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Pricing and Hedging European Energy Derivatives: A Case Study of WTI Oil Options
Chih-Chen Hsu,Shih-Kuei Lin,Ting-Fu Chen 한국증권학회 2014 Asia-Pacific Journal of Financial Studies Vol.43 No.3
This study extends the mean-reversion dynamic framework of (Pilipovic, Energy risk: Valuingand managing energy derivatives, 1997) and (Schwartz, The stochastic behavior of commodityprices: Implications for pricing and hedging, Journal of Finance 52, 1997, 923) and focuses ondeveloping a variety of continuous-time commodity-pricing and hedging models by analyzingthe pricing and hedging errors found in an empirical investigation of options contracts onlight sweet crude oil traded on the New York Mercantile Exchange. Thus, this study contributesto furthering the applicability of the models developed. The inclusion of the benchmarkBlack-Scholes pricing model generates systematic biases that are consistent with (Bakshi, Caoand Chen, Handbook of Quantitative Finance and Risk Management, 2010). The mean-reversionjump-diffusion and seasonality option-pricing model best describes the extreme pricevolatility experienced during a financial collapse, but the mean-reversion and seasonalityoption-pricing model offers the best pricing and hedging capability for other periods. Theperformances of hedging models are generally consistent with pricing errors.
Dynamic Models and Design of Spindle-Bearing Systems of Machine Tools: A Review
Chi-Wei Lin,Chih-Hsing Chu,Yang-Kuei Lin 한국정밀공학회 2013 International Journal of Precision Engineering and Vol. No.
Machine tools are vital to modern industries. The performance of a machine tool is assessed according to the dimensional accuracy and surface finish of the machined work-pieces, which are closely related to the dynamic characteristics of the spindle-bearing system. The main purpose of this study is to review relevant studies on dynamic models and the design of spindle-bearing systems of machine tools. These studies related to dynamic models are categorized into two types according to the physical components: spindle shafts and bearings. The dynamic models in each category are comprehensively discussed and coordinated. Guidelines condensed from the sampled papers are provided, followed by an exploration of design-related papers. Finally, a conclusion on the analyzed works is drawn and future lines of research are identified.
The development of Taiwan Fracture Liaison Service network
Lo-Yu Chang,Keh-Sung Tsai,Jen-Kuei Peng,Chung-Hwan Chen,Gau-Tyan Lin,Chin-Hsueh Lin,Shih-Te Tu,I-Chieh Mao,Yih-Lan Gau,Hsusan-Chih Liu,Chi-Chien Niu,Min-Hong Hsieh,Jui-Teng Chien,Wei-Chieh Hung,Rong-S 대한골다공증학회 2018 Osteoporosis and Sarcopenia Vol.4 No.2
Osteoporosis and its associated fragility fractures are becoming a severe burden in the healthcare system globally. In the Asian-Pacific (AP) region, the rapidly increasing in aging population is the main reason accounting for the burden. Moreover, the paucity of quality care for osteoporosis continues to be an ongoing challenge. The Fracture Liaison Service (FLS) is a program promoted by International Osteoporosis Foundation (IOF) with a goal to improve quality of postfracture care and prevention of secondary fractures. In this review article, we would like to introduce the Taiwan FLS network. The first 2 programs were initiated in 2014 at the National Taiwan University Hospital and its affiliated Bei-Hu branch. Since then, the Taiwan FLS program has continued to grow exponentially. Through FLS workshops promoted by the Taiwanese Osteoporosis Association (TOA), program mentors have been able to share their valuable knowledge and clinical experience in order to promote establishments of additional programs. With 22 FLS sites including 11 successfully accredited on the best practice map, Taiwan remains as one of the highest FLS coverage countries in the AP region, and was also granted the IOF Best Secondary Fracture Prevention Promotion award in 2017. Despite challenges faced by the TOA, we strive to promote more FLS sites in Taiwan with a main goal of ameliorating further health burden in managing osteoporotic patients.
Ping-Cheng Chen,Chung-Long Pan,Kuei-Chih Lin,Chun-Hsu Shen 한양대학교 청정에너지연구소 2024 Journal of Ceramic Processing Research Vol.25 No.2
The lower phase-forming temperature of magnesium titanate, MgTiO3, means that it can be used to replace magnesium ionswith cobalt ions at 0.05 mole when a mixture of diverse low melting point materials as sintering accelerators is employed(single: B2O3, CuO, V2O5, ZnO; binary: ZnO-B2O3). The phase formation of 0.9Mg0.95Co0.05TiO3 - 0.1 Ca0.61Nd0.78/3TiO3 dielectricceramics was verified using XRD diffraction to observe crystallites at different phases. SEM was used to observe the graingrowth of the ceramic system, and the composition ratio of the grain was analyzed via EDS. Compared with 0.9Mg0.95Co0.05TiO3- 0.1 Ca0.61Nd0.78/3TiO3 dielectric ceramics without the addition of a sintering accelerator, the results show that the sinteringtemperature could be effectively decremented, and the results of the binary addition were better than the single result. Themicrowave dielectric performances of 0.9Mg0.95Co0.05TiO3 - 0.1Ca0.61Nd0.78/3TiO3 dielectric ceramics were closely related tothe density and growth of grains experienced by the specimens. When 1 wt% binary sintering accelerators (ZnO-B2O3) wereadded to 0.9Mg0.95Co0.05TiO3-0.1 Ca0.61Nd0.78/3TiO3 dielectric ceramics, they showed an εr value of 21.7, a Qf value of 42,000 GHz,and a τf value of -27.2 ppm/oC; the phase-forming temperature was minimized from 1350 oC to 1150 oC.
The back contact modification in high-efficiency Cu₂ZnSn(S,Se)₄ solar cells by a thin MoO₃ layer
Septia KHOLIMATUSSADIAH,Cheng-Ying CHEN,Wei-Chao CHEN,Yi-Rung LIN,Shao-Hung LU,Meng-Chia HSIEH,Jan-Kai CHANG,Chih-I WU,Ruei-San CHEN,Kuei-Hsien CHEN,Li-Chyong CHEN 한국진공학회 2016 한국진공학회 학술발표회초록집 Vol.2016 No.8