Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C4: Econometric and Statistical Methods: Special Topics
/ / / C46: Specific Distributions

2026

• Ivanov, Maxim, 2026, "Mean bounds and existence: Calibration approach via inverse hazard rates," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112785.
• Toshiyuki Yamawake & Joseph Sheely & Roberto Serrano & Jiro Hodoshima, 2026, "Comparative performance of cryptocurrencies through the Aumann–Serrano economic index of riskiness," Annals of Operations Research, Springer, volume 357, issue 1, pages 347-372, February, DOI: 10.1007/s10479-024-06333-6.
• Christoph J. Börner & Ingo Hoffmann & John H. Stiebel, 2026, "A closer look at the chemical potential of an ideal agent system," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 21, issue 1, pages 1-15, January, DOI: 10.1007/s11403-024-00422-2.
• Dorn, Franziska, 2026, "Thresholds for time and income poverty in households: Evidence from joint distributions," ifso working paper series, University of Duisburg-Essen, Institute for Socioeconomics (ifso), number 60.

2025

• Graziella Bonanno & Filippo Domma, 2025, "In-work income stochastic frontiers: methodological advances for income inequalities investigations," Regional Economy, , volume 9, pages 3-13.
• Luis Fernando Melo-Velandia & José Vicente Romero & Diego Niño-Garavito, 2025, "Analyzing Exchange Rate Dynamics within the Global Financial Cycle: A DCC-Copula approach," Borradores de Economia, Banco de la Republica de Colombia, number 1320, Jul, DOI: 10.32468/be.1320.
• Bec Frédérique & Guay Alain & Nielsen Heino Bohn & Saïdi Sarra, 2025, "Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 1, pages 1-18, DOI: 10.1515/snde-2022-0084.
• Marc Gronwald & Sania Wadud, 2025, "Green Bond Returns and the Dynamics of Green and Conventional Financial Markets: An Analysis Using a Thick Pen," CESifo Working Paper Series, CESifo, number 11773.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2025, "The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities," Working Papers, CEMFI, number wp2025_2502, Jan.
• Rani, Meenu & Garg, Bhavesh & Kumar, Arun, 2025, "Change point analysis in data with heavy tails: A Normal Inverse Gaussian approach," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112477.
• Cho, Jin Seo, 2025, "Practical testing for the normal mixture," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112567.
• Amengual, Dante & Bei, Xinyue & Carrasco, Marine & Sentana, Enrique, 2025, "Score-type tests for normal mixtures," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105717.
• Agakishiev, Ilyas & Härdle, Wolfgang Karl & Kopa, Milos & Kozmik, Karel & Petukhina, Alla, 2025, "Multivariate probabilistic forecasting of electricity prices with trading applications," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108008.
• Guo, Junjie, 2025, "Estimation of the wage offer distribution using both accepted and rejected offers," Labour Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.labeco.2025.102756.
• Chen, Xiaohui & Zhang, Hongwei & Cheng, Xiang, 2025, "How does FinTech affect power consumption intensity in China?," The Quarterly Review of Economics and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.qref.2025.102017.
• Venkatachalam Anbumozhi & Kaliappa Kalirajanl & Ayu Pratiwi Muyasyaroh & Veerapandian Karthick, 2025, "Putting a Price on Carbon in ASEAN and East Asia: Are Consumers Willing to Pay?," Working Papers, Economic Research Institute for ASEAN and East Asia (ERIA), number DP-2025-03, Jun.
• Muhinyuza, Stanislas & Karlsson, Peter & Sahamkhadam, Maziar, 2025, "Beta regression: Shrinkage-Liu type Estimator with Application," Working Papers in Economics and Statistics, Linnaeus University, School of Business and Economics, Department of Economics and Statistics, number 6/2025, Dec.
• Christian Ewerhart & Marco Serena, 2025, "On the (Im-)Possibility of Representing Probability Distributions as a Difference of I.I.D. Noise Terms," Mathematics of Operations Research, INFORMS, volume 50, issue 1, pages 390-409, February, DOI: 10.1287/moor.2023.0081.
• Nicolas Herault & Stephen P. Jenkins, 2025, "The t-statistic approach to inference for inequality indices: the issue of grouping variability," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 686, Aug.
