{"as_of":"2026-08-17T17:32:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:555882b12a3c249f8216c3c618c6dcffeb008e6aafadd291e2490dda36631b4b","coverage":[{"denominator":181,"lane":"reference_resolution","note":"Typed states for the displayed outbound observations.","records_observed":100,"source":"paper_references, paper_reference_links","source_observed_at":"2026-07-08T10:17:30.425266Z","state":"measured"},{"denominator":100,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":100,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-17T06:30:58.91139+00:00","state":"measured"},{"denominator":0,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":0,"source":"paper_references, paper_reference_links","source_observed_at":null,"state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":0,"source":"cited_works","source_observed_at":null,"state":"measured"}],"external_citation_measurements":[],"inbound":[],"links":{"evidence":"/evidence","html":"/paper/2607.06316/citation-record","integrity":"/paper/2607.06316/integrity","json":"/paper/2607.06316/citation-record.json","paper":"/paper/2607.06316"},"outbound":[{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.930013Z","title":"European Economic Review , pages=","venue":null,"work_id":"d0f243a5-eb68-4700-8c16-c21617923ac7","year":2025},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":1,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:057cf01c45c5c8282bf107c4b1335b7ca1f08376014a76a5b9a9e942ce7d5fe8","observation_id":"878d66d1-b12d-422a-a5b6-ec4f096232ee","resolution":{"observed_at":"2026-07-08T10:24:50.931408Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.865867Z","title":"Energy Economics , pages=","venue":null,"work_id":"f0c4ca8b-1eb0-435f-b79a-0ff860d0af77","year":2026},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":2,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:16f40302b2eb5ddd514e04818afd0db2e49b3b23e45845505f6ba22235c25250","observation_id":"0c90cc0e-4103-4651-ada3-3eebb20f86a7","resolution":{"observed_at":"2026-07-08T10:24:50.866995Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.758773Z","title":"The journal of finance , volume=","venue":null,"work_id":"88bc70a8-52ff-4b1f-9169-22e240b8b467","year":2004},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":3,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:384529299f421f5c665636463b30f0c6811921fa6ba52e2ac3d4e8c1e6405a58","observation_id":"d1d74bb4-7ba6-4e8d-9221-130538ce51d9","resolution":{"observed_at":"2026-07-08T10:24:50.759912Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.932109Z","title":"2026 , howpublished = \"","venue":null,"work_id":"2916770e-02a6-4e8c-b095-94ff81613081","year":2026},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":4,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:5248bc9c9db03942a555e8295ef46ae75b713187481d2d2fe81aa86c48dd72bf","observation_id":"52698adf-68b1-4824-ab92-10491370cd4d","resolution":{"observed_at":"2026-07-08T10:24:50.933701Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.934406Z","title":"the Journal of Finance , volume=","venue":null,"work_id":"2da18db8-6c64-4a9a-a07c-849d856d3694","year":2002},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":5,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:74f885a6927076a6a1026ef05f78e6dd35a29e391a925ba23aec20d87752f58a","observation_id":"c967a020-61cf-497e-a55e-5def32c82adb","resolution":{"observed_at":"2026-07-08T10:24:50.936062Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.870771Z","title":"American Economic Journal: Microeconomics , volume=","venue":null,"work_id":"a2139a5a-668a-429f-ac62-483d9a4e1773","year":2022},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":6,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:17653f43a7921843bd2ee2e98f7c3df7804123f9ad45721403cb4d57d9e4ac99","observation_id":"0cfa4dda-0e93-4a4c-98f0-aaf3a7b6dea9","resolution":{"observed_at":"2026-07-08T10:24:50.871880Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.882661Z","title":"American Economic Review , volume=","venue":null,"work_id":"125e5253-ea81-4d40-9569-2d463c953a46","year":2025},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":7,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:ecff4e1fe94e16919f51b290aecce34e755ba2898c71f799cbd04fc2a4e2c5be","observation_id":"1cf8a1bf-c4be-4961-b138-03a8598d6068","resolution":{"observed_at":"2026-07-08T10:24:50.883687Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.856688Z","title":"The Review of Economic Studies , volume=","venue":null,"work_id":"6dbf309e-0568-4117-9a0c-a4c0b83232e5","year":2014},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":8,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:d72ef8d6c8ecd3d0b7e9b900fe965c56f60fd444de66d97edfd4fde3367d9b20","observation_id":"bacdbf39-122b-47e7-90ac-99d1c0d26502","resolution":{"observed_at":"2026-07-08T10:24:50.857829Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.793321Z","title":null,"venue":null,"work_id":"a0d2480e-2138-459d-bdf2-20432916e505","year":null},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":9,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:ef8666846b10bfc625eb4276c4cc2984b221102c06aa5d951f30afbdd724710d","observation_id":"bb3b229d-782a-43dc-925b-cb7124bd0671","resolution":{"observed_at":"2026-07-08T10:24:50.794580Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.796883Z","title":"4 , author=","venue":null,"work_id":"2a817f7a-16f5-44f1-a778-81fe7486734d","year":2020},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":10,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:860b314e725f6c083cc8399def8fd3a0e430ed5579e198f3cba33c96f283dbc9","observation_id":"aeeddb57-352a-4641-9876-862dea4ea234","resolution":{"observed_at":"2026-07-08T10:24:50.797939Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.938890Z","title":"3, Energy Market , author=","venue":null,"work_id":"8c3f5ee9-d1a9-4616-8cce-ee6841e4d244","year":2024},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":11,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:40acbc4d74c2a84a03a1b69973ee79dbaa33f23cfd664dcf0397d24e2801c829","observation_id":"43ed7428-51a0-40c4-9907-835418c55630","resolution":{"observed_at":"2026-07-08T10:24:50.940036Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.858651Z","title":"3, Energy