yung-Yao Steven. "Functional analysis of Prickle isoforms in planar cell polarity in Drosophila." Thesis, University of Cambridge, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.614719.
Full textTree, David Robert Paul. "The role of prickle in the specification of planar polarity in Drosophila melanogaster." Thesis, University of Cambridge, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.621554.
Full textCoulson, D. "The genetic analysis of prickle and spiny-legs : two cuticular polarity mutants of Drosophila melanogaster." Thesis, University of Cambridge, 1994. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.319909.
Full textGreen, Clare Patricia. "A molecular analysis of the tissue polarity gene Prickle and associated transcripts in Drosophila melanogaster." Thesis, University of Cambridge, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.298071.
Full textMei, Xue. "Wnt/planar cell polarity mechanisms in epilepsy and interactions with ciliopathy." Diss., University of Iowa, 2014. https://ir.uiowa.edu/etd/4695.
Full textSowers, Levi Paul. "Humans and Mice with Prickle Mutations Show a Propensity for Epilepsy and Display Autism-Like Behaviors with Evidence for Hippocampal Synaptic Dysfunction." Diss., University of Iowa, 2012. https://ir.uiowa.edu/etd/4914.
Full textCarr, David A. "The Role of Farnesyltransferase β-subunit in Neuronal Polarity in Caenorhabditis Elegans." Thèse, Université d'Ottawa / University of Ottawa, 2013. http://hdl.handle.net/10393/23784.
Full textTanner, Raymond. "A Role for the Planar Cell Polarity Pathway in Neuronal Positioning Along the AP Axis of C. elegans." Thesis, Université d'Ottawa / University of Ottawa, 2014. http://hdl.handle.net/10393/31521.
Full textYang, Tian. "A prickly situation: Prickle1 function depends on the signaling context." Diss., University of Iowa, 2013. https://ir.uiowa.edu/etd/1517.
Full textPaemka, Lily. "Regulation of the Prickle1 and Prickle2 genes and their role in autism spectrum disorders." Diss., University of Iowa, 2014. https://ir.uiowa.edu/etd/3159.
Full textLudwig, Jillian. "Prickled Lilly Perch." Connect to this title online, 2007. http://etd.lib.clemson.edu/documents/1202499572/.
Full textHagemeier, Nicholas E. "Diaper Dermatitis and Prickly Heat." Digital Commons @ East Tennessee State University, 2014. https://dc.etsu.edu/etsu-works/1487.
Full textPrice, Steven Curtis. "Rotational and thermal dynamics of neutron stars." Diss., Montana State University, 2012. http://etd.lib.montana.edu/etd/2012/price/PriceS0512.pdf.
Full textPrice, Danielle Nicole. "Spatial Cognition among Montana Eleventh and Twelfth Grade Agricultural Education Students." Thesis, Montana State University, 2004. http://etd.lib.montana.edu/etd/2004/price/PriceD04.pdf.
Full textZhumadilov, Daniyar. "Price stickiness: Durability, Cost of Price Adjustment and Price Memory." Miami University / OhioLINK, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=miami1500057951315496.
Full textSyed, Iqbal Economics Australian School of Business UNSW. "Understanding price movements : measurement of price rigidity and pure price change." Awarded by:University of New South Wales. Economics, 2008. http://handle.unsw.edu.au/1959.4/41019.
Full textCurrie, Martin, and Ingrid Kubin. "Fixed price dynamics versus flexible price dynamics." Inst. für Volkswirtschaftstheorie und -politik, WU Vienna University of Economics and Business, 2005. http://epub.wu.ac.at/114/1/document.pdf.
Full textSeries: Department of Economics Working Paper Series
Mukherjee, Sudipta. "Three Essays on Price Framing and Price Perceptions." Diss., Virginia Tech, 2019. http://hdl.handle.net/10919/100988.
Full textDoctor of Philosophy
Ulmer, Christopher. "Strike Price." Digital Commons at Loyola Marymount University and Loyola Law School, 2011. https://digitalcommons.lmu.edu/etd/66.
Full textGovender, Nadarajen. "Price setting behaviour of manufacturing firms in South Africa." Diss., University of Pretoria, 2012. http://hdl.handle.net/2263/29688.
