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Auswahl der wissenschaftlichen Literatur zum Thema „Module price“
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Zeitschriftenartikel zum Thema "Module price"
Taghizadeh-Hesary, Farhad, Naoyuki Yoshino und Yugo Inagaki. „Empirical analysis of factors influencing the price of solar modules“. International Journal of Energy Sector Management 13, Nr. 1 (01.04.2019): 77–97. http://dx.doi.org/10.1108/ijesm-05-2018-0005.
Der volle Inhalt der QuelleHafeez, Ghulam, Noor Islam, Ammar Ali, Salman Ahmad und Muhammad Usman and Khurram Saleem Alimgeer. „A Modular Framework for Optimal Load Scheduling under Price-Based Demand Response Scheme in Smart Grid“. Processes 7, Nr. 8 (01.08.2019): 499. http://dx.doi.org/10.3390/pr7080499.
Der volle Inhalt der QuelleMeng, Zixuan, Lin Hao und Yong Tan. „Freemium Pricing in Digital Games with Virtual Currency“. Information Systems Research 32, Nr. 2 (Juni 2021): 481–96. http://dx.doi.org/10.1287/isre.2020.0976.
Der volle Inhalt der QuelleFu, Xian Cheng, Lei Zhou und Guo Jun Wen. „Ultrasonic Ranging System Based on Single Chip Microprocessor“. Applied Mechanics and Materials 441 (Dezember 2013): 360–63. http://dx.doi.org/10.4028/www.scientific.net/amm.441.360.
Der volle Inhalt der QuelleSatish, Kuppani, und A. Rama Mohan Reddy. „Resource Allocation in Grid Computing Environment Using Genetic–Auction Based Algorithm“. International Journal of Grid and High Performance Computing 10, Nr. 1 (Januar 2018): 1–15. http://dx.doi.org/10.4018/ijghpc.2018010101.
Der volle Inhalt der QuelleTran, Duc Trong. „Assigning of land location and land price to land parcel using ArcGIS engine“. Journal of Mining and Earth Sciences 62, Nr. 1 (28.02.2021): 27–34. http://dx.doi.org/10.46326/jmes.2021.62(1).04.
Der volle Inhalt der QuellePark, Jeong Eun, Won Seok Choi und Donggun Lim. „Cell/Module Integration Technology with Wire-Embedded EVA Sheet“. Applied Sciences 11, Nr. 9 (02.05.2021): 4170. http://dx.doi.org/10.3390/app11094170.
Der volle Inhalt der QuelleZhu, Chun Dong, Wei Tian, Xuan Zhang und Wei Fan Yin. „Parametric Design of Friction Plate Based on VB and Pro/E“. Advanced Materials Research 655-657 (Januar 2013): 277–80. http://dx.doi.org/10.4028/www.scientific.net/amr.655-657.277.
Der volle Inhalt der QuelleKopecek, Radovan, und Joris Libal. „Bifacial Photovoltaics 2021: Status, Opportunities and Challenges“. Energies 14, Nr. 8 (08.04.2021): 2076. http://dx.doi.org/10.3390/en14082076.
Der volle Inhalt der QuelleZhang, Zuo, Xinhai Lu, Min Zhou, Yan Song, Xiang Luo und Bing Kuang. „Complex Spatial Morphology of Urban Housing Price Based on Digital Elevation Model: A Case Study of Wuhan City, China“. Sustainability 11, Nr. 2 (11.01.2019): 348. http://dx.doi.org/10.3390/su11020348.
Der volle Inhalt der QuelleDissertationen zum Thema "Module price"
Ndiritu, Gachiri Charles. „An Application of Multiple Regression in Exchange Rate Arrangements“. Thesis, University of the Western Cape, 2008. http://etd.uwc.ac.za/index.php?module=etd&action=viewtitle&id=gen8Srv25Nme4_1863_1263418792.
