Research classified by Journal of Economic Literature (JEL) codes

2015

• Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15015, Feb.
• Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15015r, Feb, revised Jun 2015.
• Antoine Kornprobst & Raphael Douady, 2015, "A Practical Approach to Financial Crisis Indicators Based on Random Matrices," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15049, Jun.
• Philippe Bich & Rida Laraki, 2015, "Abstract Economies with Endogenous Sharing Rules," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15058, Jun.
• Matthieu Garcin & Clément Goulet, 2015, "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15086r, Sep, revised Jul 2016.
• Matthieu Garcin & Clément Goulet, 2015, "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15086rr, Sep, revised Feb 2017.
• Mark Setterfield, 2015, "Heterodox economics, social ontology, and the use of mathematics," Working Papers, New School for Social Research, Department of Economics, number 1503, Mar, revised May 2015.
• Barnett, William A. & Chen, Guo, 2015, "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," Foundations and Trends(R) in Econometrics, now publishers, volume 8, issue 1-2, pages 1-144, September, DOI: 10.1561/0800000026.
• Yingying Li & Per A. Mykland, 2015, "Rounding Errors and Volatility Estimation," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 478-504.
• Poitras, Geoffrey & Heaney, John, 2015, "Classical Ergodicity and Modern Portfolio Theory," MPRA Paper, University Library of Munich, Germany, number 113952.
• Kim, Minseong, 2015, "Dimensional Analysis of Production and Utility Functions in Economics," MPRA Paper, University Library of Munich, Germany, number 61147, Jan.
• Zhou, Richard, 2015, "Modeling Path Dependent Counterparty Credit Risk," MPRA Paper, University Library of Munich, Germany, number 61354, Jan.
• Albers, Scott & Albers, Andrew, 2015, "On the mathematic prediction of economic and social crises: toward a harmonic interpretation of the Kondratiev Wave, revised and corrected, with a new appendix, February 12, 2015," MPRA Paper, University Library of Munich, Germany, number 62118, Feb.
• Bell, Peter N, 2015, "Mineral exploration as a game of chance," MPRA Paper, University Library of Munich, Germany, number 62159, Feb.
• Il'ina, Nadezhda & Menyaylo, Yuliya, 2015, "Системы Массового Обслуживания На Примере Модели Супермаркета
  [Queuing system on the model of the supermarket]," MPRA Paper, University Library of Munich, Germany, number 64014, Apr.
• Burmistrova, Natalya & Kireeva, Elena & Stelmakhov, Daniil, 2015, "Математическая Модель Коэффициента Эластичности В Анализе Ценовой Политики
  [Mathematical model of the coefficient of elasticity in the analysis of pricing policy]," MPRA Paper, University Library of Munich, Germany, number 64064, Apr.
• Il'ina, Nadezhda & Bahaev, Andrey, 2015, "Модели Управления Запасами В Экономике
  [Models of the inventory management in the economy]," MPRA Paper, University Library of Munich, Germany, number 64065, Apr.
• Aleksenko, Natalia & Kovcheg, Anastasiya & Kosykh, Victoriya, 2015, "Эконометрическое Моделирование Финансового Рынка
  [Econometric modelling of financial market]," MPRA Paper, University Library of Munich, Germany, number 64082, Apr.
• Aleksenko, Natalia & Eprikov, Ivan & Khorzova, Yana, 2015, "Непрерывное Начисление Процентов. Эквивалентные Ставки
  [Continuous accrued interest. Equivalent rates]," MPRA Paper, University Library of Munich, Germany, number 64083, Apr.
• Aleksenko, Natalia & Hlyanova, Yulia, 2015, "Исследование Эффективности Производства С Помощью Производной
  [Investigation of production efficiency through derivative]," MPRA Paper, University Library of Munich, Germany, number 64084, Apr.
• Aleksenko, Natalia & Lapina, Alena & Prosolova, Anastasiya, 2015, "Расчет потребительских кредитов с использованием Excel
  [Calculation of consumer loans with the use of Excel]," MPRA Paper, University Library of Munich, Germany, number 64085, Apr.
• Albers, Scott, 2015, "An attitude of complexity: thirteen essays on the nature and construction of reality under the challenge of Zeno's Paradox," MPRA Paper, University Library of Munich, Germany, number 64618, May.
• Dietrich, Franz & List, Christian, 2015, "Reason-based choice and context-dependence: An explanatory framework," MPRA Paper, University Library of Munich, Germany, number 64666, May.
• Harin, Alexander, 2015, "Is Prelec’s function discontinuous at p = 1? (for the Einhorn Award of SJDM)," MPRA Paper, University Library of Munich, Germany, number 64672, May.
• Liu, Fengquan, 2015, "The Whole Economy Approach of the Input-Output Model," MPRA Paper, University Library of Munich, Germany, number 64746, Mar.
• Yang, Yingrui, 2015, "Gauge field theory of market dynamics: Toward a solution of the "man vs. men" dilemma," MPRA Paper, University Library of Munich, Germany, number 65015, Apr, revised 11 Jun 2015.
• Ajevskis, Viktors, 2015, "An exchange rate target zone model with a terminal condition and mean-reverting fundamentals," MPRA Paper, University Library of Munich, Germany, number 65078, Jun.