• Herault, Nicolas & Jenkins, Stephen P., 2025, "The T-Statistic Approach to Inference for Inequality Indices: The Issue of Grouping Variability," IZA Discussion Papers, Institute of Labor Economics (IZA), number 17972, Jun.
• Herault, Nicolas & Jenkins, Stephen P., 2025, "Assessing the Statistical Significance of Inequality Differences: The Problem of Heavy Tails," IZA Discussion Papers, Institute of Labor Economics (IZA), number 17973, Jun.
• Alecos Papadopoulos, 2025, "Two-tier stochastic frontier analysis: heterogeneous error distributions and model selection," Journal of Productivity Analysis, Springer, volume 64, issue 3, pages 223-234, December, DOI: 10.1007/s11123-024-00740-4.
• Naoki Tani & Taro Ohno, 2025, "Robustly Estimating Japan's Gini Coefficient for Individual Earned Income Using Household Survey and Tax Agency Data," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1119, Jun.
• Alexander Naydenov, 2025, "Modelling the Factor Influence on the Satisfaction with Domestic Tourism at the Black Sea Resorts – Statistical Findings for Bulgaria," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 1162-1181, Desember.
• Julien Hambuckers & Marie Kratz & Antoine Usseglio-Carleve, 2025, "Efficient Estimation in Extreme Value Regression Models of Hedge Funds Tail risks," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 5, pages 1-018..
• Mullat, Joseph, 2025, "Visualization of Correlation Tables by Positive/Negative Threshold for Coefficients Significance," MPRA Paper, University Library of Munich, Germany, number 123910, Mar.
• Osadchiy, Maksim, 2025, "Granularity Shock: A Small Perturbation Two-Factor Model," MPRA Paper, University Library of Munich, Germany, number 124190, Mar.
• Osadchiy, Maksim, 2025, "Granularity Shock: A Small Perturbation Two-Factor Model," MPRA Paper, University Library of Munich, Germany, number 124745, Mar, revised 14 May 2025.
• Osadchiy, Maksim, 2025, "Granularity Shock: A Small Perturbation Two-Factor Model," MPRA Paper, University Library of Munich, Germany, number 125027, Mar, revised 15 Jun 2025.
• Samir Saissi-Hassani, 2025, "Précisions importantes sur le backtesting comparatif de la VaR
  [Important facts on comparative backtesting of Value at Risk]," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 25-06, Oct.
• Aleksander Welfe & Emilia Gosinska & Katarzyna Leszkiewicz-Kedzior, 2025, "Progowy skointegrowany model VAR ze zmianą strukturalną. Zastosowanie do analizy procesów cenotwórczych dóbr żywnościowych," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 45-56.
• Ali Elguellab & Elhadj Ezzahid, 2025, "Impulsion or propagation? Large firms and the business cycle in a developing economy," Empirical Economics, Springer, volume 69, issue 4, pages 1963-1994, October, DOI: 10.1007/s00181-025-02791-4.
• Rosario J. Girasa & Carol C. Huang & Chris C. Hsu & Emilio Collar, 2025, "Revisiting Stablecoins: Regulation, Risk, and Their Role in Enhancing the Competitiveness of an Investment Portfolio," International Journal of Global Business and Competitiveness, Springer, volume 20, issue 1, pages 64-73, December, DOI: 10.1007/s42943-025-00133-w.
• Francesca Condino & Filippo Domma, 2025, "On Italian Families’ Inability to Meet Expected Expenses: A Possible Measure and Its Determinants," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 11, issue 2, pages 745-772, July, DOI: 10.1007/s40797-025-00331-8.
• Katarzyna Cegiełka & Janusz Łyko & Rafał Olejnik, 2025, "The convex combination rule and its relationship to Gini coefficient in the problem of degressively proportional allocation," Review of Economic Design, Springer;Society for Economic Design, volume 29, issue 4, pages 795-809, December, DOI: 10.1007/s10058-025-00377-1.
• Guangyun Deng & Hui-Chung Che & Yingwu Peng, 2025, "Exploring Valuable Indicators for Classifying Strong and Weak Patents Based on Invalidation Reexamination Decisions," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 15, issue 1, pages 1-4.
• Daan Schoemaker & André Lucas & Anne Opschoor, 2025, "Conditional Fat Tails and Scale Dynamics for Intraday Discrete Price Changes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-039/III, Jun.
