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  1. Article ; Online: Chronotype, Risk and Time Preferences, and Financial Behaviour

    Di Wang / Frank McGroarty / Eng-Tuck Cheah

    Algorithms, Vol 11, Iss 10, p

    2018  Volume 153

    Abstract: This paper examines the effect of chronotype on the delinquent credit card payments and stock market participation through preference channels. Using an online survey of 455 individuals who have been working for 3 to 8 years in companies in mainland ... ...

    Abstract This paper examines the effect of chronotype on the delinquent credit card payments and stock market participation through preference channels. Using an online survey of 455 individuals who have been working for 3 to 8 years in companies in mainland China, the results reveal that morningness is negatively associated with delinquent credit card payments. Morningness also indirectly predicts delinquent credit card payments through time preference, but this relationship only exists when individuals’ monthly income is at a low and average level. On the other hand, financial risk preference accounts for the effect of morningness on stock market participation. Consequently, an additional finding is that morningness is positively associated with financial risk preference, which contradicts previous findings in the literature. Finally, based on the empirical evidence, we discuss the plausible mechanisms that may drive these relationships and the implications for theory and practice. The current study contributes to the literature by examining the links between circadian typology and particular financial behaviour of experienced workers.
    Keywords chronotype ; risk preference ; time preference ; credit debt ; stock market participation ; Industrial engineering. Management engineering ; T55.4-60.8 ; Electronic computers. Computer science ; QA75.5-76.95
    Subject code 332
    Language English
    Publishing date 2018-10-01T00:00:00Z
    Publisher MDPI AG
    Document type Article ; Online
    Database BASE - Bielefeld Academic Search Engine (life sciences selection)

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  2. Article ; Online: Estimating the impact of the Internet of Things on productivity in Europe

    Héctor Espinoza / Gerhard Kling / Frank McGroarty / Mary O'Mahony / Xenia Ziouvelou

    Heliyon, Vol 6, Iss 5, Pp e03935- (2020)

    2020  

    Abstract: The Internet of Things (IoT) refers to interconnected devices and objects that collect and transmit data via the Internet. The IoT is an evolving technology, promising to revolutionise industries, but also demanding far-reaching policy changes (e.g. in ... ...

    Abstract The Internet of Things (IoT) refers to interconnected devices and objects that collect and transmit data via the Internet. The IoT is an evolving technology, promising to revolutionise industries, but also demanding far-reaching policy changes (e.g. in terms of data security and privacy), which involve significant resources. This paper reviews the evidence on uptake and the economic impact of the IoT during its early years of inception. It uses a growth accounting framework to evaluate the likely impact of the IoT on productivity. Estimating the effect of new technologies on productivity is an essential step in evaluating the ‘economic value-added’, justifying resources dedicated to facilitating the adoption of innovations. We find a positive impact of the IoT on productivity, however relatively small, given that the IoT is still at an early stage of development. We present projections on the impact of the IoT under a number of scenarios.
    Keywords Business ; Economics ; Industry ; Information science ; Internet of Things ; Productivity ; Science (General) ; Q1-390 ; Social sciences (General) ; H1-99
    Subject code 303
    Language English
    Publishing date 2020-05-01T00:00:00Z
    Publisher Elsevier
    Document type Article ; Online
    Database BASE - Bielefeld Academic Search Engine (life sciences selection)

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  3. Article: Coordination and payment mechanisms for electric vehicle aggregators

    Perez-Diaz, Alvaro / Enrico Gerding / Frank McGroarty

    Applied energy. 2018 Feb. 15, v. 212

    2018  

    Abstract: Motivated by the high electric vehicle (EV) penetration percentages foreseen for the near future, this paper studies the participation of large fleets of EVs in electricity day-ahead markets. Specifically, we consider a scenario where a number of ... ...

