Academic Articles & Research Papers

Evaluating Battery Degradation Models in Rolling-Horizon BESS Arbitrage Optimization

Battery Energy Storage Systems (BESS) can benefit from price volatility in electricity markets, but frequent cycling increases degradation and reduces long-term value. This study develops a rolling-horizon dispatch framework in which batter...

Machine learning-based dynamic risk measurement for white sugar futures under geopolitical risks

Futures, as significant financial derivatives, play a crucial role in financial markets by fulfilling price discovery functions and providing efficient risk hedging tools. Against the backdrop of geopolitical conflicts, market risk emerges ...

“Regionalization” of Global Value Chains: Off-Shoring or Re-Shoring?

The article examines the evolution of theoretical ideas about the regionalization of production activities of global value chains (GVCs). The paper reveals the division of “factory” and “headquarters” economies, which triggered the creation...

The Mathematics of Arbitrage

Long-term relationship of crude palm oil commodity pricing under structural break

Purpose - The purpose of this paper is to examine the pricing efficiency of the Malaysian crude palm oil (CPO) market before and after the structural break. This study uses the daily closing price of CPO and CPO futures (CPO-F) for the peri...

Quantum computing for finance: Overview and prospects

We discuss how quantum computation can be applied to financial problems, providing an overview of current approaches and potential prospects. We review quantum optimization algorithms , and expose how quantum annealers can be used to optimi...