Der volle Inhalt der QuelleThis project "
An application of multiple regression in exchange rate arrangement"
focused on the processes followed by different countries when choosing an exchange rate regime for currency stabilization. It analyses the consequences faced by emerging markets as a result of changes in volatility of developed countries&rsquo
currencies (American Dollar, Japanese Yen, EURO, British Pound and the Canadian Dollar).
Nygren, Anton, und Elin Sundström. „Modelling bifacial photovoltaic systems : Evaluating the albedo impact on bifacial PV systems based on case studies in Denver, USA and Västerås, Sweden“. Thesis, Mälardalens högskola, Akademin för ekonomi, samhälle och teknik, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-55111.
Der volle Inhalt der QuelleSherwell, Cabello Pablo. „Three essays concerning economic analysis associated with the supply chain“. [College Station, Tex. : Texas A&M University, 2006. http://hdl.handle.net/1969.1/ETD-TAMU-1715.
Der volle Inhalt der QuelleMoyer, Adam C. „Self-Evolving Data Collection Through Analytics and Business Intelligence to Predict the Price of Cryptocurrency“. Ohio University / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1604656483616404.
Der volle Inhalt der QuelleHubalek, Friedrich, und Walter Schachermayer. „When does convergence of asset price processes imply convergence of option prices?“ SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 1998. http://epub.wu.ac.at/1768/1/document.pdf.
Der volle Inhalt der QuelleSeries: Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science"
Valeš, Jaromír. „Analýza personální práce“. Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-74752.
Der volle Inhalt der Quelle關惠貞 und Wai-ching Josephine Kwan. „Trend models for price movements in financial markets“. Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1994. http://hub.hku.hk/bib/B31211513.
Der volle Inhalt der QuelleEllvin, Anders, und Tobias Pulls. „Implementing a Privacy-Friendly Secure Logging Module into the PRIME Core“. Thesis, Karlstad University, Faculty of Economic Sciences, Communication and IT, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:kau:diva-5439.
Der volle Inhalt der QuelleWhen individuals access services online they are often required to disclose excessive amounts of personally identifiable information, with little to no transparency on how the information is used. One of the goals of the EU research project PrimeLife is to help people regain control of their private sphere in today's networked world. As part of PrimeLife a software prototype, named the PRIME Core, is being developed that contains a number of different privacy enhancing technologies. This thesis describes the implementation and integration of a privacy-friendly secure logging module into the PRIME Core. The logging module's purpose is to provide transparency logging to the PRIME Core, giving individuals access to a detailed log of how their disclosed personally identifiable information is used, in a secure and privacy friendly manner.
The thesis resulted in a privacy-friendly secure logging module being implemented into the PRIME Core. The client for the logging module still lacks features to be suitable for use by the Data Track. Further research is needed to make the implementation mitigate the risks posed by memory and disk forensics.
Coetzee, G. J. „A comparison of the Philips price earnings multiple model and the actual future price earnings multiple of selected companies listed on the Johannesburg stock exchange“. Thesis, Stellenbosch : Stellenbosch University, 2000. http://hdl.handle.net/10019.1/51561.