Full textDissertation (MBA)--University of Pretoria, 2012.
Gordon Institute of Business Science (GIBS)
unrestricted
Price, Jason. "Popescu's Conjecture in Multiquadratic Extensions." ScholarWorks @ UVM, 2009. http://library.uvm.edu/dspace/bitstream/123456789/213/1/Price%20Dissertation.pdf.
Full textJeong, Heon Mok. "Stock price reversals : market microstructure and intraday price movements." Connect to resource, 1993. http://rave.ohiolink.edu/etdc/view.cgi?acc%5Fnum=osu1266069236.
Full textMartins, Ana Patrícia da Silva. "Impact of CO2 price in electricity price: MIBEL's case." Master's thesis, Universidade de Aveiro, 2012. http://hdl.handle.net/10773/10861.
Full textO custo das licenças de emissão de dióxido de carbono é um custo de oportunidade para as industrias afetadas, uma vez que essas licenças de emissão podem ser transacionadas no mercado. Particularmente no sector elétrico esta questão tem despertado a atenção do público, devido à possibilidade de incluir este custo de oportunidade no preço da eletricidade, gerando lucros adicionais para as centrais. Para avaliar a existência desta passagem de custos no recém criado Mercado Ibérico de Eletricidade, recolhemos dados sobre os preços das licenças de emissão de CO2, do combustível e da eletricidade, e utilizamos o modelo do vetor autorregressivo (VAR). Concluímos que há evidencia de passagem de custos do CO2 para o preço da eletricidade, sendo este ligeiramente mais elevado em Portugal do que em Espanha. A passagem de custos do CO2 parece ser maior no pico da carga do que na carga base.
The cost of carbon emission allowances is an opportunity cost for industries affected, since these allowances can be traded in the market. Particularly in the electrical sector this issue has triggered public attention, due to the possibility of including this opportunity cost in the electricity prices, generating windfall profits for utilities. To assess the existence of this pass-through in the newly created Iberian Electricity Market, we collect data on prices of electricity, fuel and CO2 allowances, and we use a Vector Autoregressive (VAR) Model. We conclude that there is evidence of CO2 cost pass-through to the electricity price, being a slightly higher in Portugal than in Spain. The CO2 cost pass-through still seems to be higher at peak load than at base load.
Lagin, Madelen. "Assumptions of retail price strategy and price tactic decisions." Licentiate thesis, Högskolan Dalarna, Företagsekonomi, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:du-20771.
Full textBafi-Yeboa, Nana Fredua A. "Phytochemical and pharmacological properties of northern prickly ash, Zanthoxylum americanum Mill (Rutaceae)." Thesis, University of Ottawa (Canada), 2003. http://hdl.handle.net/10393/26355.
Full textBusse, Meghan Ruth. "Price competition and advertising : stragetic price coordination, price war leaders and followers, and financial constraints on advertising." Thesis, Massachusetts Institute of Technology, 1997. http://hdl.handle.net/1721.1/10320.
Full textBastos, Maria Isabel Rodrigues. "Price discovery and price transmission within CO2 European financial markets." Master's thesis, Universidade de Aveiro, 2010. http://hdl.handle.net/10773/5333.