• Dan Camelia-Maria & Boboc Cristina-Rodica, 2025, "Zipf's Law and the Evolution of Musical Lyrics: A Comparative Analysis of the 1960s, 1990s and the Present," Journal of Social and Economic Statistics, Sciendo, volume 14, issue 2, pages 115-130, DOI: 10.2478/jses-2025-0008.
• Jin Seo Cho, 2025, "Practical Testing for Normal Mixtures," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-248, Jun.
• Dror, David Mark, 2025, "A Mathematical Framework for Trust Dynamics in Small-Scale Risk-Sharing Communities," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 316140.

2024

• Mustafa I Al-Karkhi, 2024, "Advancing Trending Statistical Techniques to Examine Growth and Variability in Scottish Sustainable Business Enterprises," Advances in Decision Sciences, Asia University, Taiwan, volume 28, issue 1, pages 122-141, March.
• Marina Yu. Malkina, 2024, "Financial Contagion of the Commodity Markets from the Stock Market during Pandemic and New Sanctions Shocks," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 23, issue 2, pages 452-475, DOI: https://doi.org/10.15826/vestnik.20.
• Christian Bayer & Ralph Luetticke & Maximilian Weiss & Yannik Winkelmann, 2024, "An Endogenous Gridpoint Method for Distributional Dynamics," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 311, Jun.
• Ondrej Svoboda & Lukas Melecky & Michaela Stanickova, 2024, "The nexus of a regional competitiveness and economic resilience: The evidence-based on V4+4 NUTS 2 regions," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, volume 27, issue 1, pages 06-23, March, DOI: 10.15240/tul/001/2024-1-001.
• Christian Bayer & Ralph Luetticke & Maximilian Weiss & Yannik Winkelmann, 2024, "An Endogenous Gridpoint Method for Distributional Dynamics," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_548, May.
• Didier Sornette & Ran Wei, 2024, "Multiple Outlier Detection in Samples with Exponential & Pareto Tails," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-48, Sep.
• Yicheng Wang & Didier Sornette & Ke Wu & Sandro Claudio Lera, 2024, "Dynamic Influence Networks Self-Organize Towards Sub-Critical Financial Instabilities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-77, Oct.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2024, "The information matrix test for Gaussian mixtures," Working Papers, CEMFI, number wp2024_2401, Feb.
• Bayer, Christian & Luetticke, Ralph & Weiss, Maximilian & Winkelmann, Yannik, 2024, "An Endogenous Gridpoint Method for Distributional Dynamics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19067, May.
• Akkaya, Yıldız & Bitter, Lea & Brand, Claus & Fonseca, Luís, 2024, "A statistical approach to identifying ECB monetary policy," Working Paper Series, European Central Bank, number 2994, Oct.
• Christian Manuel Moreno Rocha & Melidey Díaz Ospino & Israel Blanco Ramos & Andres Medina Guzman, 2024, "Enhancing Sustainable Mobility: Multi-Criteria Analysis for Electric Vehicle Integration and Policy Implementation," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 205-218, January.
• Christian Manuel Moreno Rocha & Daina Arenas Buelvas & Sandra De la Hoz Escorcia, 2024, "Evaluation and Ranking of Energy Alternatives for Implementation in Different Geographic Scenarios using Decision Methods: Case Study of Colombia," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 191-202, September.
• Fu, Qi & So, Jacky Yuk-Chow & Li, Xiaotong, 2024, "Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102063.
• Dorn, Franziska & Maxand, Simone & Kneib, Thomas, 2024, "The nonlinear dependence of income inequality and carbon emissions: Potentials for a sustainable future," Ecological Economics, Elsevier, volume 216, issue C, DOI: 10.1016/j.ecolecon.2023.108016.
• Anatolyev, Stanislav & Smirnov, Maksim, 2024, "Off-diagonal elements of projection matrices and dimension asymptotics," Economics Letters, Elsevier, volume 239, issue C, DOI: 10.1016/j.econlet.2024.111761.
• Conlon, John R. & Liu, Feng, 2024, "Too good to be true: A theory," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111970.
• Higbee, Joshua D. & McDonald, James B., 2024, "A comparison of the GB2 and skewed generalized log-t distributions with an application in finance," Journal of Econometrics, Elsevier, volume 240, issue 2, DOI: 10.1016/j.jeconom.2021.01.003.