• Yang, Yingrui, 2015, "Gauge field theory of market dynamics: Toward a solution of the "man vs. men" dilemma," MPRA Paper, University Library of Munich, Germany, number 65274, Jun, revised Jun 2015.
• Situngkir, Hokky, 2015, "Indonesia embraces the Data Science," MPRA Paper, University Library of Munich, Germany, number 66048, Aug.
• Glötzl, Erhard, 2015, "Why and How to overcome General Equilibrium Theory," MPRA Paper, University Library of Munich, Germany, number 66265, Mar.
• Li, Hua & Bai, Zhi Dong & Wong, Wing Keung, 2015, "High dimensional Global Minimum Variance Portfolio," MPRA Paper, University Library of Munich, Germany, number 66284, Aug.
• Cornillier, Fabien & Charles, Vincent, 2015, "Measuring the attractiveness of academic journals: A direct influence aggregation model," MPRA Paper, University Library of Munich, Germany, number 66556, Mar.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015, "Wave function in economics," MPRA Paper, University Library of Munich, Germany, number 66577, Sep.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015, "Quantum microeconomics theory," MPRA Paper, University Library of Munich, Germany, number 66983, Sep.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015, "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 67470, Oct.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015, "Multivector strategy vs quantum strategy by Apple Inc," MPRA Paper, University Library of Munich, Germany, number 68515, Dec.
• KIKOMBA KAHUNGU, Michaël & OKITONYUMBE Y.F, Joseph & MABELA MAKENGO MATENDO, Rostin & NKUSU NDONGALA, Alexandre & M. NGOIE, Ruffin-Benoît & MAKENGO MBAMBALU, Fréderic, 2015, "Simultaneous optimization: sectorization and congolese air traffic assignment by the method of preferential reference of dominance," MPRA Paper, University Library of Munich, Germany, number 68562, Sep, revised Nov 2015.
• Gharyeni, Abdellatif, 2015, "Dette Extérieure, Croissance Économique et Crises dans Les Pays En Développement : Un Bref Aperçu Théorique, Historique et Statistique
  [External Debt, Economic Growth and Crisis in Developing Countries: A brief Theoretical, Historical and Statisti," MPRA Paper, University Library of Munich, Germany, number 69244, Mar, revised 04 Feb 2106.
• Vlad, Mihaela Cristina & Nitu, Mihaela, 2015, "Designing a mathematical model to optimize the size activities in the production plan for SC RENTEA SRL," MPRA Paper, University Library of Munich, Germany, number 69380, Nov.
• Giandomenico, Rossano, 2015, "Financial Methods: A Quantitative Approach," MPRA Paper, University Library of Munich, Germany, number 71919, Oct.
• Wieland, Thomas, 2015, "Nahversorgung im Kontext raumökonomischer Entwicklungen im Lebensmitteleinzelhandel: Konzeption und Durchführung einer GIS-gestützten Analyse der Strukturen des Lebensmitteleinzelhandels und der Nahversorgung in Freiburg im Breisgau
  [Local retail ," MPRA Paper, University Library of Munich, Germany, number 77145.
• Coleman, Charles, 2015, "SAS® Macros for Constraining Arrays of Numbers," MPRA Paper, University Library of Munich, Germany, number 77650, Sep.
• Пигнастый, Олег & Заруба, Виктор & Ходусов, Валерий, 2015, "Моделирование Движения Предмета Труда По Технологическому Маршруту В Двухкоординатном Описании
  [Simulation of the motion of the subject of labour on a technological route in the description of the two coordinates]," MPRA Paper, University Library of Munich, Germany, number 93150, Nov, revised 14 Nov 2015.
• Пигнастый, Олег, 2015, "Обзор Моделей Управляемых Производственных Процессов Поточных Линий Производственных Систем
  [Overview of models of controlled production processes of production line production lines]," MPRA Paper, University Library of Munich, Germany, number 93413, Mar, revised 04 Mar 2015.
• Пигнастый, Олег, 2015, "О Выводе Кинетического Уравнения Производственного Процесса
  [Derivation of kinetic equations of the production process]," MPRA Paper, University Library of Munich, Germany, number 93529, Aug, revised 07 Aug 2015.
• Пигнастый, Олег & Ходусов, Валерий, 2015, "Использование Кинетической Теории Для Исследования Колебаний Потоковых Параметров Производственной Линии
  [Using the kinetic theory for the study of vibrations streaming parameters of the production line]," MPRA Paper, University Library of Munich, Germany, number 93657, Jun, revised 09 Jun 2015.
• Pavel Sirůček, 2015, "Half-Forgotten Personalities of Economic Thought - A. A. Cournot
  [Polozapomenuté postavy ekonomického myšlení - A. A. Cournot]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2015, issue 3, pages 67-75, DOI: 10.18267/j.aop.477.
• Kristýna Vltavská & Jaroslav Sixta, 2015, "A Historical View on the Development of Czech Economy from 1970," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 1, pages 105-122, DOI: 10.18267/j.pep.503.
• Jitka Poměnková & Roman Maršálek, 2015, "Empirical Evidence of Ideal Filter Approximation: Peripheral and Selected EU Countries Application," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 5, pages 485-502, DOI: 10.18267/j.pep.512.