Der volle Inhalt der QuelleENGLISH ABSTRACT: The price earnings multiple is a ratio of valuation and is published widely in the media as a comparative instrument of investment decisions. It is used to compare company valuation levels and their future growth/franchise opportunities. There have been numerous research studies done on the price earnings multiple, but no study has been able to design or derive a model to successfully predict the future price earnings multiple where the current stock price and following year-end earnings per share is used. The most widely accepted method of share valuation is to discount the future cash flows by an appropriate discount rate. Popular and widely used stock valuation models are the Dividend Discount Model and the Gordon Model. Both these models assume that future dividends are cash flows to the shareholder. Thomas K. Philips, the chief investment officer at Paradigm Asset Management in New York, constructed a valuation model at the end of 1999, which he published in The Journal of Portfolio Management. The model (Philips price earnings multiple model) was derived from the Dividend Discount Model and calculates an implied future price earnings multiple. The Philips price earnings multiple model includes the following independent variables: the cost of equity, the return on equity and the dividend payout ratio. Each variable in the Philips price earnings multiple model is a calculated present year-end point value, which was used to calculate the implied future price earnings multiple (present year stock price divided by following year-end earnings per share). This study used a historical five year (1995-2000) year-end data to calculate the implied and actual future price earnings multiple. Out of 225, Johannesburg Stock Exchange listed companies studied, only 36 were able to meet the criteria of the Philips price earnings multiple model. Correlation and population mean tests were conducted on the implied and constructed data sets. It proved that the Philips price earnings multiple model was unsuccesful in predicting the future price earnings multiple, at a statistical 0,20 level of significance. The Philips price earnings multiple model is substantially more complex than the Discount Dividend Model and includes greater restrictions and more assumptions. The Philips price earnings multiple model is a theoretical instrument which can be used to analyse hypothetical (with all model assumptions and restrictions having been met) companies. The Philips price earnings multiple model thus has little to no applicability in the practical valuation of stock price on Johannesburg Stock Exchange listed companies.
AFRIKAANSE OPSOMMING: Die prysverdienste verhouding is 'n waarde bepalingsverhouding en word geredelik gepubliseer in die media. Hierdie verhouding is 'n maatstaf om maatskappye se waarde vlakke te vergelyk en om toekomstige groei geleenthede te evalueer. Daar was al verskeie navorsingstudies gewy aan die prysverdiensteverhouding, maar nog geen model is ontwikkel wat die toekomstige prysverdiensteverhouding (die teenswoordige aandeelprys en toekomstige jaareind verdienste per aandeel) suksesvol kon modelleer nie. Die mees aanvaarbare metode vir waardebepaling van aandele is om toekomstige kontantvloeie te verdiskonteer teen 'n toepaslike verdiskonteringskoers. Van die vernaamste en mees gebruikte waardeberamings modelle is die Dividend Groei Model en die Gordon Model. Beide modelle gebruik die toekomstige dividendstroom as die toekomstige kontantvloeie wat uitbetaal word aan die aandeelhouers. Thomas K. Philips, die hoof beleggingsbeampte by Paradigm Asset Management in New York, het 'n waardeberamingsmodel ontwerp in 1999. Die model (Philips prysverdienste verhoudingsmodei) was afgelei vanaf die Dividend Groei Model en word gebruik om 'n geïmpliseerde toekomstige prysverdiensteverhouding te bereken. Die Philips prysverdienste verhoudingsmodel sluit die volgende onafhanklike veranderlikes in: die koste van kapitaal, die opbrengs op aandeelhouding en die uitbetalingsverhouding. Elke veranderlike in hierdie model is 'n berekende teenswoordige jaareinde puntwaarde, wat gebruik was om die toekomstige geïmpliseerde prysverdiensteverhouding (teenswoordige jaar aandeelprys gedeel deur die toekomstige verdienste per aandeel) te bereken. In hierdie studie word vyf jaar historiese jaareind besonderhede gebruik om die geïmpliseerde en werklike toekomstige prysverdiensteverhouding te bereken. Van die 225 Johannesburg Effektebeurs genoteerde maatskappye, is slegs 36 gebruik wat aan die vereistes voldoen om die Philips prysverdienste verhoudingsmodel te toets. Korrelasie en populasie gemiddelde statistiese toetse is op die berekende en geïmpliseerde data stelle uitgevoer en gevind dat die Philips prysverdienste verhoudingsmodel, teen 'n statistiese 0,20 vlak van beduidenheid, onsuksesvol was om die toekomstige prysverdiensteverhouding vooruit te skat. Die Philips prysverdienste verhoudingsmodel is meer kompleks as die Dividend Groei Model met meer aannames en beperkings. Die Philips prysverdienste verhoudingsmodel is 'n teoretiese instrument wat gebruik kan word om hipotetiese (alle model aannames en voorwaardes is nagekom) maatskappye te ontleed. Dus het die Philips prysverdienste verhoudingsmodel min tot geen praktiese toepassingsvermoë in die werkilke waardasie van aandele nie.
