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This paper investigates the effects of a low bound price. To do so, a popular and empirically proven model (Stahl (89') \cite{Stahl89}) is used. The model is extended to include an exogenously given bound on prices sellers can offer,…

Computer Science and Game Theory · Computer Science 2014-02-04 Sergey Kuniavsky

Oil price data have a complicated multi-scale structure that may vary with time. We use time-frequency analysis to identify the main features of these variations and, in particular, the regime shifts. The analysis is based on a…

Statistical Finance · Quantitative Finance 2019-05-01 Josselin Garnier , Knut Solna

The energy trade is an important pillar of each country's development, making up for the imbalance in the production and consumption of fossil fuels. Geopolitical risks affect the energy trade of various countries to a certain extent, but…

General Economics · Economics 2021-05-25 Fen Li , Cunyi Yang , Zhenghui Li , Pierre Failler

We study the inflationary dynamics of the universe in the Randall-Sandrum typeII Braneworld model. We consider both an inverse-power law and exponential potentials and apply the Slow-Roll approximation in high energy limit to derive…

General Relativity and Quantum Cosmology · Physics 2014-08-12 M. Bennai , H. Chakir , Z. Sakhi

Traditional electric energy markets do not explicitly model generator contingencies. To improve the representation of resources and to enhance the modeling of uncertainty, existing markets are moving in the direction of including generator…

Systems and Control · Electrical Eng. & Systems 2019-10-08 N. G. Singhal , J. Kwon , K. W. Hedman

Crude oil is a major component in most advanced economies of the world. Accurately predicting and understanding the behavior of crude oil prices is important for economists, analysts, forecasters, and traders, to name a few. The price of…

Machine Learning · Computer Science 2018-11-26 Ganapathy S. Natarajan , Aishwarya Ashok

We study how the complexity of evolutionary dynamics in the classic MacArthur consumer-resource model depends on resource uptake and utilization rates. The traditional assumption in such models is that the utilization rate of the consumer…

Populations and Evolution · Quantitative Biology 2019-10-18 Iaroslav Ispolatov , Michael Doebeli

The subject of this study is inflation, a problem that has plagued America and the world over the last several decades. Despite a rich trove of scholarly studies and a wide range of tools developed to deal with inflation, we are nowhere…

General Economics · Economics 2023-01-10 Gennady Shkliarevsky

Based on the Log-Periodic Power Law (LPPL) methodology, with the universal preferred scaling factor $\lambda \approx 2$, the negative bubble on the oil market in 2014-2016 has been detected. Over the same period a positive bubble on the so…

Statistical Finance · Quantitative Finance 2018-07-26 Marcin Wątorek , Stanisław Drożdż , Paweł Oświęcimka

This study constructs a novel analytical general equilibrium model to compare environmental policies in a setting where oligopolistic energy firms engage in third-degree price discrimination across residential consumers and industrial…

General Economics · Economics 2025-01-07 Tengjiao Chen , Daniel H. Karney

Net energy - the energy obtained from a resource after accounting for the energy expended in its acquisition - fundamentally determines the capacity of societies to sustain and expand. The extended Energy Return on Investment (EROIext)…

Physics and Society · Physics 2025-09-22 Shunsuke Nakaya , Jun Matsushima

We study the impact of oil price shocks on the U.S. stock market volatility. We jointly analyze three different structural oil market shocks (i.e., aggregate demand, oil supply, and oil-specific demand shocks) and stock market volatility…

Econometrics · Economics 2018-11-15 Andrea Bastianin , Matteo Manera

Economic growth is unpredictable unless demand is quantified. We solve this problem by introducing the demand for unpaid spare time and a user quantity named human capacity. It organizes and amplifies spare time required for enjoying…

General Finance · Quantitative Finance 2012-06-13 Hans G. Danielmeyer , Thomas Martinetz

Accurate prediction of electricity prices plays an essential role in the electricity market. To reflect the uncertainty of electricity prices, price intervals are predicted. This paper proposes a novel prediction interval construction…

Machine Learning · Computer Science 2025-01-15 Xin Lu

Low total fertility rates throughout the world have lead to concerns about economic growth, military security, international political power, environment impacts, and quality of life. Overall total fertility rates of today's societies are…

Physics and Society · Physics 2025-11-04 John C. Stevenson

Recently, the observed equation of state for dark energy appears to favor values below $-1$. The tendency implies that the nature of dark energy may be quite different from that of the cosmological constant. In view of the adjustment on the…

Cosmology and Nongalactic Astrophysics · Physics 2021-10-13 Yu-Ping Teng , Wolung Lee , Kin-Wang Ng

A simple but useful method of reciprocal values is introduced, explained and illustrated. This method simplifies the analysis of hyperbolic distributions, which are causing serious problems in the demographic and economic research. It…

General Finance · Quantitative Finance 2017-08-30 Ron W. Nielsen

We study the optimal design of electricity contracts among a population of consumers with different needs. This question is tackled within the framework of Principal-Agent problems in presence of adverse selection. The particular features…

Optimization and Control · Mathematics 2019-09-17 Clémence Alasseur , Ivar Ekeland , Romuald Elie , Nicolás Hernández Santibáñez , Dylan Possamaï

Electricity market operators worldwide use mixed-integer linear programming to solve the allocation problem in wholesale electricity markets. Prices are typically determined based on the duals of relaxed versions of this optimization…

Computer Science and Game Theory · Computer Science 2023-12-13 Mete Şeref Ahunbay , Martin Bichler , Teodora Dobos , Johannes Knörr

Economic model predictive control has been proposed as a means for solving the unit loading and unit allocation problem in multi-chiller cooling plants. The adjective economic stems from the use of financial cost due to electricity…

Systems and Control · Electrical Eng. & Systems 2025-12-19 Manuel G. Satué , Manuel R. Arahal , Luis F. Acedo , Manuel G. Ortega
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