[PDF] Top 20 Globalization: Alternative Pricing in a Peak Load Pricing Model

... Clark’s view is that low depression prices make the business cycle worse. Low prices lead to a further shrinkage of manufacturing and construction activities. What then is there to do during a depression? Clark is ... See full document

... The positive and significant THKSGIV coefficient from the first three differ- ent specifications presented in columns (1), (2) and (3), show evidence that carriers are setting higher fares in this ex-ante known ... See full document

... for peak and ...link model of a number of cities to identify optimal combinations of policies, and earlier work by TRL with their Strategic Policy Model, which indicated the relative merits of ... See full document

... with absolute capacity limits. Hotels have durable and specific assets, and linear short-run total-cost curves with absolute capacity limits. Per-room per-day variable-operating cost b , per-room per-day capacity costs β ... See full document

... optimal pricing strategies with reference effects in revenue management ...static pricing model with the properties of stochastic demand, finite horizon and fixed capacity, and prove the existence ... See full document

... 26.2 Graphic Organizer Graphic Organizer Types of Psychological Pricing Everyday Low Prices (EDLP) Everyday Low Prices (EDLP) Promotional Pricing Promotional Pricing Bundle Pricing Bun[r] ... See full document

... 1976).Option Pricing Theory has taken a revolutionary, metamorphic change after the illustrious paper of Black and Scholes in the year ...option pricing model depending only on observable ...Option ... See full document

... GARCH(1,1) model can be used to construct an empirical pricing kernel for call option by a signal extraction procedure for unobservable pricing ...unobservable pricing kernel but used a two ... See full document

... The fi ndings from this paper could be used for pricing policies by managers or marketers. They may use the information in the decision making process regarding the price, and can develop marketing strategies ... See full document

... construct alternative measures of short and long-run ...to model the short and long run volatility ...GARCH-MIDAS model introduced by Engle, Ghysels, and Sohn (2013). The model uses a ... See full document

... Alba et al., 1994; Bolton et al., 2003; Dholakia et al., 2005; Anderson and Simester, 2008). Whilst Chapuis (2012) concludes that price fairness is the judgment of a buyer about the price offered by a seller. Bolton and ... See full document

... These practical calculations are also suggestive of some conceptual consistencies. The benchmark interest rate incorporates Fisher’s notion of time preference, the audit of cost structures references the organisation of ... See full document

... During peak time the car will provide power to the house to reduce some of the peak load if permitted by the car owner and not already ...in load from the house (such as a washing machine ... See full document

... We compared results from the series truncated at seven terms, with accurate solutions for a 5 year reset put op- tion, obtained by using 50000 time steps in the Bino- mial Model, as given by Dai [1] with parameter ... See full document

... asset pricing model) instead of relative measures of performance (each portfolio performance is relative to other portfolios) and found disappointing results for the mutual-fund industry Over the 10-year ... See full document

... DOI: 10.4236/ajibm.2017.79077 1097 American Journal of Industrial and Business Management optimal control, portfolio analysis, nonlinear analysis, multivariate statistical analysis, mathematical programming, modern ... See full document

... The purpose of this paper is to modify the alternative estimation of the beta coeffi cient to separate the premium on operational risks and the premium on fi nancial risks. This makes possible to distinguish the ... See full document

... option pricing of Stutzer (1996) by demonstrating that the canonical valuation methodology in- troduced therein is one member of the Cressie-Read family of divergence mea- ...the alternative measures is ... See full document

... Value of a call option using Wavelet Based pricing model Wavelet based pricing model has a shut structure answer for finding the cost of a European call option. In order to approximate the ... See full document

... In addition, a typical shortcoming of these previous studies is that most focus on numerical computations using hypothesized parameters. In other words, the parameters are not estimated from real data. Incorporating an  ... See full document