• Agnieszka Lipieta, 2015, "Producers’ Adjustment Trajectories Resulting in Equilibrium in the Economy with Linear Consumption Sets," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 7, issue 4, pages 187-204, December.
• William Barnett & Guo Chen, 2015, "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," Studies in Applied Economics, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise, number 32, Apr.
• Mateescu, George Daniel, 2015, "Analiza Datelor Statistice Prin Serii Fourier," Studii Economice, Institutul National de Cercetari Economice (INCE), number 151025, Oct.
• Schatteles, Tiberiu, 2015, "Studiul economiei, sinteza unei aventuri," Studii Economice, Institutul National de Cercetari Economice (INCE), number 151211, Dec.
• R. REYTIER & A. Blanes & Q. Gaucher & S. Thiam & P. Debled, 2015, "Behavior of Covariance Matrices with Equi-Correlation Approach," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2805027, Oct.
• Concepción González-Concepción & María Candelaria Gil-Fariña & Celina Pestano-Gabino, 2015, "A dynamic analysis of relevant variables in the Spanish economy using decomposition data series with Daubechies wavelets," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3104993, Nov.
• Katarzyna Mroczek & Andrzej Nowosad & Tomasz Tokarski, 2015, "Oddziaływanie efektu grawitacyjnego na zróżnicowanie wydajności pracy w krajach bałkańskich," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 15-53.
• Katarzyna Filipowicz & Tomasz Tokarski & Mariusz Trojak, 2015, "Złote reguły akumulacji kapitału w grawitacyjnym modelu wzrostu gospodarczego," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 27-47.
• Yeongjun Yeo & Dongnyok Shim & Jeong-Dong Lee & Jorn Altmann, 2015, "Driving Forces of CO2 Emissions in Emerging Countries: LMDI Decomposition Analysis on China and India’s Residential Sector," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2015128, Dec, revised Dec 2015.
• K. Velupillai, 2015, "de Finetti’s theory of probability and its Jaynesian critique," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 32, issue 1, pages 85-95, April, DOI: 10.1007/s40888-015-0005-z.
• Martín Egozcue & Xu Guo & Wing-Keung Wong, 2015, "Optimal output for the regret-averse competitive firm under price uncertainty," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 5, issue 2, pages 279-295, December, DOI: 10.1007/s40822-015-0030-9.
• Philipp Mayer & Natalie Packham & Wolfgang Schmidt, 2015, "Static hedging under maturity mismatch," Finance and Stochastics, Springer, volume 19, issue 3, pages 509-539, July, DOI: 10.1007/s00780-014-0254-7.
• Roman Ivanov, 2015, "The distribution of the maximum of a variance gamma process and path-dependent option pricing," Finance and Stochastics, Springer, volume 19, issue 4, pages 979-993, October, DOI: 10.1007/s00780-015-0277-8.
• Hideaki Aoyama & Hiroshi Iyetomi & Hiroshi Yoshikawa, 2015, "Equilibrium distribution of labor productivity: a theoretical model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 10, issue 1, pages 57-66, April, DOI: 10.1007/s11403-013-0118-9.
• Somayeh Koohborfardhaghighi & Jörn Altmann, 2015, "A Network Formation Model for Social Object Networks," Springer Books, Springer, in: Zhenji Zhang & Zuojun Max Shen & Juliang Zhang & Runtong Zhang, "Liss 2014", DOI: 10.1007/978-3-662-43871-8_89.
• Andreas Ortmann & Leonidas Spiliopoulos, 2015, "The beauty of simplicity? (Simple) heuristics and the opportunities yet to be realized," Discussion Papers, School of Economics, The University of New South Wales, number 2015-25, Oct.
• Bruno de Borger & Ismir Mulalic & Jan Rouwendal, 2015, "Measuring the Rebound Effect with Micro Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-039/VIII, Mar.
• Samuel BATES & Valérie ANGEON, 2015, "Promoting The Sustainable Development Of Small Island Developing States: Insights From Vulnerability And Resilience Analysis," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 42, pages 15-29.
• Andrés Fernández Díaz, 2015, "Chaos and Fractal Impact on Economics
  [El impacto en la ciencia económica de la teoría del caos y de los fractales: Teoría y aplicaciones]," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, number 15-02, Feb.
• Turkeli, Serdar & Kemp, Rene, 2015, "Effective research and innovation (R&I) policy in the EU-28: A causal and configurational analysis of political governance determinants," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2015-023.
• Loreno Cecconi, 2015, "Using Pollutant and not-Pollutant Capital into a dynamic analysis of Environment-Economic integrated models: a critical approach," Department of Economics University of Siena, Department of Economics, University of Siena, number 713, Jul.
• John Bryant, 2015, "Entropy Man," Books, Economic Consultancy, Vocat International, number em2015, edition 0, ISBN: ARRAY(0x99c35368), July.
• John Bryant, 2015, "Entropy Man, Chapter 1 Setting the Entropy Scene," Working Papers, Economic Consultancy, Vocat International, number em201501, Mar.
• John Bryant, 2015, "Entropy Man, Chapter 2 A Short History of Human Development," Working Papers, Economic Consultancy, Vocat International, number em201502, Mar.