Full textO desenvolvimento económico iniciado com a revolução industrial nos finais do século XVIII, deu origem a níveis crescentes de poluição em todo o mundo. O esgotamento dos recursos naturais, preço pago por todas as amenidades criadas, levou os governos mundiais a procurarem um acordo internacional que limitasse o aumento da poluição. A primeira tentativa a, conseguir o consenso internacional foi o Protocolo de Quioto, que entrou em vigor a 16 de Fevereiro de 2005, 90 dias após a ractificação da Rússia. Nele, 54 países concordaram reduzir em 20% as emissões dos Gases com Efeito de Estufa (GEE), até 2020 e com base nas emissões verificadas em 1990. No seguimento da assinatura do Protocolo de Quioto, a União Europeia pôs em marcha o seu próprio plano de controlo das emissões de carbono, designado por “European Union Emission Trading Scheme (EU-ETS)”, que, desde então, tem liderado os movimentos mundiais para o controlo do CO2. Enquadrando-se nas linhas gerais de Quioto, o EU-ETS foi implementado através duma directiva europeia com o objectivo global de fazer incorporar nos custos de produção as externalidades causadas pelas emissões poluentes e promover o investimento em tecnologias limpas, impondo limites máximos (“caps”) às emissões de cada país e instituindo esquemas específicos para a comercialização de carbono, com vista à mitigação das emissões já emitidas. Alguns anos depois do lançamento do EU-ETS, surgiram os produtos financeiros de carbono. Até ao momento os mercados de emissões ainda não foram estudados de forma consistente, duma perspectiva financeira, e são ainda necessárias novas investigações académicas sobre o tema específico da dinâmica da formação dos preços dos EUA, dos CER e de todos os restantes activos de carbono, incluindo os seus derivados. Assim sendo, e com base na informação publicada pela European Energy Exchange (EEX) ao longo de um período de mais de cinco anos, a presente dissertação procura avaliar qual dos mercados – spot ou forward – lidera o processo de formação do preço do carbono. Após a análise estatística das características dos dados, analisaremos ao pormenor os preços spot e os preços dos futuros de carbono, focando-nos nos conceitos mais importantes dos commodity markets: o convenience yield, o prémio de risco e a relação entre estas duas variáveis. Ao analisarmos os preços dos futuros de carbono duma perspectiva ex-post para verificar se existe evidência empírica para um prémio de risco positivo, concluímos que se verifica uma relação negativa entre os prémios de risco e o time-to-maturity de cada activo em análise. Ao investigarmos quais os factores que influenciam os prémios de risco e o convenience yield, obtemos resultados que sugerem que ambos são afectados negativamente pela volatilidade do preço spot, e que o preço tem um impacto positivo no convenience yield; mais, vemos que no geral os convenience yields influenciam de forma positiva os prémios de risco. Sendo variáveis os resultados obtidos em função da Fase do Protocolo Quioto a que dizem respeito os activos analisados e das respectivas maturidades, há evidência de que os direitos de emissão - e o EU-ETS em particular – parecem estar a atingir os resultados procurados no que diz respeito à protecção do ambiente, reduzindo os GEE. Há também indícios crescentes de que as incertezas quanto à viabilidade futura do EU-ETS estão a diminuir. Como suporte à definição de políticas, destacamos a evidência empírica de que as externalidades provocadas pelos GEE já estão a ser incorporadas nas estruturas de custo dos agentes económicos, nomeadamente nos preços da electricidade. Contudo, a permissão do short-selling e do banking entre períodos sucessivos do Protocolo de Quioto poderia aumentar a liquidez e melhorar a eficiência do mercado de carbono. Por último, os factores combustíveis (carvão, gás e petróleo), condições climatéricas e restrições do mercado, revestiram-se de particular interesse ao evidenciar a relação dos contratos de CO2 com a intensidade de consumo de energia, nomeadamente com os mercados electricidade (spot e de futuros).