• Bae, Taehan & Miljkovic, Tatjana, 2024, "Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm," Insurance: Mathematics and Economics, Elsevier, volume 117, issue C, pages 182-195, DOI: 10.1016/j.insmatheco.2024.05.003.
• Li, Zhengxiao & Wang, Fei & Zhao, Zhengtang, 2024, "A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data," Insurance: Mathematics and Economics, Elsevier, volume 117, issue C, pages 45-66, DOI: 10.1016/j.insmatheco.2024.03.005.
• Chuang, Ming-Che & Tsai, Jeffrey Tzuhao, 2024, "Determining bid-ask prices for options with stochastic illiquidity and applications to index options," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102314.
• Mercadier, Mathieu & Strobel, Frank, 2024, "Bank insolvency risk, Z-score measures and unimodal returns: A refinement," The Quarterly Review of Economics and Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.qref.2024.101919.
• Musa, Hussam & Krištofík, Peter & Medzihorský, Juraj & Klieštik, Tomáš, 2024, "The development of firm size distribution – Evidence from four Central European countries," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 98-110, DOI: 10.1016/j.iref.2023.12.003.
• Javed, Farrukh & Loperfido, Nicola & Mazur, Stepan, 2024, "The Method of Moments for Multivariate Random Sums," Working Papers, Örebro University, School of Business, number 2024:6, Jun.
• Tsvetana Spasova, 2024, "Estimating Income Distributions From Grouped Data: A Minimum Quantile Distance Approach," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 4, pages 2079-2096, October, DOI: 10.1007/s10614-023-10505-0.
• Alecos Papadopoulos, 2024, "Some notes on the asymmetry of the regression error," Journal of Productivity Analysis, Springer, volume 61, issue 1, pages 37-42, February, DOI: 10.1007/s11123-023-00705-z.
• Alecos Papadopoulos & Christopher F. Parmeter, 2024, "The wrong skewness problem in stochastic frontier analysis: a review," Journal of Productivity Analysis, Springer, volume 61, issue 2, pages 121-134, April, DOI: 10.1007/s11123-023-00708-w.
• Ruggero Bellio & Luca Grassetti, 2024, "Efficient estimation of true fixed-effects stochastic frontier models," Journal of Productivity Analysis, Springer, volume 62, issue 1, pages 111-118, August, DOI: 10.1007/s11123-024-00725-3.
• Louis Chauvel & Eyal Bar-Haim & Philippe Van Kerm & Anne Hartung, 2024, "Increasing Inequality in Joint Income and Wealth Distributions in the United States, 1995 to 2013," LWS Working papers, LIS Cross-National Data Center in Luxembourg, number 46, Sep.
• Kenneth R. Ahern & Lei Kong & Xinyan Yan, 2024, "The Anatomy of Concentration: New Evidence From a Unified Framework," NBER Working Papers, National Bureau of Economic Research, Inc, number 32057, Jan.
• Till Barz & Andreas Nastansky, 2024, "Herausforderungen des finanziellen Risikomanagements: Eine empirische Untersuchung des Value at Risk-Ansatzes in Stresssituationen," Statistische Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 57, Nov, DOI: 10.25932/publishup-66666.
• Halkos, George & Kitsos, Christos, 2024, "Measuring uncertainty, transfer entropy and G-causality In Environmental Economics," MPRA Paper, University Library of Munich, Germany, number 121764, Aug.
• Kox, Henk L.M., 2024, "Towards time-consistent bilateral FDI statistics: A new dataset covering 2001-2022," MPRA Paper, University Library of Munich, Germany, number 122883, Oct.
• Guangyun Deng & Hui-Chung Che & Yingwu Peng, 2024, "A Study on Patents Invalidation Reexamination Decisions for Discussing Variance between Strong Utility Models and Weak Utility Models," Bulletin of Applied Economics, Risk Market Journals, volume 11, issue 2, pages 83-110.
• Christopher F. Baum & Hans Lööf & Andreas Stephan & Klaus F. Zimmermann, 2024, "Estimating the Wage Premia of Refugee Immigrants: Lessons from Sweden," ILR Review, Cornell University, ILR School, volume 77, issue 4, pages 562-597, August, DOI: 10.1177/00197939241261640.