• John Bryant, 2015, "Entropy Man, Chapter 3 Connecting to Economic Value," Working Papers, Economic Consultancy, Vocat International, number em201503, Mar.
• John Bryant, 2015, "Entropy Man, Chapter 4 Economic Stocks and Flows," Working Papers, Economic Consultancy, Vocat International, number em201504, Mar.
• John Bryant, 2015, "Entropy Man, Chapter 5 Production and Consumption," Working Papers, Economic Consultancy, Vocat International, number em201505, Mar.
• John Bryant, 2015, "Entropy Man, Chapter 6 Money," Working Papers, Economic Consultancy, Vocat International, number em201506, Mar.
• John Bryant, 2015, "Entropy Man, Chapter 7 Labour and Unemployment," Working Papers, Economic Consultancy, Vocat International, number em201507, Mar.
• John Bryant, 2015, "Entropy Man, Chapter 8 Resource Dynamics and the Economy," Working Papers, Economic Consultancy, Vocat International, number em201508, Mar.
• John Bryant, 2015, "Entropy Man, Chapter 9 Non-renewable Resources," Working Papers, Economic Consultancy, Vocat International, number em201509, Mar.
• John Bryant, 2015, "Entropy Man, Chapter 10 Renewable Resources," Working Papers, Economic Consultancy, Vocat International, number em201510, Mar.
• John Bryant, 2015, "Entropy Man, Chapter 11 The Atmosphere, Oceans and Cryosphere," Working Papers, Economic Consultancy, Vocat International, number em201511, Mar.
• John Bryant, 2015, "Entropy Man, Chapter 12 Economics, Entropy and a Sustainable World," Working Papers, Economic Consultancy, Vocat International, number em201512, Mar.
• Piasecki Krzysztof & Siwek Joanna, 2015, "Behavioural Present Value Defined as Fuzzy Number – a New Approach," Folia Oeconomica Stetinensia, Sciendo, volume 15, issue 2, pages 27-41, December, DOI: 10.1515/foli-2015-0033.
• Tomasz Kopczewski, 2015, "Think not calculate! Implementation of Felix Klein postulates in economic education with CAS software," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2015-38.
• Minqiang Li & Fabio Mercurio, 2015, "Analytic Approximation of Finite‐Maturity Timer Option Prices," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 3, pages 245-273, March.
• Minqiang Li, 2015, "Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 6, pages 582-595, June.
• Sharif Mozumder & Ghulam Sorwar & Kevin Dowd, 2015, "Revisiting variance gamma pricing: An application to S&P500 index options," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 1-24, DOI: 10.1142/S242478631550022X.
• Ryle S. Perera, 2015, "Dynamic asset allocation for a bank under CRRA and HARA framework," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 1-19, DOI: 10.1142/S2424786315500310.
• Gunter H Meyer, 2015, "The Time-Discrete Method of Lines for Options and Bonds:A PDE Approach," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9292, ISBN: ARRAY(0x60a0bc60), September.
• Gunter H. Meyer, 2015, "Comments on the Pricing Equations in Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "THE TIME-DISCRETE METHOD OF LINES FOR OPTIONS AND BONDS A PDE Approach".
• Gunter H. Meyer, 2015, "The Method of Lines (MOL) for the Diffusion Equation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "THE TIME-DISCRETE METHOD OF LINES FOR OPTIONS AND BONDS A PDE Approach".
• Gunter H. Meyer, 2015, "The Riccati Transformation Method for Linear Two Point Boundary Value Problems," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "THE TIME-DISCRETE METHOD OF LINES FOR OPTIONS AND BONDS A PDE Approach".
• Gunter H. Meyer, 2015, "European Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "THE TIME-DISCRETE METHOD OF LINES FOR OPTIONS AND BONDS A PDE Approach".
• Gunter H. Meyer, 2015, "American Puts and Calls," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "THE TIME-DISCRETE METHOD OF LINES FOR OPTIONS AND BONDS A PDE Approach".
• Gunter H. Meyer, 2015, "Bonds and Options for One-Factor Interest Rate Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "THE TIME-DISCRETE METHOD OF LINES FOR OPTIONS AND BONDS A PDE Approach".
• Gunter H. Meyer, 2015, "Two-Dimensional Diffusion Problems in Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "THE TIME-DISCRETE METHOD OF LINES FOR OPTIONS AND BONDS A PDE Approach".
• Franke, Rainer & Yanovski, Boyan, 2015, "On the long-run equilibrium value of Tobin's average Q," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 49.
• Ben-Haim, Yakov & Demertzis, Maria, 2015, "Decision making in times of Knightian uncertainty: An info-gap perspective," Economics Discussion Papers, Kiel Institute for the World Economy, number 2015-42.
• Kreuchauff, Florian & Korzinov, Vladimir, 2015, "A patent search strategy based on machine learning for the emerging field of service robotics," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 71, DOI: 10.5445/IR/1000049790.

2014

• Luciana C. Fiorini & José A. Rodrigues-Neto, 2014, "Self-Consistency and Common Prior in Non-Partitional Knowledge Models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2014-621, Dec.