World economic development, starting with industrial revolution in the late 18th century, has led to increasing pollution levels all over the world. Depletion of natural resources has been the result and the price paid for all the amenities and comfort bring by development. Because of this, world governments decided to try to find a consensual way to control pollution escalation. The first successful international attempt to do that is known as „The Kyoto Protocol‟ and entered into force on 16 February 2005, 90 days after its ratification by Russia. There, 54 countries put forward the overall goal of reducing GHG emissions by 20% below 1990 levels, until 2020. Following Kyoto Protocol signature, European Union has implemented its own carbon control scheme, the so-called European Union Emission Trading Scheme (EU-ETS), which leads the carbon control worldwide movements, since then. With the general aim of incorporating externalities caused by pollution in the production costs and to foster investment in clean technologies, the EU-ETS was launched through an EU directive. Within Kyoto framework, this new EU ETS imposed emission‟s caps over each European country and established specific carbon trading schemes to mitigate emitted pollution. Some years after the launching of EU ETS, carbon financial products have also developed all over international Stock Exchanges. So far, emission markets have not yet been consistently studied from a financial point of view and we still have a lack of academic work on the specific subject of pricing dynamics of the EUAs, CERs and other carbon assets, as well as its derivatives. So, using European Energy Exchange data with a time spam of more than five years, this thesis attempts to evaluate which market – spot or forward – leads the carbon price discovery process. We focus specifically on carbon future prices and on carbon spot prices, analysing them in a most thorough way. After analyzing the statistical properties of data, we focus on the most important concepts in the commodity markets: the convenience yield, the risk premium and the relationship between these variables, for the Exchange under analysis. We analyze carbon futures prices from an ex-post perspective to find if there is evidence for significant positive risk premia and conclude that a negative relationship between risk premia and time-to-maturity does exist. When testing for factors influencing risk premia and convenience yields, we obtain results implying that spot price volatility impact negatively both of them and that the price itself impact the convenience yield in a positive way; more, generally convenience yields influence risk premia in a positive way. Results change depending on the Kyoto Protocol Phase and on the characteristics of the assets used, but seem to confirm that uncertainties about the future of the EU ETS are disappearing. So, we can assume that allowances appear to be producing the desired results, in terms of environmental protection. For policy, empirical evidence found that there is already a pass-through of externalities caused by GHG costs into the cost structure of economic agents, influencing namely electricity prices. The EU ETS seems, though, to fulfil its goal of reducing GHG emitted. Nevertheless, allowing short-selling and banking between successive Kyoto periods could increase liquidity and improve market efficiency. Finally, the role of fuels (coal, gas and oil), weather and market constraints, was found to be of particular interest relating CO2 contracts to energy consumption intensity, namely to electricity spot and futures markets. Moreover, the recently created liberalized electricity market throughout Europe encouraged the development of environmental protection policies since newly carbon financial contracts emerged in this context.
Pricope, Bogdan [Verfasser]. "Positioning using terrestrial wireless systems / Bogdan Pricope." Bremen : IRC-Library, Information Resource Center der Jacobs University Bremen, 2013. http://d-nb.info/1037014111/34.
Full textAl-Wattar, Obey M. "On price inflation." Thesis, University of Southampton, 1986. https://eprints.soton.ac.uk/192475/.
Full textAghi, Nawar, and Ahmad Abdulal. "House Price Prediction." Thesis, Högskolan Kristianstad, Fakulteten för naturvetenskap, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hkr:diva-20945.
Full textWlazlowski, Szymon S. "Asymmetric price transmission." Thesis, Aston University, 2008. http://publications.aston.ac.uk/10899/.
Full textGajdošech, Martin. "Purchase Price Mechanisms." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-162617.
Full textKwak, Kyuseop. "Price response in multiple item choice spillover effects of reference price /." Diss., University of Iowa, 2007. http://ir.uiowa.edu/etd/143.
Full textPricola, Jennifer Ann. "Age of lost innocence photographs of childhood realities and adult fears during the Depression /." 2003. http://xroads.virginia.edu/%7EMA03/pricola/FSA/index.html.
Full textPrice-Rankin, Kelly. "Online atmospherics an investigation of feeling and Internet purchase intention /." 2004. http://etd.utk.edu/2004/Price-RankinKelly.pdf.
Full textTitle from title page screen (viewed Jan. 12, 2005). Thesis advisor: Ann Fairhurst. Document formatted into pages (vii, 77 p. : ill. (some col.)). Vita. Includes bibliographical references (p. 57-66).
Price, Angel. "White trash : the construction of an American scapegoat /." 1997. http://xroads.virginia.edu/%7EMA97/price/open.htm.
Full textTitle page and abstract available in paper format. Author's name on paper t.p.: Angelene Faith Price. Description based on home page of Mar. 17, 1998; title from home page. Includes bibliographical references.
de, Silva Durga. "Along the pricked line." 2012. http://hdl.handle.net/1993/5247.
Full textTang, Ning, and 唐寧. "Competition under price-affected reference price." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/96481025106596288099.