Market , author=","venue":null,"work_id":"3e068336-02f3-4af3-ad45-0a91ea9b2903","year":2021},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":12,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:326aec177c1619308d91e6e4e4b47e50740b425513dfcb38471411e52a0d062e","observation_id":"c2479cc0-87c2-445c-93ff-268b65d33609","resolution":{"observed_at":"2026-07-08T10:24:50.859694Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.791444Z","title":"3 , author=","venue":null,"work_id":"c004a3d7-33cf-404a-af20-3bee6f64e92f","year":null},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":13,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:f23d8a7fa219424698e33d07838e565e2baa9c8ea872e25c969cfdf1c50a820b","observation_id":"d50e50e1-fc38-48f4-a7d2-1d9ea2f0e1e1","resolution":{"observed_at":"2026-07-08T10:24:50.792754Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.798487Z","title":"American Economic Review , volume=","venue":null,"work_id":"7a9b2cad-c9b0-4a58-882f-88ac81107f92","year":2016},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":14,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:69ea481ef83dcc27ca8bd75158a304ac39e6d0f20edbbd5f4cde7f48cf0f9cc8","observation_id":"213e7711-26bc-4c4f-b4de-a6409e546de2","resolution":{"observed_at":"2026-07-08T10:24:50.799797Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.940586Z","title":"Econometrica , pages=","venue":null,"work_id":"b8de91a8-daf4-4533-80ed-4871534e822c","year":1964},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":15,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:84511a07228b505ad51a054b5b82f57067e5fa869412090900c9a023821e9d08","observation_id":"2cdb4d8f-1f8c-41ea-b24e-65662d9b8a50","resolution":{"observed_at":"2026-07-08T10:24:50.941720Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.977007Z","title":"Journal of Economic theory , volume=","venue":null,"work_id":"9d87930c-7a71-4690-9171-8074998a273e","year":1993},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":16,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:21fb0b8d56d36f9695c6a48ce827c0144ea4764ecb2487ae547ed725d73b93c5","observation_id":"cfed76f8-7644-4b6d-9ef7-95ae2c0b5df6","resolution":{"observed_at":"2026-07-08T10:24:50.978045Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.942369Z","title":"IFAC-PapersOnLine , volume=","venue":null,"work_id":"bbc07573-4259-4cd9-b6e3-0f0d22b68325","year":2017},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":17,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:7d1431009793078b65f942995528ac326eb96e779893f5d9ca3c3c74b81849c2","observation_id":"6fb8572e-a7c3-4689-bd64-cf3c1be3cddb","resolution":{"observed_at":"2026-07-08T10:24:50.943470Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.854979Z","title":"2016 IEEE 55th Conference on Decision and Control (CDC) , pages=","venue":null,"work_id":"ba233b78-c38e-4608-8ccc-5d9653bf7d6d","year":2016},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":18,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:0d03a173dd8657a1fd8ada12f545102df0430547b63a6280cd29890392b30a82","observation_id":"b29ef52e-bff5-420b-a1a5-e8c69bd49d06","resolution":{"observed_at":"2026-07-08T10:24:50.856114Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.757010Z","title":"IEEE Transactions on Energy Markets, Policy and Regulation , volume=","venue":null,"work_id":"4357c8a4-b98d-4a61-860e-3cc8f3a7ddd2","year":2023},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":19,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:bde8f1a9ed589c9a25271bf7c8eb3e2d3c4e5c49f494c6f692e425d0e31c8263","observation_id":"3e80630a-736e-406c-bd80-5d5068a5ea6c","resolution":{"observed_at":"2026-07-08T10:24:50.758177Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.971842Z","title":"The Energy Journal , pages=","venue":null,"work_id":"c9fc1880-f973-4300-a2ea-981435140000","year":2024},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":20,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:d1b1d6373799299ab344b74a1c36d9c36ea07c3f6b3a08e5fa9536c2aac47f15","observation_id":"52252af2-8d22-46e5-9046-4c98ce83d04b","resolution":{"observed_at":"2026-07-08T10:24:50.973038Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.822607Z","title":"IEEE Transactions on Power Systems , volume=","venue":null,"work_id":"ad002aff-2d85-496a-99ab-b22691664149","year":2017},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":21,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:a5cdfaf51bcbfeed2ca49f525a09ce919676af81dd3175341b2ef4931a804e38","observation_id":"5674ce5b-e487-4e19-904c-f7a31facd070","resolution":{"observed_at":"2026-07-08T10:24:50.823741Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.955508Z","title":"IEEE Transactions on Power Systems , volume=","venue":null,"work_id":"38a3e19a-27a1-4a52-a2f8-6abf162a98cd","year":2017},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":22,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:f08ec281b083cc3355f0ee33d88fde94ac75d2aee40a8267da0c090ca17e32c6","observation_id":"47377238-c27a-4572-9ea4-c3f852085e9b","resolution":{"observed_at":"2026-07-08T10:24:50.956580Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.953835Z","title":"2020 IEEE Power & Energy Society General Meeting (PESGM) , pages=","venue":null,"work_id":"b5f75e73-79e3-4796-91f6-98c13fe880b8","year":2020},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":23,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:b3d6840fe3c429129178e95accdf340683c6a54ff9cca6e11bb787f890b95fe4","observation_id":"13674834-eed3-4977-9844-c2d1bd71d391","resolution":{"observed_at":"2026-07-08T10:24:50.954956Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.845105Z","title":"American Economic Journal: Economic Policy , volume=","venue":null,"work_id":"dfc002d4-d9fa-48b1-a161-25e7096bc3ea","year":2023},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":24,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:afe93fe7016dea365a09e37baa606bf5f0d9684cc2498e92f99d29b76b7ccf0e","observation_id":"3c378f21-94db-43bf-8c7d-8e964e7e6dad","resolution":{"observed_at":"2026-07-08T10:24:50.846153Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.853415Z","title":"Operations Research , volume=","venue":null,"work_id":"bff60a0e-051c-423b-b022-ef72f3d671fa","year":2025},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":25,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:39cab85c3529d5d1a032ed28ebe7d80be51701b2310f0ccf8c2184034553e576","observation_id":"16a9b2c6-eff3-4e94-90d7-a0364888228d","resolution":{"observed_at":"2026-07-08T10:24:50.854439Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.843486Z","title":"2017 , publisher=","venue":null,"work_id":"b420c4b7-0c60-4107-964d-fec28e6a6a8c","year":2017},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":26,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:aeec529dee245c3dd501408e7d3e65f8ace34209bb7d04a61d64241c40b70608","observation_id":"65208ab1-456b-486b-8c75-5cac718afe30","resolution":{"observed_at":"2026-07-08T10:24:50.844557Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.949340Z","title":"The Review of Economic Studies , year=","venue":null,"work_id":"9a923061-6890-4758-9167-42b992b2cf55","year":null},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":27,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:307e54043e9f1bbcbe48e2b1bf717c258101e1f9487a3d522ae78848fc0aa59b","observation_id":"54e1ecca-ae47-47a6-a0f9-7851098a60fd","resolution":{"observed_at":"2026-07-08T10:24:50.951476Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.748214Z","title":"2025 , howpublished = \"","venue":null,"work_id":"6503f33c-2ded-4c4d-9644-e617689153bd","year":2025},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":28,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:665669382338d874dec0079786a68982cd494965ed4d0a0ccae41f5b2fdc40a9","observation_id":"53ab9b92-7c5c-4d87-bb7c-4bc8785e7a6f","resolution":{"observed_at":"2026-07-08T10:24:50.749292Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.753393Z","title":"2025 , howpublished = \"","venue":null,"work_id":"a1176c92-34a4-4365-b3b4-8696d8213161","year":2025},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":29,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:90b09ff0d13cb6cbf6e04c44f6fa6eae40954e1a6a78fced343a982a4565ac1a","observation_id":"7c8cf358-7b0d-41d5-ac08-91686129125b","resolution":{"observed_at":"2026-07-08T10:24:50.754471Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2503.02464","last_updated":"2025-08-05T16:09:40Z","snapshot_observed_at":"2026-08-16T12:53:16.558554Z","submitted_at":"2025-03-04T10:18:37Z","title":"Approximate Equilibria in Nonconvex Markets: Theory and Evidence from European Electricity Auctions","version":2},"cited_work":{"arxiv_id":"2503.02464","doi":null,"metadata_source":"pith","pith_arxiv_id":"2503.02464","snapshot_observed_at":"2026-07-08T10:24:50.619659Z","title":"H¨ ubner","venue":"econ.TH","work_id":"7c166c45-3f94-4a39-b6a9-7caf25ba1f39","year":2025},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":30,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"cited_paper":"/paper/2503.02464","citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:eba73d8de04f65bf745ddff3b4db9f6231caab54341a81536a8ae5bacd4424b1","observation_id":"1902a022-f25a-4817-95a0-1648af811d29","resolution":{"observed_at":"2026-07-08T10:24:50.621528Z","resolver_source":"local_arxiv","status":"metadata_mismatch"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":"2502.15893","doi":null,"metadata_source":"arxiv_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.622936Z","title":"arXiv preprint arXiv:2502.15893 , year=","venue":null,"work_id":"4e5e20eb-2fee-43c0-823b-61328cb1ab9c","year":null},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":31,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:fd7d7dce0b3c589e3cd868e163d267a1908101c1284a3bf2cc6f0785d77dde8a","observation_id":"6a5078da-fd5f-490a-9924-91edd1513778","resolution":{"observed_at":"2026-07-08T10:24:50.624848Z","resolver_source":"arxiv_id","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2212.10234","last_updated":"2024-10-02T12:24:44Z","snapshot_observed_at":"2026-08-16T16:07:20.138535Z","submitted_at":"2022-12-20T13:21:59Z","title":"Auction designs to increase incentive compatibility and reduce self-scheduling in electricity markets","version":3},"cited_work":{"arxiv_id":"2212.10234","doi":null,"metadata_source":"pith","pith_arxiv_id":"2212.10234","snapshot_observed_at":"2026-07-08T10:24:50.626379Z","title":"Auction designs to increase incentive compatibility and reduce self-scheduling in electricity markets","venue":"econ.GN","work_id":"1a722eb4-6b85-4c46-ba07-b2b182cecf93","year":2022},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":32,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"cited_paper":"/paper/2212.10234","citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:0711e1571ce607fbc3acb87318d38aa89e610874159fcc03e485df5c9b7a9cd5","observation_id":"bf0c7e0d-9577-47d0-ab79-29e4c03f2738","resolution":{"observed_at":"2026-07-08T10:24:50.628463Z","resolver_source":"local_arxiv","status":"metadata_mismatch"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.947695Z","title":"2002 , institution=","venue":null,"work_id":"77005277-ba36-4057-8891-76a5c4b09102","year":2002},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":33,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:e3b10f0dad4fd5dcde4f95389ad9fe2fce0916a2ac32b3099bec64147343cdc9","observation_id":"494dacf2-38fd-4259-bc1e-eeff25545a8b","resolution":{"observed_at":"2026-07-08T10:24:50.948795Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.851683Z","title":"2009 , publisher=","venue":null,"work_id":"cd7534b0-f76e-4052-94b8-51840c469e74","year":2009},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":34,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:1a40364672f0474c3a7d720205a037c1e3a4819bc57f5f0a01fe46376ca92276","observation_id":"bbe4b57c-db40-4dde-93b9-7f0c1d0d9ce6","resolution":{"observed_at":"2026-07-08T10:24:50.852839Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.826223Z","title":"Journal of economic theory , volume=","venue":null,"work_id":"7e36fd5a-fcec-4950-bfd4-dd5af0b73e4d","year":1997},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":35,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:0e0a7d362c3bc6dfad786d0051f959d044bdccfa12bb92dee64c2dcf5be51f42","observation_id":"749edfa0-8cf1-4392-a9bd-031a198ae20f","resolution":{"observed_at":"2026-07-08T10:24:50.827354Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:51.018451Z","title":"Baumol and David