• Ragona, Maddalena & Albertazzi, Sergio & Nicolli, Francesco & Mazzanti, Massimiliano & Montini, Anna & Vitali, Giuliano & Canavari, Maurizio, 2014, "Alternative subsidy scenarios for different agricultural practices: A sustainability assessment using fuzzy multi-criteria analysis," 2014 Third Congress, June 25-27, 2014, Alghero, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 173095, DOI: 10.22004/ag.econ.173095.
• Piroli, Giuseppe & Rajcaniova, Miroslava & Ciaian, Pavel & Kancs, d'Artis, 2014, "From rise in B to fall in C? Global environmental impacts of biofuels," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia, European Association of Agricultural Economists, number 182804, Aug, DOI: 10.22004/ag.econ.182804.
• Noël Bonneuil & Raouf Boucekkine, 2014, "Longevity, Age-Structure, and Optimal Schooling," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1449, Nov.
• Riccardo LUCCHETTI & Claudia PIGINI, 2014, "A simple and effective misspecification test for the double-hurdle model," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 397, Jan.
• Thierry Roncalli, 2014, "Introduction to Risk Parity and Budgeting," Papers, arXiv.org, number 1403.1889, Mar.
• Tiziano De Angelis & Giorgio Ferrari & John Moriarty, 2014, "A Non Convex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries," Papers, arXiv.org, number 1405.2442, May, revised Nov 2014.
• Tiziano De Angelis & Salvatore Federico & Giorgio Ferrari, 2014, "Optimal Boundary Surface for Irreversible Investment with Stochastic Costs," Papers, arXiv.org, number 1406.4297, Jun, revised Jan 2017.
• Claudia Ceci & Katia Colaneri & Alessandra Cretarola, 2014, "Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization," Papers, arXiv.org, number 1406.6902, Jun.
• Anamaria Siclovan, 2014, "A Simple Model Used In Software Quality Evaluation For The Economic Applications," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 20.
• Farzad Alavi Fard, 2014, "Optimal Bid-Ask Spread in Limit-Order Books under Regime Switching Framework," Review of Economics & Finance, Better Advances Press, Canada, volume 4, pages 33-48, November.
• Michele Leonardo Bianchi & Frank J. Fabozzi & Svetlozar T. Rachev, 2014, "Calibrating the Italian smile with time-varying volatility and heavy-tailed models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 944, Jan.
• Michele Leonardo Bianchi, 2014, "Are the log-returns of Italian open-end mutual funds normally distributed? A risk assessment perspective," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 957, Apr.
• Luis Armando Galvis, 2014, "Eficiencia en el uso de los recursos del SGP: los casos de la salud y la educación," Documentos de trabajo sobre Economía Regional y Urbana, Banco de la Republica de Colombia, number 207, Aug, DOI: 10.32468/dtseru.207.
• de Angelis, Tiziano & Ferrari, Giorgio & Moriarty, John, 2016, "A non convex singular stochastic control problem and its related optimal stopping boundaries," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 508, Mar.
• de Angelis, Tiziano & Federico, Salvatore & Ferrari, Giorgio, 2016, "On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 509, Mar.
• Ferrari, Giorgio & Salminen, Paavo, 2016, "Irreversible Investment under Lévy Uncertainty: an Equation for the Optimal Boundary," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 530, Mar.
• Brezavšček Alenka & Baggia Alenka, 2014, "Optimization of a Call Centre Performance Using the Stochastic Queueing Models," Business Systems Research, Sciendo, volume 5, issue 3, pages 6-18, September, DOI: 10.2478/bsrj-2014-0016.
• Diego G. Fernández, 2014, "Reducción del ruido y predicción de series temporales de alta frecuencia mediante sistemas dinámicos no lineales y técnicas neurales," Documentos de trabajo, Banco Central del Uruguay, number 2014001.
• Angelo Antoci & Marcello Galeotti & Paolo Russu, 2014, "Global analysis and indeterminacy in a two-sector growth model with human capital," International Journal of Economic Theory, The International Society for Economic Theory, volume 10, issue 4, pages 313-338, December.
• Lapatinas Athanasios, 2014, "Understanding Voting Behaviour in Complex Political Systems," Mathematical Economics Letters, De Gruyter, volume 2, issue 3-4, pages 59-65, November, DOI: 10.1515/mel-2014-0001.
• Pierpaolo D'Urso & Marta Disegna & Riccardo Massari & Linda Osti, 2014, "Fuzzy segmentation in postmodern consumers," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS20, Sep.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2014, "Risk Measurement and Risk Modelling Using Applications of Vine Copulas," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/12, May.
• Badi H. Baltagi & Yin-Fang Yen, 2014, "Hospital Treatment Rates and Spillover Effects: Does Ownership Matter?," CESifo Working Paper Series, CESifo, number 4664.
• Carlos Medel, 2014, "The Typical Spectral Shape of An Economic Variable: A Visual Guide with 100 Examples," Working Papers Central Bank of Chile, Central Bank of Chile, number 719, Jan.
• Anamaria ŞICLOVAN, 2014, "An Evaluation Of The Quality Of The Ums Application In The University Of Bacău," Management Intercultural, Romanian Foundation for Business Intelligence, Editorial Department, issue 31, pages 313-318, November.
• T. Gudaitis & A. Fiori Maccioni, 2014, "Optimal Individual Choice of Contribution to Second Pillar Pension System in Lithuania," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201402.