Full text國立中央大學
工業管理研究所
100
In the reality, there has more competition in the market, which change the customers’ purchase behavior rapidly. We construct a model to sell a product during a fixed selling period for compete suppliers. In our study, we use the reference price function to present the customers utility distribution. The concept of a reference price asserts that consumers make decisions based on both actual and perceived prices. We incorporate the term "reservation price" to refer to these internal reference price levels and “selling price” to refer to these external reference price levels for finding that how reference prices affect the customer’s perceptions of the product. We model the customer’s utilities of the product, proposed a model that reference price distribution is affected by price. In this paper, two models are developed to describe and illustrate how the customers’ reference price change in the competition. In model 1, suppose we are the entrants of specific product market, we find out that the total profit of specific market will decrease and customers’ reference prices will decrease, too. Moreover, discount activity is a good way to increase customers’ perception of product in short-term. Besides, we apply model 2 to realize how the competition affect customers’ reference price when the common brand and the luxury brand in the different market respectively and in the same market. The customers’ reference prices in different brands will influence each other. The contribution to the pricing literature is two fold. First, the relationship between reference prices and customer’s perceptions of the product has not been modeled and estimated in previous literature and we do so in this paper. Second, we believe our results have implications for retail managers. Modeling the impact of reference prices enables retailers to better manipulate the perceived transaction value—that is, the pleasure buyers get from taking advantage of a price deal.
Lee, Hsin-yi, and 李心怡. "Commodity Price Control and Price Stabilization." Thesis, 1997. http://ndltd.ncl.edu.tw/handle/26284806252873101040.
Full textLin, Tzu Chi, and 林子琪. "Price Limit and Stock Price Forecast." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/dt6hs4.
Full text國立交通大學
財務金融研究所
104
There is the rule of price limit in Taiwan stock market. When the stock price hits the limit, we can’t observe the equilibrium stock price. This study examines the models from Holder, et al. (2002) and Egelkraut, et al. (2007) in the stock option market for predicting the equilibrium stock price. Finally, the method of synthetic option is suggested, because it’s error is smaller than the method of SEA and it has higher explanatory ability relative to SEA.
Hsieh, Lan-chun, and 謝蘭君. "The Relationship among Stock Price, Gold Price, Oil Price and Exchange Rate." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/85754793504736608822.
Full text國立高雄第一科技大學
金融所
99
This study investigates the relationship among U.S. Dow Jones industrial average, gold prices in New York, Brent crude oil prices and the dollar exchange rate in New York respectively. The present study adopting the time-series models indicates the findings as follows. First, the four variables follow random walks, but first-differencing could yield stationary series by using augmented Dickey-Fuller unit root test. Second, The Johansen cointegration test cannot signify a long run equilibrium relationship among the variables; that is, they don’t share a certain type of behavior in terms of their long-term fluctuations. Third, the Granger causality test shows that (1) bidirectional feedback causality exists between stock price and oil price, (2) gold price precedes the oil price, and exchange rate precedes the oil price, too, (3) independent relationship exists between gold price and stock price, and so does between exchange rate and stock price, (4) independent relationship between exchange rate and gold price is present. Moreover, by examining impact response of the variables, the results indicate that (1) the impact response of other variables to stock price is unobvious, and so is gold price, (2) oil price has clear response to stock price and exchange rate, and (3) the impact response of stock price and gold price to exchange rate is explicit.
WENG, PEI-YING, and 翁佩瑩. "The Study in Relationships with House Price, Stock Price and Oil Price." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/7fe7rw.
Full text國立高雄應用科技大學
資訊管理研究所碩士班
104
In recent years, many investors have targeted real estate and stocks as areas for investment. Because of this, many researchers have a deep interest in examining the factors that determine housing prices and stock prices. One of these factors, which this study set out to examine, is the price of oil. Specifically, this study investigated the relationship between housing prices, stock prices and oil prices. From January 2012 to December 2015, a period of 210 weeks, the researchers analyzed changes in real estate prices, stock returns, and oil prices. Oil prices were divided into three stages, stock prices were divided into 32 shares, and housing prices were separated into five regions: Taipei, North, Central, South, and East. The data was then analyzed with the unit root test, co-integration test, vector error correction model and Granger causality test. The results showed that three markets have a co-integrated relationship, with a variable long-term trend towards balanced development. Meanwhile, certain stocks and housing prices displayed a short-term relationship. Finally, the results showed that stock prices typically lead housing prices and oil prices, and that the stock market serves as a leading indicator of overall economic development.