F","venue":null,"work_id":"1a515717-72a5-44c3-a77e-88e5eea06ac7","year":null},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":36,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:31b32ff407498456985cadb7b2268c2523ce721b75d314097e60b4ebe8096090","observation_id":"0a81613a-c771-4c30-a50d-6b82f8584d05","resolution":{"observed_at":"2026-07-08T10:24:51.019546Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.795154Z","title":"Journal of Regulatory Economics , volume=","venue":null,"work_id":"df8a1396-da41-4669-bd43-94fb41505c0a","year":2002},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":37,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:d0cc0d2dafc88275e40d0a606492e3a1866d1753679be5efc59b718a78be24a9","observation_id":"08af3233-81a4-444a-8c23-7593e2b724d0","resolution":{"observed_at":"2026-07-08T10:24:50.796311Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.762154Z","title":"American Economic Review , volume=","venue":null,"work_id":"40cc9d41-2087-46d4-b42d-a44033ecb5c9","year":2007},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":38,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:090699600a626c1706cec98ff2b86e015cf32662a5dd513c311643f46c089734","observation_id":"c9b445b2-ed69-4570-bcb7-11a3217b0307","resolution":{"observed_at":"2026-07-08T10:24:50.763294Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.763970Z","title":"The Oxford Handbook of Environmental Ethics , pages=","venue":null,"work_id":"02bb8fa9-784d-4cd0-bd22-40def8235701","year":2016},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":39,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:26e915796fe86b829a1518a7142ae474547276748fe98bb59200e76d4754c4ad","observation_id":"381bab3d-f167-485b-92a5-77ff74259767","resolution":{"observed_at":"2026-07-08T10:24:50.765116Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:51.052002Z","title":"Contribution of Working Groups I, II and III to the Fifth Assessment Report of the Intergovernmental Panel on Climate Change , author=","venue":null,"work_id":"d5095684-39ac-4814-bde6-e3f1821d3e68","year":2014},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":40,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:4a0ed270bd71e7439e5fb78a1ab145436b6052051b6751aa1bbff77ed72bd477","observation_id":"0e61f054-375e-4ad6-8b09-a39d95c8bae2","resolution":{"observed_at":"2026-07-08T10:24:51.053196Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.829821Z","title":"Journal of Economic Perspectives , volume=","venue":null,"work_id":"63f52b43-f629-4c4c-ba73-ea0e7b369394","year":2023},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":41,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:0f52ce46e6173332daa4588075ce01613edee3654cd879016b25ae17dffe3964","observation_id":"5009d977-c23d-4412-864e-222196f18fcf","resolution":{"observed_at":"2026-07-08T10:24:50.831102Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.960868Z","title":"2008 , publisher=","venue":null,"work_id":"b7e4bf52-0aa2-45dd-8a7c-9e3df544d8af","year":2008},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":42,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:a3f853bb99d978cd98d00b95eea9b231dd9f34eb0a77ab2eeef79a950a5d1aa7","observation_id":"cb76d2ba-ddca-490d-8f32-eaa0be04059d","resolution":{"observed_at":"2026-07-08T10:24:50.961881Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.836811Z","title":"Science , volume=","venue":null,"work_id":"79f29578-fd9d-41be-86ef-5ac9a48d5384","year":1992},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":43,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:0de2c3a1b7d89048ee1c4368ea3b547be49e0d8684d8bc33f4a344e3f1a29458","observation_id":"55d5db07-c87c-455b-acc5-673c4b49f3f2","resolution":{"observed_at":"2026-07-08T10:24:50.837909Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.936939Z","title":"Climatic change , volume=","venue":null,"work_id":"d2435fc4-1516-43c9-951b-ec358679fa75","year":1992},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":44,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:74e273844d039722f857e3949568261ffbbf78a306d93cfa248a8d50d4c07680","observation_id":"42c6ec56-30f6-4783-98ba-3ecca90bfae9","resolution":{"observed_at":"2026-07-08T10:24:50.938293Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.879176Z","title":"The Electricity Journal , volume=","venue":null,"work_id":"00464e56-b5b9-46c4-b1d4-c6ceda10a7fc","year":2016},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":45,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:cfc2e28a5cf62e4778912b933fde511c1b63acc088c6c0cc4ef204d90dd22408","observation_id":"4906550e-8376-455d-b73f-5262177961cb","resolution":{"observed_at":"2026-07-08T10:24:50.880342Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.813608Z","title":"American Economic Journal: Applied Economics , volume=","venue":null,"work_id":"3826ab0f-176a-4111-a3ca-29e9080d0625","year":2012},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":46,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:e607c82a039c85b189600949177729457cbc3fe130d63499cba7a249e7071152","observation_id":"01c200f0-d5fd-4304-ab46-73b759026752","resolution":{"observed_at":"2026-07-08T10:24:50.814829Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:51.050333Z","title":"IEEE Transactions on Power Systems , year=","venue":null,"work_id":"333b6559-ee52-45ae-999f-3045bc236e0a","year":null},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":47,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:5d2d55077dcbe6a0b06d9090e99727e5e724304ace13a0a56977ef51dabbe65d","observation_id":"e082211b-a5a8-4622-818e-d073cd7eb06d","resolution":{"observed_at":"2026-07-08T10:24:51.051444Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.811490Z","title":"Overview of EU Capacity Remuneration Mechanisms","venue":null,"work_id":"2a209c76-75bb-43e8-a25a-c39975a98172","year":null},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":48,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:0ab15c4f9df55b63c6a8bd3a4d7167c44a052af60d3e360d985ae00ed389ca4e","observation_id":"9ef60db0-4e28-44c0-9f5f-4da10743e5e0","resolution":{"observed_at":"2026-07-08T10:24:50.812975Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.824459Z","title":"Economics of Energy & Environmental Policy , volume=","venue":null,"work_id":"0e7140cc-3830-42fa-b801-974b508a7a77","year":2013},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":49,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:a324b097c48490bb332f651bf88c89972869e4b5b62485b77319663ef3058deb","observation_id":"5d5c272c-b20a-418a-bc87-868d187b7a3c","resolution":{"observed_at":"2026-07-08T10:24:50.825653Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:51.041753Z","title":"2023 , howpublished = \"","venue":null,"work_id":"dd82a02b-a59b-48ef-8028-5bdbb9be0dbf","year":2023},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":50,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:9d89ba9baa5eac1d0ceffd2367f5cc6a3521226087b96b6b8561f3b62db16d55","observation_id":"eb834f87-af39-4416-84d3-f02415638330","resolution":{"observed_at":"2026-07-08T10:24:51.042983Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.788225Z","title":"2019 , month=","venue":null,"work_id":"2e21f075-0728-48b3-a252-9c259a620afd","year":2019},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":51,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:895f83fdf3a1be3852f6f3a7533d3ca39d8834b9aff9088e67cbcf9a228d2eeb","observation_id":"b9fd9988-ce32-49aa-bcd9-05f9b724b412","resolution":{"observed_at":"2026-07-08T10:24:50.789236Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.784975Z","title":"The Electricity Journal , volume=","venue":null,"work_id":"dfd8efe4-fcfb-458f-a5a0-120f642326af","year":2014},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":52,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:ae56273a1fe5267fa9b3f0bc5e2508a3d5935c6ffc1046150cc703374638efbc","observation_id":"35f2269d-8d88-4c64-9d75-1adbb25c41ad","resolution":{"observed_at":"2026-07-08T10:24:50.786062Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:51.040143Z","title":"Applied Energy , volume=","venue":null,"work_id":"949d1929-edbb-43ad-9a6e-0210c17f77bd","year":2017},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":53,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:afa7a93afa8e50ddbeb2678e5a5405b4c8bf531ea8064e50dbb5afd173280335","observation_id":"4e99f8b6-c581-4ce4-a4b1-bd3ca8e5d287","resolution":{"observed_at":"2026-07-08T10:24:51.041189Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:51.043558Z","title":"2021 , journal=","venue":null,"work_id":"3a207b90-c0e0-404b-bba3-028544b04c78","year":2021},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":54,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:c834e427de8d97d71916d17ab62cf362a4f0e1ac18b432c53a1b01c66a98dcec","observation_id":"e21ba94d-230f-4eea-b372-78f20f119f16","resolution":{"observed_at":"2026-07-08T10:24:51.044639Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.781697Z","title":"2021 , institution=","venue":null,"work_id":"dfbc5b9b-f86d-4f51-9748-b17bdad3aa54","year":2021},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":55,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:c4de273778c7b95a0b1afcd24703f2518c6d9e03d79860cf8961cef19c364dd1","observation_id":"26ca1398-9e6b-4fa3-a36b-4843f2d723ac","resolution":{"observed_at":"2026-07-08T10:24:50.782764Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:51.035152Z","title":"Economics of Energy & Environmental Policy , volume=","venue":null,"work_id":"97214579-7ea5-46ad-87c6-1f9afbfc5f99","year":2017},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":56,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:b07be8f7aa47cde2897bba940827d73fbee9abefe9240e9b7cf933dfc93f38c7","observation_id":"75c153f9-ed32-420a-a1de-24795e4b0c7b","resolution":{"observed_at":"2026-07-08T10:24:51.036288Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.807361Z","title":"Functioning rules , author=","venue":null,"work_id":"3c1e4e98-4291-43d3-a6fa-934ad56eb418","year":2022},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":57,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:150c55e60711dc0201a5e4bbd67c9ba54d25249dae4c9b4ed135c27263043dbb","observation_id":"af11870d-ff0a-4dba-bc5e-dc249e53d41b","resolution":{"observed_at":"2026-07-08T10:24:50.808849Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.804907Z","title":"Energy Policy , volume=","venue":null,"work_id":"912b24f0-d1f6-4da2-bfd2-e2fbd7aa84f0","year":2017},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":58,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:2f45388b629663461d0d77840fdab0bc2da7992320dbc79d31ef68df5ec5597b","observation_id":"59f90c3a-312a-44c6-821f-5a1ec62d9078","resolution":{"observed_at":"2026-07-08T10:24:50.806555Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:51.033534Z","title":"Operations Research , volume=","venue":null,"work_id":"ec3f3948-cc0a-435d-a8f3-31ef804ea0c1","year":1975},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":59,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:d725e5fb2173ffee34f9c34833195bf77301b423e3628aab9d2da597eb40aa99","observation_id":"a354a41c-d44b-4511-8ac8-ecc03ef670cf","resolution":{"observed_at":"2026-07-08T10:24:51.034593Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:51.036858Z","title":"2013 IEEE Grenoble Conference , pages=","venue":null,"work_id":"b44ca962-7b28-4b93-a8d4-edbef76db4c0","year":2013},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":60,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:7c618c86d044c258ffc9ac2e2af1dc5d1aabf3573383f59e8b701a067df72d2e","observation_id":"1dca7eef-0d9a-4b52-af7a-ef3b062a13e6","resolution":{"observed_at":"2026-07-08T10:24:51.037937Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.981829Z","title":"50 Years of Integer Programming 1958-2008 , pages=","venue":null,"work_id":"0243e90d-57e3-4730-b29d-fa05c780ed61","year":1958},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":61,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:4e8efe21fbc06fce8ef5187c2f4a3cb966afa50e5d83e043753949fb5da36b45","observation_id":"2a672179-facf-44cd-93ab-c31eb8e32031","resolution":{"observed_at":"2026-07-08T10:24:50.982937Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.776511Z","title":"2011 , publisher=","venue":null,"work_id":"31bf9b18-ce12-442d-9295-dae8d461ebad","year":2011},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":62,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:2ba602480b9549bf56bd4d1859ff2391b2530a1b1919acf648e6047283dec7ba","observation_id":"a5a913b7-c8d8-4e6d-9d50-73d99ef85b65","resolution":{"observed_at":"2026-07-08T10:24:50.777613Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.820861Z","title":"European