Alsulmi, Badria. „Generalized Jacobi sums modulo prime powers“. Diss., Kansas State University, 2016. http://hdl.handle.net/2097/32668.
Der volle Inhalt der QuelleBücher zum Thema "Module price"
Aït-Sahalia, Yacine. Nonparametric estimation of state-price densities implicit in financial asset prices. Cambridge, MA: National Bureau of Economic Research, 1995.
Den vollen Inhalt der Quelle findenBorenstein, Severin. Do gasoline prices respond asymmetrically to crude oil price changes? Cambridge, Mass: National Bureau of Economic Research, 1992.
Den vollen Inhalt der Quelle findenBarsky, Robert. Do flexible durable goods prices undermine sticky price models? Cambridge, Mass: National Bureau of Economic Research, 2003.
Den vollen Inhalt der Quelle findenHampton, Tim. How much do import price shocks matter for consumer prices? Wellington, New Zealand: Reserve Bank of New Zealand, 2001.
Den vollen Inhalt der Quelle findenChacra, Marwan. Oil-price shocks and retail energy prices in Canada. Ottawa: Bank of Canada, 2002.
Den vollen Inhalt der Quelle findenChacra, Marwan. Oil-price shocks and retail energy prices in Canada. Ottawa, Ont: Bank of Canada, 2002.
Den vollen Inhalt der Quelle findenKnittel, Christopher R. Tacit collusion in the presence of cyclical demand and endogenous capacity levels. Cambridge, Mass: National Bureau of Economic Research, 2006.
Den vollen Inhalt der Quelle findenPrice stabilization on world agricultural markets: An application to the world market for sugar. Berlin: Springer-Verlag, 1992.
Den vollen Inhalt der Quelle findenIndustrial price formation. Amsterdam: North-Holland, 1986.
Den vollen Inhalt der Quelle findenShiller, Robert J. Designing indexed units of account. Cambridge, MA: National Bureau of Economic Research, 1999.
Den vollen Inhalt der Quelle findenBuchteile zum Thema "Module price"
Aïd, René. „Price Models“. In Electricity Derivatives, 27–63. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-08395-7_3.
Der volle Inhalt der QuelleMokhtarzadeh, Fatemeh. „A global vector autoregression model for softwood lumber trade.“ In International trade in forest products: lumber trade disputes, models and examples, 174–93. Wallingford: CABI, 2021. http://dx.doi.org/10.1079/9781789248234.0174.
Der volle Inhalt der QuelleMokhtarzadeh, Fatemeh. „A global vector autoregression model for softwood lumber trade.“ In International trade in forest products: lumber trade disputes, models and examples, 174–93. Wallingford: CABI, 2021. http://dx.doi.org/10.1079/9781789248234.0008.
Der volle Inhalt der QuelleAlbrecher, Hansjoerg, Andreas Binder, Volkmar Lautscham und Philipp Mayer. „Stock-Price Models“. In Compact Textbooks in Mathematics, 77–89. Basel: Springer Basel, 2013. http://dx.doi.org/10.1007/978-3-0348-0519-3_8.
Der volle Inhalt der QuelleTaleizadeh, Ata Allah. „Known Price Increase“. In Inventory Control Models with Motivational Policies, 243–93. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-72715-8_6.
Der volle Inhalt der QuellePoizat, Bruno. „Prime Models“. In Universitext, 204–24. New York, NY: Springer New York, 2000. http://dx.doi.org/10.1007/978-1-4419-8622-1_10.