• Rafael Serrano, 2014, "Dynamic programming for stochastic target problems, Viscosity solutions and hedging in markets with Portfolio constraints and large investors," Documentos de Trabajo, Universidad del Rosario, number 12233, Oct.
• Luis Armando Galvis, 2014, "Eficiencia en el uso de los recursos del SGP: los casos de la salud y la educación," Documentos de Trabajo Sobre Economía Regional y Urbana, Banco de la República, Economía Regional, number 12064, Aug, DOI: 10.32468/dtseru.207.
• Adel Alfonso Mendoza Mendoza & Tom�s Jos� Fontalvo Herrera & Delimiro Alberto Visbal Cadavid, 2014, "Optimización multiobjetivo en una cadena de suministro," Revista Ciencias Estratégicas, Universidad Pontificia Bolivariana.
• Hodgson, Robert & Cao, Jing, 2014, "Criteria for Accrediting Expert Wine Judges," Journal of Wine Economics, Cambridge University Press, volume 9, issue 1, pages 62-74, May.
• Gahramanov, Emin & Tang, Xueli, 2014, "Career interruptions: a neglected aspect of a neoclassical model," Working Papers, Deakin University, Department of Economics, number eco_2014_1, Jan.
• Gahramanov, Emin & Tang, Xueli, 2014, "Impatient in experiments, but patient in simulations: a challenge to a neoclassical model," Working Papers, Deakin University, Department of Economics, number eco_2014_2, Jan, DOI: 10.1111/1475-4932.12244.
• Lombardo, Giovanni & Uhlig, Harald, 2014, "A theory of pruning," Working Paper Series, European Central Bank, number 1696, Jul.
• Bondarev, Anton, 2014, "Endogenous specialization of heterogeneous innovative activities of firms under the technological spillovers," Journal of Economic Dynamics and Control, Elsevier, volume 38, issue C, pages 235-249, DOI: 10.1016/j.jedc.2013.10.002.
• Martinez-Jaramillo, Serafin & Alexandrova-Kabadjova, Biliana & Bravo-Benitez, Bernardo & Solórzano-Margain, Juan Pablo, 2014, "An empirical study of the Mexican banking system’s network and its implications for systemic risk," Journal of Economic Dynamics and Control, Elsevier, volume 40, issue C, pages 242-265, DOI: 10.1016/j.jedc.2014.01.009.
• Badescu, Alexandru & Elliott, Robert J. & Ortega, Juan-Pablo, 2014, "Quadratic hedging schemes for non-Gaussian GARCH models," Journal of Economic Dynamics and Control, Elsevier, volume 42, issue C, pages 13-32, DOI: 10.1016/j.jedc.2014.03.001.
• Tseng, Chao-Tang & Wu, Mei-Fang & Lin, Hong-Dar & Chiu, Yuan-Shyi Peter, 2014, "Solving a vendor–buyer integrated problem with rework and a specific multi-delivery policy by a two-phase algebraic approach," Economic Modelling, Elsevier, volume 36, issue C, pages 30-36, DOI: 10.1016/j.econmod.2013.09.013.
• Chiu, Yuan-Shyi Peter & Chang, Huei-Hsin, 2014, "Optimal run time for EPQ model with scrap, rework and stochastic breakdowns: A note," Economic Modelling, Elsevier, volume 37, issue C, pages 143-148, DOI: 10.1016/j.econmod.2013.11.006.
• Ciałowicz, Beata, 2014, "The phenomenon of equifinality in innovative development of the monetary private ownership economy —An axiomatic set-up," Economic Modelling, Elsevier, volume 38, issue C, pages 1-5, DOI: 10.1016/j.econmod.2013.11.026.
• Chiu, Yuan-Shyi Peter & Chen, Yung-Chung & Lin, Hong-Dar & Chang, Huei-Hsin, 2014, "Combining an improved multi-delivery policy into a single-producer multi-retailer integrated inventory system with scrap in production," Economic Modelling, Elsevier, volume 39, issue C, pages 163-167, DOI: 10.1016/j.econmod.2014.02.031.
• Lucchetti, Riccardo & Pigini, Claudia, 2014, "A simple and effective misspecification test for the double-hurdle model," Economics Letters, Elsevier, volume 123, issue 1, pages 75-78, DOI: 10.1016/j.econlet.2014.01.022.
• Walsh, D.M. & O'Sullivan, K. & Lee, W.T. & Devine, M.T., 2014, "When to invest in carbon capture and storage technology: A mathematical model," Energy Economics, Elsevier, volume 42, issue C, pages 219-225, DOI: 10.1016/j.eneco.2013.12.012.
• Lisi, Francesco & Nan, Fany, 2014, "Component estimation for electricity prices: Procedures and comparisons," Energy Economics, Elsevier, volume 44, issue C, pages 143-159, DOI: 10.1016/j.eneco.2014.03.018.
• Kobari, L. & Jaimungal, S. & Lawryshyn, Y., 2014, "A real options model to evaluate the effect of environmental policies on the oil sands rate of expansion," Energy Economics, Elsevier, volume 45, issue C, pages 155-165, DOI: 10.1016/j.eneco.2014.06.010.
