The Internet is rapidly growing in number of users, traffic volume, and topological complexity. At the same time it is increasingly driven by economic competition. These developments render it more difficult, and yet more critical, to characterize network usage and workload trends, and point to the need for a high performance monitoring system that can provide workload data to Internet users an...

In this paper we propose an endogenous growth model of commodity-rich economies in which: (i) long-run (steady-state) growth is endogenous and yet independent of commodity prices; (ii) commodity prices affect short-run growth through transitional dynamics; and (iii) the status of net commodity importer/exporter is endogenous. We argue that these predictions are consistent with historical eviden...

In this paper, we propose a commodity pricing model that extends Gibson-Schwartz two-factor model to incorporate the effect of linear relations among commodity prices, which include co-integration under certain conditions. We derive futures and call option pricing formulae, and show that unlike Duan and Pliska (2004), the linear relations among commodity prices, or the error correction term, sh...

In this paper, based on a description of the four major players of commodity spot and futures markets, we establish a multi-phase equilibrium model of price determination, and then analyze the influence of the entry of a large number of index investors on the risk premium, inventory management, and different traders’ positions of commodity futures. The result shows that, the correlation between...

accordingly, this study attempts to present an effective tool based on the securitized commodity murabahah and to fulfill its feasibility study.  the overall structure of the tool is such that the banks with surplus funds, at first, reallocate their resources to banks in deficit by commodity murabahah program and then convert their demands from those banks to securitized commodity murabahah, an...

P∈Pi P∋e fi,P ≤ ce ∀e fi,P ≥ 0 Dual 1 solves the max-sum multi-commodity flow problem: ce represents the capacity of an edge, and fi,P is the amount of flow directed from si to ti along the path P . The LP tries to maximize the total amount of commodity flow. Lemma 17.1.1 Multicut is always larger than the corresponding max-sum multi-commodity flow. Lemma 17.1.2 Multicut is at most O(logK) time...

We theoretically study how commodity financialization affects trading behavior, prices and welfare through affecting risk sharing and price discovery in futures markets. In our model, the general equilibrium feature makes financial traders either provide or demand liquidity in the futures market, depending on the information environment. Consistent with recent evidence, commodity financializati...

This paper presents a method for computing shadows on incomplete point-based isosurfaces. Such surfaces are obtained in our setting by a view-dependent isosurface extraction method that allows interactive exploration of large scale datasets on commodity hardware. This approach raises the need for a novel and efficient technique to generate high-quality shadows. The latter dramatically enhances ...

The Internet is rapidly growing in number of users, traffic volume, and topological complexity. At the same time it is increasingly driven by economic competition. These developments render it more difficult, and yet more critical, to characterize network usage and workload trends, and point to the need for a high performance monitoring system that can provide workload data to Internet users an...