• Alecos Papadopoulos, 2024, "The noise error component in stochastic frontier analysis," Advanced Studies in Theoretical and Applied Econometrics, Springer, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang, "Advances in Applied Econometrics", DOI: 10.1007/978-3-031-48385-1_14.
• Zhan Gao & M. Hashem Pesaran, 2024, "Identification and estimation of categorical random coefficient models," Advanced Studies in Theoretical and Applied Econometrics, Springer, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang, "Advances in Applied Econometrics", DOI: 10.1007/978-3-031-48385-1_5.
• Richard S. J. Tol, 2024, "The climate niche of Homo Sapiens," Climatic Change, Springer, volume 177, issue 6, pages 1-17, June, DOI: 10.1007/s10584-024-03760-z.
• Xiang Cheng & Xiaohui Chen, 2024, "The digital economy and power consumption: empirical analysis based on consumption intensity in China," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 26, issue 8, pages 19755-19777, August, DOI: 10.1007/s10668-023-03435-2.
• Lukas Leitner, 2024, "Imprecision in the Estimation of Willingness to Pay Using Subjective Well-Being Data," Journal of Happiness Studies, Springer, volume 25, issue 7, pages 1-40, October, DOI: 10.1007/s10902-024-00801-3.
• Byambasuren Dorjnyambuu & Mónika Galambosné Tiszberger, 2024, "The sources and structure of wage inequality changes in the selected Central-Eastern European Countries," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 22, issue 4, pages 893-935, December, DOI: 10.1007/s10888-024-09621-0.
• Fuat Sekmen & Isa Demirkol & Haşmet Gökırmak, 2024, "Evaluation of urban transportation preferences with analytical hierarchy process method," Quality & Quantity: International Journal of Methodology, Springer, volume 58, issue 3, pages 2087-2101, June, DOI: 10.1007/s11135-023-01731-7.
• Roy Cerqueti & Eleonora Cutrini, 2024, "Testing for Localization with Entropy-Based Measures," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 173, issue 1, pages 227-247, May, DOI: 10.1007/s11205-021-02820-6.
• Nebenführ, Miriam, 2024, "The impact of host country institutional factors on international investments," Discussion Papers of the Institute for Organisational Economics, University of Münster, Institute for Organisational Economics, number 8/2024, DOI: 10.17879/16918545634.

2023

• Mehmet Kayakuş & Dilşad Erdoğan & Mustafa Terzioğlu, 2023, "Predicting The Share of Tourism Revenues In Total Exports," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 11, issue 1, pages 17-30, July, DOI: https://doi.org/10.17093/alphanumer.
• Refik Tanju Sirmen & Burak Berk Üstündağ, 2023, "Color Barcodes from Debut to Present: A Broad Survey on the State of the Art," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 11, issue 1, pages 31-62, July, DOI: https://doi.org/10.17093/alphanumer.
• Çağlar Karamaşa & Selçuk Korucuk & Ezgi Demir & Salih Memiş, 2023, "A Quantitative Analysis for Prioritizing Success Elements in Agile Logistics Applications: The Case of Giresun and Ordu," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 11, issue 1, pages 63-84, July, DOI: https://doi.org/10.17093/alphanumer.
• Murat Güngör, 2023, "Time Series Forecasting of the Covid-19 Pandemic: A Critical Assessment in Retrospect," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 11, issue 1, pages 85-100, July, DOI: https://doi.org/10.17093/alphanumer.
• Özge Köksal & Ergün Eroğlu, 2023, "Solution Approach to Cutting Stock Problems Using Iterative Trim Loss Algorithm and Monte-Carlo Simulation," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 11, issue 2, pages 125-136, December, DOI: https://doi.org/10.17093/alphanumer.
• Özgür Saracık & Aynur İncekırık, 2023, "Stock Price Forecasting with Deep Learning Techniques," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 11, issue 2, pages 137-156, December, DOI: https://doi.org/10.17093/alphanumer.
• Furkan Fahri Altıntaş, 2023, "Analysis of the Prosperity Performances of G7 Countries: An Application of the LOPCOW-based CRADIS Method," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 11, issue 2, pages 157-182, December, DOI: https://doi.org/10.17093/alphanumer.