• Lin, Chien-Chih, 2014, "Estimation accuracy of high–low spread estimator," Finance Research Letters, Elsevier, volume 11, issue 1, pages 54-62, DOI: 10.1016/j.frl.2013.05.004.
• Chen, Son-Nan & Chiang, Mi-Hsiu & Hsu, Pao-Peng & Li, Chang-Yi, 2014, "Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model," Finance Research Letters, Elsevier, volume 11, issue 2, pages 161-172, DOI: 10.1016/j.frl.2013.09.002.
• Leirvik, Thomas, 2014, "The bond–stock mix under time-varying interest rates and predictable stock returns," Finance Research Letters, Elsevier, volume 11, issue 3, pages 231-237, DOI: 10.1016/j.frl.2014.02.006.
• Cole, John A. & Cadogan, Godfrey, 2014, "Bankruptcy risk induced by career concerns of regulators," Finance Research Letters, Elsevier, volume 11, issue 3, pages 259-271, DOI: 10.1016/j.frl.2014.02.001.
• He, Lixia & English, Burton C. & De La Torre Ugarte, Daniel G. & Hodges, Donald G., 2014, "Woody biomass potential for energy feedstock in United States," Journal of Forest Economics, Elsevier, volume 20, issue 2, pages 174-191, DOI: 10.1016/j.jfe.2014.04.002.
• Hernandez, M. & Gómez, T. & Molina, J. & León, M.A. & Caballero, R., 2014, "Efficiency in forest management: A multiobjective harvest scheduling model," Journal of Forest Economics, Elsevier, volume 20, issue 3, pages 236-251, DOI: 10.1016/j.jfe.2014.06.002.
• Ceci, Claudia & Colaneri, Katia & Cretarola, Alessandra, 2014, "A benchmark approach to risk-minimization under partial information," Insurance: Mathematics and Economics, Elsevier, volume 55, issue C, pages 129-146, DOI: 10.1016/j.insmatheco.2014.01.003.
• Spreeuw, Jaap, 2014, "Archimedean copulas derived from utility functions," Insurance: Mathematics and Economics, Elsevier, volume 59, issue C, pages 235-242, DOI: 10.1016/j.insmatheco.2014.10.002.
• Baltagi, Badi H. & Yen, Yin-Fang, 2014, "Hospital treatment rates and spillover effects: Does ownership matter?," Regional Science and Urban Economics, Elsevier, volume 49, issue C, pages 193-202, DOI: 10.1016/j.regsciurbeco.2014.01.005.
• Chen, Shu-Heng & Chang, Chia-Ling & Tseng, Yi-Heng, 2014, "Social networks, social interaction and macroeconomic dynamics: How much could Ernst Ising help DSGE?," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 312-335, DOI: 10.1016/j.ribaf.2012.08.004.
• Wallace, Rodrick & Fullilove, Robert E., 2014, "State policy and the political economy of criminal enterprise: mass incarceration and persistent organized hyperviolence in the USA," Structural Change and Economic Dynamics, Elsevier, volume 31, issue C, pages 17-31, DOI: 10.1016/j.strueco.2014.07.002.
• Flaminio, Tommaso & Godo, Lluis & Hosni, Hykel, 2014, "On the logical structure of de Finetti's notion of event," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 47268, Sep.
• Mark Stelzner, 2014, "Political contest, policy control, and inequality in the United States," Review of Keynesian Economics, Edward Elgar Publishing, volume 2, issue 3, pages 365-383, July.
• Chi Wan & Zhijie Xiao, 2014, "Idiosyncratic Volatility, Expected Windfall, and the Cross-Section of Stock Returns," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033020.
• Apostolos Xanthopoulos Ph.D, 2014, "Financial Crisis, Intervention and Performance Measurement," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 14-35.
• Walsh, Darragh & O'Sullivan, Kevin & Lee, William & Devine, Mel, 2014, "When to Invest in Carbon Capture and Storage Technology: A Mathematical Model," Papers, Economic and Social Research Institute (ESRI), number RB2014/1/4, Jan.
• Maxim L. Pinkovskiy, 2014, "World welfare is rising: estimation using nonparametric bounds on welfare measures," Staff Reports, Federal Reserve Bank of New York, number 662, Dec.
• Philip Brookins & John Lightle & Dmitry Ryvkin, 2014, "Optimal sorting in group contests with complementarities," Working Papers, Department of Economics, Florida State University, number wp2014_09_01, Sep.
• Philip Brookins & Dmitry Ryvkin, 2014, "Equilibrium existence in group contests," Working Papers, Department of Economics, Florida State University, number wp2014_12_02, Dec.
• Lenin Vera-Montenegro & Amparo Baviera-Puig & Jose-Maria Garcia-Alvarez-Coque, 2014, "Selection Of Cocoa Post-Harvest Technology Using Fuzzy Logic," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 3-19, November.
• Manuel Díaz-Madroñero & Josefa Mula & Mariano Jiménez, 2014, "An Extension On Fuzzy Integer Linear Programming With Equality Constrains," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 35-45, November.
• Karakaya, Emrah, 2014, "Finite Element Model of the Innovation Diffusion: An Application to Photovoltaic Systems," INDEK Working Paper Series, Royal Institute of Technology, Department of Industrial Economics and Management, number 2014/6, Jul.