Der volle Inhalt der QuelleJames, Tom. „Energy Option Pricing - Which Models Are Used?“ In Energy Price Risk, 125–29. London: Palgrave Macmillan UK, 2003. http://dx.doi.org/10.1057/9781403946041_6.
Der volle Inhalt der QuellePaczkowski, Walter R. „Price segmentation: Basic models“. In Pricing Analytics, 185–212. 1 Edition. | New York : Routledge, 2018.: Routledge, 2018. http://dx.doi.org/10.4324/9781315178349-11.
Der volle Inhalt der QuellePaczkowski, Walter R. „Price segmentation: Advanced models“. In Pricing Analytics, 213–28. 1 Edition. | New York : Routledge, 2018.: Routledge, 2018. http://dx.doi.org/10.4324/9781315178349-12.
Der volle Inhalt der QuelleBernhard, Pierre, Jacob C. Engwerda, Berend Roorda, J. M. Schumacher, Vassili Kolokoltsov, Patrick Saint-Pierre und Jean-Pierre Aubin. „Fair Price Intervals“. In The Interval Market Model in Mathematical Finance, 45–63. New York, NY: Springer New York, 2012. http://dx.doi.org/10.1007/978-0-8176-8388-7_4.
Der volle Inhalt der QuelleKonferenzberichte zum Thema "Module price"
Marchisio, Emiliano. „PRICE INCREASES DURING THE PANDEMIA AND EU COMPETITION LAW“. In International Jean Monnet Module Conference of EU and Comparative Competition Law Issues "Competition Law (in Pandemic Times): Challenges and Reforms. Faculty of Law, Josip Juraj Strossmayer University of Osijek, 2021. http://dx.doi.org/10.25234/eclic/18819.
Der volle Inhalt der QuelleYinghua Sung, Zhehui Wu und Zhenkuan Pan. „A price fluctuation module in market oriented grid based on contract management“. In 2011 IEEE 13th International Conference on Communication Technology (ICCT). IEEE, 2011. http://dx.doi.org/10.1109/icct.2011.6157928.
Der volle Inhalt der QuelleMyszka, David H., Mark A. Patterson und James E. Globig. „A Low Cost Signal Conditioning Module for Mechanical Measurements“. In ASME 2006 International Mechanical Engineering Congress and Exposition. ASMEDC, 2006. http://dx.doi.org/10.1115/imece2006-14953.
Der volle Inhalt der QuelleLee, Jae Hak, Jun-Yeob Song, Chang-Woo Lee, Tae Ho Ha und Yeong Sang Jeong. „Compact Assembly Machine for Cellular Phone Lens Module Using Self-Adjustment“. In ASME 2009 International Manufacturing Science and Engineering Conference. ASMEDC, 2009. http://dx.doi.org/10.1115/msec2009-84170.
Der volle Inhalt der QuelleSiddique, Zahed, und Karunakar Reddy Boddu. „An Agent Based Framework to Automatically Generate 3D CAD Models of Customer Specified Products“. In ASME 2003 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2003. http://dx.doi.org/10.1115/detc2003/cie-48227.
Der volle Inhalt der QuelleHacıoğlu Deniz, Müjgan, und Kutluk Kağan Sümer. „The Effects of Oil Price Volatility on Foreign Trade Revenue and National Income: A Comparative Analysis on Selected Eurasian Economies“. In International Conference on Eurasian Economies. Eurasian Economists Association, 2015. http://dx.doi.org/10.36880/c06.01362.
Der volle Inhalt der QuelleCao, Jiacong, und Cheng Liu. „Study of Optimal Retrofit Design for the BCHP System Equipped With Gas-Fired Absorption Chillers“. In ASME 2008 2nd International Conference on Energy Sustainability collocated with the Heat Transfer, Fluids Engineering, and 3rd Energy Nanotechnology Conferences. ASMEDC, 2008. http://dx.doi.org/10.1115/es2008-54252.