Journal of Operational Research , volume=","venue":null,"work_id":"308eeda7-3538-411c-bcc4-1ff70a8184f9","year":1988},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":63,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:572945377728d6c31a5eaddfa5f8b0ce3787fbe764642abb5d6cf10b225d2b93","observation_id":"c13e718e-71f7-4172-87cd-a2a8d350c626","resolution":{"observed_at":"2026-07-08T10:24:50.822006Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.980201Z","title":"Numerical Nonsmooth Optimization , pages=","venue":null,"work_id":"11bfbd9b-6e8b-459b-bb55-568fd4b656fb","year":2020},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":64,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:96d4c328b41f1c39847b665267229be609e4284efa80b48ff23512ad466dc139","observation_id":"2a4a5c49-913a-4bff-b520-f72317178c9d","resolution":{"observed_at":"2026-07-08T10:24:50.981282Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.860267Z","title":"Power & Energy Society General Meeting, 2009","venue":null,"work_id":"76569c53-713a-4390-a604-5ce350e3eae5","year":2009},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":65,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:79394cd667f4b7cd762313b2f6f3dc3022485bf4b214f712c1bddfffcd21d026","observation_id":"05df7745-321d-4000-b618-8e41594958d4","resolution":{"observed_at":"2026-07-08T10:24:50.861468Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.789783Z","title":"2008 , publisher=","venue":null,"work_id":"0b2a705e-cb5c-4dfc-bce5-540768f63bf1","year":2008},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":66,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:b9ab1bc0008e4f1e5cfd050d1cee84b293d7d5d04ddbccb5c6e7bef6d82e86fa","observation_id":"7f6a4ba9-e244-44d0-bfe9-1fd4ceed7bfe","resolution":{"observed_at":"2026-07-08T10:24:50.790813Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.973608Z","title":"2004 , publisher=","venue":null,"work_id":"aa945895-5620-412b-b3c8-3bcda06ac366","year":2004},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":67,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:c61239b4b2953f1bb86f9689a5ba59a697e840162f929f7b604a9f8c3a0dd2a4","observation_id":"759ff704-8a70-46b7-b633-4c2fdc37a6ca","resolution":{"observed_at":"2026-07-08T10:24:50.974759Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.944100Z","title":"Energy Economics , year=","venue":null,"work_id":"17b926f8-5922-4a00-8c5a-d2dbce549787","year":null},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":68,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:efde18af2c9d72ad9c21aabbd3b03b47d3fc0a308f1a01f25239d78bdce9ef32","observation_id":"cf9fbefb-cf45-4b67-933b-6028bd642904","resolution":{"observed_at":"2026-07-08T10:24:50.945243Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.863819Z","title":"IEEE Transactions on Power Systems , volume=","venue":null,"work_id":"8e1163f5-3849-4175-85e7-3fdb0bd4321f","year":2022},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":69,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:c5126e812b9d216fd4870d8ac8c2ab77ecc672854f64260f1d096299c5495b4a","observation_id":"a787315e-0752-4499-ad8e-0cd49d103f37","resolution":{"observed_at":"2026-07-08T10:24:50.864930Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.867541Z","title":"2024 , journal=","venue":null,"work_id":"f59d9619-f10c-464d-8879-ef08903d56c4","year":2024},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":70,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:ba24b2bb65287acb268ffa8c9e4981b4c006094667f6f38bb094482fc527f542","observation_id":"92fd20df-0baf-4ae1-87a5-c268a922f4f6","resolution":{"observed_at":"2026-07-08T10:24:50.868596Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.779985Z","title":"2016 , url =","venue":null,"work_id":"c5da2ac1-9d93-40f0-8c43-fb6acb149027","year":2016},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":71,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:6c92d495906702060ae116c635c69fd3dd2ec2a4dbc566bff29cb6ef1d89b231","observation_id":"e15b7f0d-ad26-4f44-9bca-d17c8ba158de","resolution":{"observed_at":"2026-07-08T10:24:50.781071Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.978566Z","title":"2024 , publisher=","venue":null,"work_id":"73b3b5ce-51bb-43b9-b93e-03c2c3f4f7fa","year":2024},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":72,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:fb167d7ccfb22e6cb51ce0eb6bd2886d49594050a1ed658a02fbbbfe2f1390c8","observation_id":"86d98d8b-cae5-44f8-a1e1-2e68ab78fb4b","resolution":{"observed_at":"2026-07-08T10:24:50.979685Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.988487Z","title":"IEEE Transactions on Power Systems , volume=","venue":null,"work_id":"289c49b8-daa0-48ed-8488-0ff55c51f079","year":2023},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":73,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:3612068f42682894403ea9d535c806efd8b03a4f06cf15932e006cdd7bd4c503","observation_id":"53572380-383c-4839-8477-cec1cbae69a7","resolution":{"observed_at":"2026-07-08T10:24:50.989579Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.986888Z","title":null,"venue":null,"work_id":"72e45545-9020-4880-9143-f8d2d96762fc","year":null},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":74,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:4ac19a4a9b1926d8263bae7a9102fe3b6f4f510883315af7e21734043b71c0f5","observation_id":"65c3e646-923d-4f50-9b30-cdb7290a5317","resolution":{"observed_at":"2026-07-08T10:24:50.987924Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:51.026830Z","title":"The Rand Journal of Economics , pages=","venue":null,"work_id":"f0d77733-54cc-43af-b720-12fb1170edc3","year":1984},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":75,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:fe233701d6cf50d25e9579490cf898a8a13cd0b6b374211d3ffcac70917254a7","observation_id":"d621e9ab-1bab-45c3-9938-a8811d7d32d0","resolution":{"observed_at":"2026-07-08T10:24:51.027933Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.786618Z","title":"1971 , publisher=","venue":null,"work_id":"b712e40a-0563-478d-be7f-ad9e6bbd7804","year":1971},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":76,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:b85461a87a2378b7812567a5e943466bc61050c63133c639cb3f5c769791b7bf","observation_id":"a8da8abf-907d-4025-b56a-dc61a19dd4c4","resolution":{"observed_at":"2026-07-08T10:24:50.787667Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.802504Z","title":"1959 , publisher=","venue":null,"work_id":"391382c4-f860-44be-99bd-9fc5186c96ce","year":1959},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":77,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:19f743f66e8e3c2e29ad5afc82a83c4527def43838028976c87e303e0ccccbff","observation_id":"bdbda78a-3041-4ece-b59d-2f02afafa93f","resolution":{"observed_at":"2026-07-08T10:24:50.804076Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:51.025166Z","title":"1937 , journal=","venue":null,"work_id":"8479ee5e-c352-4adb-912d-cb135339ac41","year":1937},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":78,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:6963edf06fe057c56c10efd1efb4f0058c6f4037a46832cb6ae1d54f379df2cd","observation_id":"a33b710e-4531-40af-acf1-dda589682ec3","resolution":{"observed_at":"2026-07-08T10:24:51.026232Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:51.031842Z","title":"1988 , publisher=","venue":null,"work_id":"095e462e-7768-4dd8-af6a-d8fe6e86e172","year":1988},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":79,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:b714934890a76ea64cdbbea205ab8ef0304895f653eb93b722f098706114a055","observation_id":"21a58b88-eebb-4afa-860e-f0a852da6dcf","resolution":{"observed_at":"2026-07-08T10:24:51.032976Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:51.038483Z","title":"Handbook on Electricity Markets , pages=","venue":null,"work_id":"4d8c9d5b-a583-4f5f-ab96-a658e681baed","year":2021},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":80,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:a7e20b498c66d83738207bb65746d1fe9ddcc83080070bce422abbfe03ab00ee","observation_id":"c50454e2-40e9-42b2-bb91-e1f727fc4504","resolution":{"observed_at":"2026-07-08T10:24:51.039586Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:51.045189Z","title":"2015 , publisher=","venue":null,"work_id":"95f746d8-8735-4381-9f6e-206d4b1dcc58","year":2015},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":81,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:6a4fc50470af34dd788227c542ed31728e9c3378392ba9d4405d53a227178c83","observation_id":"db719691-be95-4288-879f-a7e9a74f04de","resolution":{"observed_at":"2026-07-08T10:24:51.046257Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.983491Z","title":"Nature Energy , volume=","venue":null,"work_id":"20085ff2-85ef-4358-91bc-d741724256b0","year":2017},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":82,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:84b89c482853f0a7a1f6557b798724547754a33764cecffd086fd5fe71fc46d8","observation_id":"eac41abc-51ac-42f4-a8fb-2ba1c1002b71","resolution":{"observed_at":"2026-07-08T10:24:50.984629Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.985198Z","title":"Handbook on Electricity Markets , pages=","venue":null,"work_id":"4ddc5b8a-3784-415a-865b-cc28af7fdb38","year":2021},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":83,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:7dd9e0a5e65f7f822c797642d01ed8b718efc6563ae28098abd502b90e8b793b","observation_id":"0ee5e6d0-7fe7-4e4b-8bdf-54b7a487e2ab","resolution":{"observed_at":"2026-07-08T10:24:50.986346Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.819174Z","title":"Econometrica , volume=","venue":null,"work_id":"94b1bd2c-b5c6-4659-bf44-1c4f2e28fbd3","year":2002},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":84,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:c364ac0521bfd15a63c0af1127e34c925266773ca648b869c513af2c995e0b77","observation_id":"c67f6891-a20c-41b6-b612-0c458b4f7140","resolution":{"observed_at":"2026-07-08T10:24:50.820263Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:51.059633Z","title":"International Journal of Industrial Organization , volume=","venue":null,"work_id":"0dd30d33-0744-4b8a-a447-784f8693ea50","year":2023},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":85,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:379a0ae4b430be9da467baee2a8d5f8c6dd8f6e2643e3ff2202944869c37d8c5","observation_id":"98f4a1ee-5a77-4bd9-a47f-879df68b968b","resolution":{"observed_at":"2026-07-08T10:24:51.061331Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:51.013178Z","title":"Oxford Review of Economic Policy , volume=","venue":null,"work_id":"28bda45e-7f29-43a2-9bed-cb7a4b5a40d5","year":2017},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":86,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:f04a9ed4e41418d1ced1d5baab942af5cf7c4390fe40b9e490da5662141f0db8","observation_id":"2646a373-44cb-4487-8752-6cda87d48ae1","resolution":{"observed_at":"2026-07-08T10:24:51.014357Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:51.014912Z","title":"Regulation , volume=","venue":null,"work_id":"9889d123-1fd3-4226-987d-91f47ab332e5","year":2000},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":87,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:9b9006af53e215b577039e0d839af906568f8ef828506cb31f8911a18905a3db","observation_id":"2ccd6ff5-3f9b-4d67-8014-22f7939f1ff2","resolution":{"observed_at":"2026-07-08T10:24:51.016233Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.885825Z","title":"Economica , volume=","venue":null,"work_id":"d4ebefca-bf09-4010-97a4-e8441100b298","year":1946},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":88,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:b6d81754cf0725971ac279da78365497f8acc4fb7ebd307b2691a7a7b0586338","observation_id":"ab152ccb-74a9-4695-9e34-20348c300641","resolution":{"observed_at":"2026-07-08T10:24:50.886858Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.862023Z","title":"Sepope, May , volume=","venue":null,"work_id":"30eef4d1-5894-442f-ad5b-924e56b833eb","year":null},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":89,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:b57e6ea87b85623ca1e354b5bd5a08ecee0ed4d104f979f1ac0642b9238b3ece","observation_id":"ecb6db6c-d441-4d65-99ba-aae285160691","resolution":{"observed_at":"2026-07-08T10:24:50.863217Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:51.009746Z","title":"The