Ou, Yu-Tung, and 歐育彤. "The Relationship among Oil Price, Gold Price, Exchange Rate and Stock Price." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/08137379242016379190.
Full text國立高雄第一科技大學
金融研究所
101
The study uses the daily data to discuss the relationship among West Texas Intermediary oil prices, New York gold prices, exchange rate and Taiwan, Japan, Korea’s stock price. The period of samples was from January 4th, 2006 to September 28th, 2012. The present study adopts the time-series models, such as, Application of ADF root test, Vector Autoregressive model, Granger Causality test, Impulse Reponses and Forecast Error Variance Decomposition to indicate the findings and examine the relationship among all variables. According to the findings, first of all, all the variables follow random walks, and all the variables rates of change could yield stationary series by using augmented Dickey-Fuller unit root test. Secondly, Granger causality test shows that, independent relationship exists between oil price and exchanges rate, and so does the relationship between gold price and the stock price, the oil price precedes the stock price, and the oil price precedes the gold price. The exchanges rate precedes the stock price of Japan, and instead of Taiwan and Korea, the exchanges rate precedes the gold price. Finally, by examining impact response of the variables, the impact response of other variables to gold price is not obvious, oil price has clear response to gold price, exchange rate has clear response to gold price and oil price, and the impact response of exchange rate, oil price and gold price to stock price is explicit.
LAN, WEI-HSIANG, and 藍韋翔. "Warrant Price, Option Price, and Investor Sentiment." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/933t5u.
Full text國立暨南國際大學
財務金融學系
105
In this study, we use the put/call ratio of open interest of TAIEX options(PCO), the put/call ratio of trading volume of TAIEX options(PCV), and volatility index(VIX) as investor sentiment indexes to investigate that these investor sentiment indexes have significant impacts on price differences between warrants and options. The empirical research shows that PCO has significantly positive effects on price differences between put warrants and put options, but significantly negative effects on price differences of call pairs. If PCO rises, the value of put warrants rises, and the value of put warrants would reduce when PCO reduces. PCV and VIX have significantly negative effects on price differences of put pairs. However, they have uncertainly significant effects on price differences of call pairs.
LIN, YU-TING, and 林羽亭. "Ending Price Matching Effect On Reference Price." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/44107187297066658376.
Full text國立中正大學
企業管理系研究所
104
External reference price research has focused on the cognitive process between the original price and the sale price. A portion of literature focuses on location between the original price and the sale price, such as vertical, horizontal, and overlapped display. (Coulter&Norberg, 2009; Kahn et al., 2013) Besides, other literature discussed on the numerical relation between the original price and the sale price such as left-right display location(Biswas et al, 2013). In this paper, we want to prove the numerical design between the original price and the sale price may influence customers' judgement. We find the rightmost two digits as the same between the original price and the sale price in three digits(i.e. Sale price $679, original price $879). Besides, we name this design as “ending price matching effect” and design three experiments to test this phenomenon.The result showed that consumers perceive a cheaper price when the ending price of the original price and sale price are matching than not matching. Moreover, consumers perceive a higher purchase intention when the ending price of the original price and the sale price are matching than not matching.We found that different ending price (include 0,5,6,8,9-ending price) not influence “ending price matching effect”.However, the ending price matching effect only above three digits.
Fu, Kuan-Chun, and 傅冠鈞. "General Second Price auction with price inflation." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/83602518373237138759.