Der volle Inhalt der QuelleBano, Tahira, und K. V. S. Rao. „The effect of solar PV module price and capital cost on the levelized electricity cost of the solar PV power plant in the context of India“. In 2016 Biennial International Conference on Power and Energy Systems: Towards Sustainable Energy (PESTSE). IEEE, 2016. http://dx.doi.org/10.1109/pestse.2016.7516468.
Der volle Inhalt der QuelleCard, R. W. „Economic Design of Hybrid Wet-Dry Cooling Systems“. In ASME 2013 Power Conference. American Society of Mechanical Engineers, 2013. http://dx.doi.org/10.1115/power2013-98111.
Der volle Inhalt der QuelleEcer, Fatih. „Comparision of Hedonic Regression Method and Artificial Neural Networks to Predict Housing Prices in Turkey“. In International Conference on Eurasian Economies. Eurasian Economists Association, 2014. http://dx.doi.org/10.36880/c05.01150.
Der volle Inhalt der QuelleBerichte der Organisationen zum Thema "Module price"
Cortazar, Gonzalo, Cristobal Millard, Hector Ortega und Eduardo Schwartz. Commodity Price Forecasts, Futures Prices and Pricing Models. Cambridge, MA: National Bureau of Economic Research, Dezember 2016. http://dx.doi.org/10.3386/w22991.
Der volle Inhalt der QuelleBarsky, Robert, Christopher House und Miles Kimball. Do Flexible Durable Goods Prices Undermine Sticky Price Models? Cambridge, MA: National Bureau of Economic Research, Juli 2003. http://dx.doi.org/10.3386/w9832.
Der volle Inhalt der QuelleKim, Changmo, Ghazan Khan, Brent Nguyen und Emily L. Hoang. Development of a Statistical Model to Predict Materials’ Unit Prices for Future Maintenance and Rehabilitation in Highway Life Cycle Cost Analysis. Mineta Transportation Institute, Dezember 2020. http://dx.doi.org/10.31979/mti.2020.1806.
Der volle Inhalt der QuelleRotemberg, Julio. Prices, Output and Hours: An Empirical Analysis Based on a Sticky Price Model. Cambridge, MA: National Bureau of Economic Research, Dezember 1994. http://dx.doi.org/10.3386/w4948.
Der volle Inhalt der QuelleAlviarez, Vanessa, Michele Fioretti, Ken Kikkawa und Monica Morlacco. Two-Sided Market Power in Firm-to-Firm Trade. Inter-American Development Bank, August 2021. http://dx.doi.org/10.18235/0003493.
Der volle Inhalt der QuelleEspinasa, Ramón. Brand New Model, Same Old Price. Inter-American Development Bank, 2016. http://dx.doi.org/10.18235/0000233.
Der volle Inhalt der QuelleRincón-Torres, Andrey Duván, Kimberly Rojas-Silva und Juan Manuel Julio-Román. The Interdependence of FX and Treasury Bonds Markets: The Case of Colombia. Banco de la República, September 2021. http://dx.doi.org/10.32468/be.1171.
Der volle Inhalt der QuelleSilla, Richard M., und James M. Boyce. Contract Line Item Price Analyzer Model Prototype. Fort Belvoir, VA: Defense Technical Information Center, Oktober 1992. http://dx.doi.org/10.21236/ada261108.
Der volle Inhalt der QuelleGlaeser, Edward, und Charles Nathanson. An Extrapolative Model of House Price Dynamics. Cambridge, MA: National Bureau of Economic Research, März 2015. http://dx.doi.org/10.3386/w21037.
Der volle Inhalt der QuelleAndrés, Javier, J. David López-Salido und Edward Nelson. Sticky-Price Models and the Natural Rate Hypothesis. Federal Reserve Bank of St. Louis, 2005. http://dx.doi.org/10.20955/wp.2005.018.
Der volle Inhalt der Quelle