    Abstract Motivated by the high electric vehicle (EV) penetration percentages foreseen for the near future, this paper studies the participation of large fleets of EVs in electricity day-ahead markets. Specifically, we consider a scenario where a number of independent and self-interested EV aggregators participate in the day-ahead market to purchase energy to satisfy their clients’ driving needs. In this scenario, independent bidding can drive prices up unnecessarily, resulting in increased electricity costs for all participants. Inter-aggregator cooperation can mitigate this by producing coordinated bids. However, this is challenging due to the self-interested nature of the aggregators, who may try to manipulate the system in order to obtain personal benefit. In order to overcome this issue, we employ techniques from mechanism design to develop a coordination mechanism which incentivises self-interested EV aggregators to report their energy requirements truthfully to a third-party coordinator. This coordinator is then able to employ a day-ahead bidding algorithm to optimise the global bids on their behalf, extending the benefits of smart bidding to groups of competing EV aggregators. Importantly, the proposed coordination mechanism is straightforward to implement and does not require any additional infrastructure. To ensure scalability and computational tractability, a novel price-maker day-ahead bidding algorithm is proposed, which is formulated in terms of simple energy requirement constraints. The coordination mechanism substantially reduces bidding costs, as shown in a case study which uses real market and driver data from the Iberian Peninsula.
    Keywords algorithms ; case studies ; electric vehicles ; electricity ; electricity costs ; energy ; energy requirements ; infrastructure ; markets ; prices ; purchasing ; Iberian Peninsula
    Language English
    Dates of publication 2018-0215
    Size p. 185-195.
    Publishing place Elsevier Ltd
    Document type Article
    ZDB-ID 2000772-3
    ISSN 0306-2619
    ISSN 0306-2619
    DOI 10.1016/j.apenergy.2017.12.036
    Database NAL-Catalogue (AGRICOLA)

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  4. Article ; Online: Stylized facts of intraday precious metals.

    Jonathan Batten / Brian Lucey / Frank McGroarty / Maurice Peat / Andrew Urquhart

    PLoS ONE, Vol 12, Iss 4, p e

    2017  Volume 0174232

    Abstract: This paper examines the stylized facts, correlation and interaction between volatility and returns at the 5-minute frequency for gold, silver, platinum and palladium from May 2000 to April 2015. We study the full sample period, as well as three ... ...

    Abstract This paper examines the stylized facts, correlation and interaction between volatility and returns at the 5-minute frequency for gold, silver, platinum and palladium from May 2000 to April 2015. We study the full sample period, as well as three subsamples to determine how high-frequency data of precious metals have developed over time. We find that over the full sample, the number of trades has increased substantially over time for each precious metal, while the bid-ask spread has narrowed over time, indicating an increase in liquidity and price efficiency. We also find strong evidence of periodicity in returns, volatility, volume and bid-ask spread. Returns and volume both experience strong intraday periodicity linked to the opening and closing of major markets around the world while the bid-ask spread is at its lowest when European markets are open. We also show a bilateral Granger causality between returns and volatility of each precious metal, which holds for the vast majority subsamples.
    Keywords Medicine ; R ; Science ; Q
    Subject code 332
    Language English
    Publisher Public Library of Science (PLoS)
    Document type Article ; Online
    Database BASE - Bielefeld Academic Search Engine (life sciences selection)

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  5. Article ; Online: Stylized facts of intraday precious metals.

    Jonathan Batten / Brian Lucey / Frank McGroarty / Maurice Peat / Andrew Urquhart

    PLoS ONE, Vol 12, Iss 4, p e

    2017  Volume 0174232

    Abstract: This paper examines the stylized facts, correlation and interaction between volatility and returns at the 5-minute frequency for gold, silver, platinum and palladium from May 2000 to April 2015. We study the full sample period, as well as three ... ...

    Abstract This paper examines the stylized facts, correlation and interaction between volatility and returns at the 5-minute frequency for gold, silver, platinum and palladium from May 2000 to April 2015. We study the full sample period, as well as three subsamples to determine how high-frequency data of precious metals have developed over time. We find that over the full sample, the number of trades has increased substantially over time for each precious metal, while the bid-ask spread has narrowed over time, indicating an increase in liquidity and price efficiency. We also find strong evidence of periodicity in returns, volatility, volume and bid-ask spread. Returns and volume both experience strong intraday periodicity linked to the opening and closing of major markets around the world while the bid-ask spread is at its lowest when European markets are open. We also show a bilateral Granger causality between returns and volatility of each precious metal, which holds for the vast majority subsamples.
    Keywords Medicine ; R ; Science ; Q
    Subject code 332
    Language English
    Publishing date 2017-01-01T00:00:00Z
    Publisher Public Library of Science (PLoS)
    Document type Article ; Online
    Database BASE - Bielefeld Academic Search Engine (life sciences selection)

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    Inter-library loan at ZB MED

    Your chosen title can be delivered directly to ZB MED Cologne location if you are registered as a user at ZB MED Cologne.

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