Full text國立臺灣大學
電機工程學研究所
104
Auction is a traditional process to sell items.Vickrey proposed the Vickrey auction in 1961.The general second price auction which sells multiple items is generalized from Vickrey auction.The general second price auction is a widely used mechanism for keyword auctions.Keyword auction which can earn lots of revenue plays an important role for the companies. (Google, Facebook, Microsoft and so on) The largest drawback for Vickrey and general second price is that the revenue could be much lower compared to other auction mechanisms.To increase the revenue and help the companies to make more money, an optimal mechanism is proposed by Myerson. An optimal mechanism is a mechanism that maximizes the expected revenues of the auctioneer. In single item auction, an optimal mechanism was obtained by Myerson with reserve price mechanism. Moreover, in single item auction, Fu et al. proposed the inflated mechanism helping to earn more revenue and Bulow and Klemperer proposed that adding one more bidder helping to earn more revenue.However, in the keyword auction which is a multiple advertising slots auction, optimal mechanism is an open problem.Edelman and Schwarz experimented the general second price auction with reserve price. Hence, we focous on general second price auction. First, we combine general second price auction with inflated price.Second, we combine the inflated price mechanism and reserve price mechanism into general second price auction.In our simulations and parameter setting, first, we compare the revenue between general second price auction and general second price auction with inflated price. We find that the revenue of general second price auction with inflated price 5% more than the revenue of general second price auction.Second, we compare the revenue between general second price auction with reserve price and general second price auction with inflated price and reserve price. We find that the revenue of general second price auction with inflated price and reserve price is 3% more than the revenue of general second price auction with reserve price. In summary, the thesis provided variant general second price auctions which can earn more revenue for auctioneer. In the variant general second price auctions, we proved there exist two equilibria. Moreover, we executed experiments and compare revenue under different factors.
Chien, Tzu-Ying, and 簡慈盈. "The Study of Relationship among Carbon Price, Oil Price and European Stock Price." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/16955921612917724225.
Full text中原大學
企業管理研究所
101
From the past decades till now, oil becomes one of the most important commodities around the world no matter in transportation, consumer goods and economic activity. However, oil is not inexhaustible forever. Human beings not only have to face the problem of oil depletion, but also need to take responsibility for participating in productive activities caused emissions of greenhouse gas (GHG) which resulted in the environmental damage and abnormal weather problem. This study employs the Granger causality test, vector autoregression (VAR) test and vector error-correction model (VECM) to examine the long-term equilibrium relationship among carbon, oil and European stock prices. This investigation also divides the entire sample period into three sub-periods: the first sub-period runs from 2005 to 2007. The second sub-period (U.S. subprime loan crisis period) starts from 2008 to 2010. The third sub-period (European debt crisis period) runs from 2011 to 2012. The empirical results are summarized below: 1.This investigation finds that the long-term equilibrium relationship does not exist for the entire sample period, the first sub-period and the third sub-period. However, this investigation finds that carbon price, oil price, DAX Index and ITA Index have a long-term equilibrium relationship during the second sub-period. 2.This study uses the Granger Causality test and finds that carbon and oil prices have significantly mutual relationship, but carbon price and European stock price do not have significant relationship during the the second sub-period. Empirical results also show that European stock price affects carbon price and oil price during the third sub-period, suggesting that European stock price were very sensitive during this sub-period. 3.Empirical results obtained from forecast error variance decomposition show that the most explanatory power for oil and carbon prices arising from themselves. However, both U.K. and Italian stock prices also have significant impacts on oil and carbon prices. 4.Empirical findings obtained from impulse response function indicates that oil and carbon prices are most affected by themselves. On average, the European stock prices experienced huge volatility within 4 days after the shock caused by the dramatic change in oil and carbon prices. However, the volatility of European stock prices converge completely after 8 days being shocked by oil and carbon prices, suggesting that the market is efficient.
Huang, Ying-Ju, and 黃盈茹. "The Carbon Price Under the Price Limitation Regulation." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/80655859509003856440.
Full text淡江大學
經濟學系碩士班
98
Refers to the paper wrote by Alberola et al. (2008), this study establishes the model with energy variables, energy-related variables and extreme weather variables by GARCH model. First, this paper discusses the influence of Carbon price (set as primitive carbon price model) on those above variables. Then it set up an upper limit (cap) on carbon price series, and compares the results under three different kinds of price cap level. Two main results from the comparison above: 1. the lagged carbon prices will be more significant with higher carbon price cap; 2. the emission intensive energy sources (petroleum and coal) are the principal factors in the determination of CO2 prices. Due to those researches investigated by literature, high carbon price will bring large amount of cost for the manufacturers, but the excessively low carbon price will deter the development of carbon trading market. This article addresses three kinds of price-limited model. The results extend previous literature by showing that either excessively high or low cap level won’t contribute to greenhouse gas decrement and the market development.