• Mehmet Ali Ertürk, 2023, "Time Series Prediction with Digital Twins in Public Transportation Systems," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 11, issue 2, pages 183-192, December, DOI: https://doi.org/10.17093/alphanumer.
• Zeynep Gürkaş Aydın & Murat Kazanç, 2023, "Using Artificial Intelligence in the Security of Cyber Physical Systems," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 11, issue 2, pages 193-206, December, DOI: https://doi.org/10.17093/alphanumer.
• Furkan Açıkgöz & Leyla Zeynep Verçin & Gamze Erdoğan, 2023, "A Literature Review on Machine Learning in The Food Industry," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 11, issue 2, pages 207-222, December, DOI: https://doi.org/10.17093/alphanumer.
• Zhan Gao & M. Hashem Pesaran, 2023, "Identification and Estimation of Categorical Random Coefficient Models," Papers, arXiv.org, number 2302.14380, Feb.
• Richard S. J. Tol, 2023, "The climate niche of Homo Sapiens," Papers, arXiv.org, number 2306.00002, May.
• M. Hashem Pesaran & Liying Yang, 2023, "Heterogeneous Autoregressions in Short T Panel Data Models," Papers, arXiv.org, number 2306.05299, Jun, revised Jun 2024.
• Miguel Puente-Ajov'in & Arturo Ramos & Fernando Sanz-Gracia, 2023, "Is there a universal parametric city size distribution? Empirical evidence for 70 countries," Papers, arXiv.org, number 2308.10018, Aug.
• Jan Schulz & Mishael Milaković, 2023, "How Wealthy are the Rich?," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 69, issue 1, pages 100-123, March, DOI: 10.1111/roiw.12550.
• Pesaran, M. H. & Yang, L., 2023, "Heterogeneous Autoregressions in Short T Panel Data Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2342, Jun.
• M. Hashem Pesaran & Liying Yang, 2023, "Heterogeneous Autoregressions in Short T Panel Data Models," CESifo Working Paper Series, CESifo, number 10509.
• Miguel Calvin & Pilar Rey del Castillo, 2023, "A Bayesian Networks Approach for Analyzing Voting Behavior," CESifo Working Paper Series, CESifo, number 10855.
• Dante Amengual & Xinyue Bei & Marine Carrasco & Enrique Sentana, 2023, "Score-type tests for normal mixtures," CIRANO Working Papers, CIRANO, number 2023s-02, Jan.
• Santiago Torres, 2023, "The Oracle Local Polynomial Estimator," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 20937, Nov.
• Engel, Janina & Ohlwerter, Dennis & Scherer, Matthias, 2023, "On the estimation of distributional household wealth: addressing under-reporting via optimization problems with invariant Gini coefficient," Working Paper Series, European Central Bank, number 2865, Nov.
• Christian Manuel Moreno Rocha & Jorge D. Pertuz Ortiz & Neyder A. Rodriguez Ibanez, 2023, "A Diffuse Analysis Based on Analytical Processes to Prioritize Barriers in the Development of Renewable Energy Technologies in Alignment with the United Nations Sustainable Development Goals: Evidence," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 4, pages 481-195, July.
• Fan, Yanqin & Henry, Marc, 2023, "Vector copulas," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 128-150, DOI: 10.1016/j.jeconom.2021.11.012.
• Fiorentini, Gabriele & Sentana, Enrique, 2023, "Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 643-665, DOI: 10.1016/j.jeconom.2022.02.010.
• Morelli, Giacomo, 2023, "Stochastic ordering of systemic risk in commodity markets," Energy Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.eneco.2022.106446.
• Marcjasz, Grzegorz & Narajewski, Michał & Weron, Rafał & Ziel, Florian, 2023, "Distributional neural networks for electricity price forecasting," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106843.
• Lahr, Henry, 2023, "Fat tails in private equity fund returns: The smooth double Pareto distribution," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2022.102471.
• Zaevski, Tsvetelin S. & Nedeltchev, Dragomir C., 2023, "From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102645.
• Blier-Wong, Christopher & Cossette, Hélène & Marceau, Etienne, 2023, "Risk aggregation with FGM copulas," Insurance: Mathematics and Economics, Elsevier, volume 111, issue C, pages 102-120, DOI: 10.1016/j.insmatheco.2023.03.002.