• Shaghayegh Kordnoori & Hamidreza Mostafaei & Shirin Kordnoori, 2014, "The Application of Fourier Residual Grey Verhulst and Grey Markov Model in Analyzing the Global ICT Development," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 2, issue 1, pages 50-60, March.
• Yoannia Arean Rodriguez & Alejandro Rosete Suarez & Franklin Marin Vargas, 2014, "Evaluation Of A Mathematic Model To Support Complex Decision Makings, Evaluacion De Un Modelo Matematico Para Apoyar Decisiones Empresariales Complejas," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 7, issue 6, pages 1-13.
• Marcello Pericoli, 2014, "Real Term Structure and Inflation Compensation in the Euro Area," International Journal of Central Banking, International Journal of Central Banking, volume 10, issue 1, pages 1-42, March.
• Luis Antamba & Paúl Medina, 2014, "Movilidad endógena y variaciones demográficas: una aplicación para Ecuador," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 7, issue 1, pages 51-71, Junio.
• Banda-Ortiz, Humberto & Hirsch, Julia, 2014, "Una aproximación a la crisis griega desde la teoría de juegos," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 40, pages 7-42, primer se.
• Morales-Rico, Jesús Enrique & Cardoso-Espinosa, Edgar Oliver & Cerecedo-Mercado, María Trinidad, 2014, "Actitudes hacia las matemáticas de los estudiantes de Posgrado en Administración en el IPN: un estudio diagnóstico," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 40, pages 93-114, primer se.
• Ramos-Poutuo, José, 2014, "Algunas consideraciones sobre los fundamentos del cálculo," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 41, pages 129-138, segundo s.
• Norbert Hirschauer & Oliver Musshoff, 2014, "Non-metric data: a note on a neglected problem in DEA studies," European Journal of Law and Economics, Springer, volume 37, issue 3, pages 489-494, June, DOI: 10.1007/s10657-013-9429-5.
• Yuan-Ko Huang, 2014, "Indexing and querying moving objects with uncertain speed and direction in spatiotemporal databases," Journal of Geographical Systems, Springer, volume 16, issue 2, pages 139-160, April, DOI: 10.1007/s10109-013-0191-6.
• Luca Taschini & Marc Chesney & Mei Wang, 2014, "Experimental comparison between markets on dynamic permit trading and investment in irreversible abatement with and without non-regulated companies," Journal of Regulatory Economics, Springer, volume 46, issue 1, pages 23-50, August, DOI: 10.1007/s11149-013-9238-3.
• Marcos Escobar & Peter Hieber & Matthias Scherer, 2014, "Efficiently pricing double barrier derivatives in stochastic volatility models," Review of Derivatives Research, Springer, volume 17, issue 2, pages 191-216, July, DOI: 10.1007/s11147-013-9094-4.
• Zareena Begum. I & Amanat K. Gill, 2014, "Analyzing the Pathway to Improve Tiger Conservation in India," Working Papers, Madras School of Economics,Chennai,India, number 2014-090, Jul.
• Bernd Hayo & Britta Niehof, 2014, "Analysis of Monetary Policy Responses After Financial Market Crises in a Continuous Time New Keynesian Model," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201421.
• Britta Niehof, 2014, "Spillover Effects in Government Bond Spreads: Evidence from a GVAR Model," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201458.
• Azar, Adel & Zareei, Mohammad & Moghbel, Abbas & Khadivar, Amene, 2014, "Evaluating the Productivity of a Bank's Branches Using Network Data Envelopment Analysis Approach (Case Study: A Bank in Gilan Province)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 7, issue 20, pages 285-305, July.
• Blagoveschensky, Yu. & Vinukov, I., 2014, "Financial Solvency of Russian Regions in 2005-2011: Experience of Classification Analysis," Journal of the New Economic Association, New Economic Association, volume 23, issue 3, pages 61-88.
• Jianing Di & Ashis Gangopadhyay, 2014, "One-step Semiparametric Estimation of the GARCH Model," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 2, pages 382-407.
• Jeflea Antoneta, 2014, "The Importance and the Implications of the Study of Multiplicators On MTL-Algebra," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 344-346, May.
• Guerrero-Baena, M. Dolores & Gómez-Limón, José A. & Fruet Cardozo, J. Vicente, 2014, "Are Multi-criteria Decision Making Techniques Useful for Solving Corporate Finance Problems? A Bibliometric Analysis || ¿Son adecuadas las técnicas de decisión multicriterio para resolver los problemas financieros corporativos? Un análisis bibliométr," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 17, issue 1, pages 60-79, June.
• Bosi, Gianni & Herden, Gerhard, 2014, "Topological spaces for which every closed and semi-closed preorder respectively admits a continuous multi-utility representation," MPRA Paper, University Library of Munich, Germany, number 53404, Feb.
• Medel, Carlos A., 2014, "The Typical Spectral Shape of an Economic Variable: A Visual Guide with 100 Examples," MPRA Paper, University Library of Munich, Germany, number 53584, Feb.
• Bagchi, Sagnik & Bhattacharyya, Surajit & Narayanan, Krishnan, 2014, "Does Anti-dumping Enforcement Generate Threat?," MPRA Paper, University Library of Munich, Germany, number 53627, Feb.