electricity journal , volume=","venue":null,"work_id":"198af634-3121-41c8-a060-9a355cd16453","year":2001},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":90,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:3237d47ae757a06a70abf129e1522e460f332c690c1702192642920292c0a66f","observation_id":"2d761c36-b485-4f70-8c8d-01748512992c","resolution":{"observed_at":"2026-07-08T10:24:51.010847Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.841905Z","title":"IEEE Transactions on Power Systems , volume=","venue":null,"work_id":"5ba2e3f1-0cfb-4dfa-90fd-ec5e75d075fa","year":2021},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":91,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:a67325eb34c4b97d28722b430fe8398e67733cb037d3e3ec3eb73a6f10a339f8","observation_id":"f6aa1096-9d0e-4b62-bcc5-c542e1523ac2","resolution":{"observed_at":"2026-07-08T10:24:50.842958Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.833470Z","title":"IEEE transactions on power systems , volume=","venue":null,"work_id":"b8713d1d-d8d4-4781-9367-2583dc863a1b","year":2006},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":92,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:5534052e65f9c35edf7e66673b4b960bf518f60e47f024ef2e7a640344821514","observation_id":"2bc2c485-c00c-4e08-97dd-9e2388b79a15","resolution":{"observed_at":"2026-07-08T10:24:50.834550Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:51.008005Z","title":"IEEE Transactions on Power Systems , volume=","venue":null,"work_id":"541fbea1-cbcd-4831-907f-2da87e25ce63","year":2015},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":93,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:cd4248e43bbfc6156b2dec4e45e569d938000d3c5f343934958cbfbb3c1eadf1","observation_id":"c66f4b64-7e60-4a46-9a9d-a487f14d3095","resolution":{"observed_at":"2026-07-08T10:24:51.009174Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:51.011447Z","title":"2009 , publisher=","venue":null,"work_id":"e6e81a68-316c-49ca-98d5-7dfaaba67915","year":1958},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":94,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:adf35b7b297720286439899710d0611302895354dc37929ec92323daf284b0a1","observation_id":"02b6af64-2741-433c-8b5d-751666bee801","resolution":{"observed_at":"2026-07-08T10:24:51.012558Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:51.016817Z","title":"SIAM review , volume=","venue":null,"work_id":"dfc05197-4d69-4e85-9132-193e224ef51a","year":1996},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":95,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:2c14c8e9c2caa758ed4acf455cf91d8e6ac4bda75e5be8c352d3635c53cfc4bc","observation_id":"70e3cde1-2a3e-4fda-bba8-534fd65ed689","resolution":{"observed_at":"2026-07-08T10:24:51.017876Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:51.057321Z","title":"Communications, Computation, Control, and Signal Processing , pages=","venue":null,"work_id":"4afc6f25-ec64-462c-8892-c4df1dc74f19","year":1997},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":96,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:99519eb107d2a3db0a90143fedc1e28e26069d9cb59624a9aca50618f311fc6a","observation_id":"dff8d55b-c77c-4f6e-940d-09d5313dbf86","resolution":{"observed_at":"2026-07-08T10:24:51.058846Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.975319Z","title":"Discrete Applied Mathematics , volume=","venue":null,"work_id":"227223a4-e1a7-4713-a0cc-490da2e568cf","year":1998},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":97,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:8aa05165b2c108fdb3159484e0df9200e714655fba90bafdbe93e60356c066f5","observation_id":"3edf4757-a408-4199-8bda-99e9134a1eaf","resolution":{"observed_at":"2026-07-08T10:24:50.976462Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-10T06:36:52.731120Z","title":"2004 , publisher=","venue":null,"work_id":"5fa9cf49-1090-4df1-9792-4dad5cc16fa0","year":2004},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":98,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:a63d90eacb3ed50efff60e33d0f702e2b05dfc0e946ac748ed7b409664a0857b","observation_id":"eb61c7bf-0ea4-4d9c-935c-d4b906b4e38c","resolution":{"observed_at":"2026-07-08T10:24:51.000308Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:51.002713Z","title":"Advances in Convex Analysis and Global Optimization , pages=","venue":null,"work_id":"bf4bba27-9f64-4ee4-bd59-207c740df957","year":2001},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":99,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:1f89eca3fe7427da55234af5bd9f14e5701e23c277b0d18d2d34fc9d982e30f7","observation_id":"8f35c63c-c68c-44a2-9424-af4cc657e62e","resolution":{"observed_at":"2026-07-08T10:24:51.003938Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-07-08T10:24:50.890929Z","title":"Computational combinatorial optimization , pages=","venue":null,"work_id":"efc68e7d-b8f8-4598-9154-39cb1e9904f7","year":2001},"citing_paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?","version":1},"reference_index":100,"source":"arxiv_source","source_observed_at":"2026-07-08T10:17:30.425266Z"},"links":{"citing_paper":"/paper/2607.06316"},"observation_digest":"sha256:34fc4d5af03069da377e12050cd5c574e6a5f41c2a1f5fcf8cba4d761f96965d","observation_id":"53371aab-ca8b-4316-83cd-6c43e9e4444c","resolution":{"observed_at":"2026-07-08T10:24:50.892009Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}}],"paper":{"arxiv_id":"2607.06316","last_updated":"2026-07-07T14:17:36Z","latest_version":1,"primary_category":"math.OC","snapshot_observed_at":"2026-08-17T14:13:33.732218Z","submitted_at":"2026-07-07T14:17:36Z","title":"Does Financial Trading Smooth Non-Convex Markets?"},"reference_resolution":{"displayed":100,"state_counts":{"malformed_identifier":0,"metadata_mismatch":2,"parse_uncertain":0,"unresolved":2,"verified_exact":1,"verified_fuzzy":95},"total_outbound_references":181},"refusal":"A citation records a reference. It does not transfer a finding from one paper to another.","schema":"pith.paper-citation-record.v1","standing_sources":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"thesis":"As of 17 August 2026, this Paper Citation Record lists 100 of 181 outbound references and 0 inbound Pith citation observations for arXiv:2607.06316."}