• Lkabous, Mohamed Amine & Wang, Zijia, 2023, "On the area in the red of Lévy risk processes and related quantities," Insurance: Mathematics and Economics, Elsevier, volume 111, issue C, pages 257-278, DOI: 10.1016/j.insmatheco.2023.05.005.
• Boyle, Phelim & Jiang, Ruihong, 2023, "A note on portfolios of averages of lognormal variables," Insurance: Mathematics and Economics, Elsevier, volume 112, issue C, pages 97-109, DOI: 10.1016/j.insmatheco.2023.06.001.
• Pfeifer, Gregor & Stockburger, Mirjam, 2023, "The morning after: Prescription-free access to emergency contraceptive pills," Journal of Health Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.jhealeco.2023.102775.
• Gkillas, Konstantinos & Konstantatos, Christoforos & Papathanasiou, Spyros & Wohar, Mark, 2023, "Estimation of value at risk for copper," Journal of Commodity Markets, Elsevier, volume 32, issue C, DOI: 10.1016/j.jcomm.2023.100351.
• Abid, Ilyes & Dhaoui, Abderrazak & Kaabia, Olfa & Tarchella, Salma, 2023, "Geopolitical risk on energy, agriculture, livestock, precious and industrial metals: New insights from a Markov Switching model," Resources Policy, Elsevier, volume 85, issue PA, DOI: 10.1016/j.resourpol.2023.103925.
• Michel Lubrano & Zhou Xun, 2023, "The Bayesian approach to poverty measurement," Chapters, Edward Elgar Publishing, chapter 44, in: Jacques Silber, "Research Handbook on Measuring Poverty and Deprivation".
• Wildauer, Rafael & Heck, Ines & Kapeller, Jakob, 2023, "Was Pareto right? Is the distribution of wealth thick-tailed?," Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre, number 38597, Feb.
• Michel Lubrano & Zhou Xun, 2023, "The Bayesian approach to poverty measurement," Post-Print, HAL, number hal-04347292, DOI: 10.4337/9781800883451.00059.
• Thibault Laurent & Paula Margaretic & Christine Thomas-Agnan, 2023, "Generalizing Impact Computations for the Autoregressive Spatial Interaction Model," Post-Print, HAL, number hal-04355089, Oct, DOI: 10.1111/gean.12358.
• Michel Lubrano & Zhou Xun, 2023, "The Bayesian approach to poverty measurement," Post-Print, HAL, number halshs-04135764, Mar, DOI: 10.4337/9781800883451.00059.
• Baum, Christopher F. & Lööf, Hans & Stephan, Andreas & Zimmermann, Klaus F., 2023, "Estimating the wage premia of refugee immigrants: Lessons from Sweden," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 496, Dec, revised 30 May 2024.
• Lillestøl, Jostein & Manne, Per, 2023, "Matched Dispatching in Randomized Settings," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2023/23, Dec.
• Bayu Adi Nugroho & Dewi Fiscalina Kusumawardhani, 2023, "Optimal Hedge Ratio Of Sukuk And Islamic Equity: A Novel Approach," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 9, issue 4, pages 685-724, December, DOI: https://doi.org/10.21098/jimf.v9i4..
• Winter Patrick, 2023, "Bielefeld May In Fact Not Exist – Empirical Evidence From Official Population Data," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 243, issue 1, pages 29-38, February, DOI: 10.1515/jbnst-2022-0038.
• Emmenegger Jana & Münnich Ralf, 2023, "Localising the Upper Tail: How Top Income Corrections Affect Measures of Regional Inequality," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 243, issue 3-4, pages 285-317, June, DOI: 10.1515/jbnst-2022-0015.
• Benczur, Peter & Kvedaras, Virmantas, 2023, "The vulnerability aspect of happiness: The European middle class perspective," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2023-05, May.
• Alexander D. Stead & Phill Wheat & William H. Greene, 2023, "On hypothesis testing in latent class and finite mixture stochastic frontier models, with application to a contaminated normal-half normal model," Journal of Productivity Analysis, Springer, volume 60, issue 1, pages 37-48, August, DOI: 10.1007/s11123-023-00669-0.
• Louis Chauvel, 2023, "Isograph and LaSiPiKa Distribution: The Comparative Morphology of Income Inequalities and Intelligible Parameters of 53 LIS Countries 1967-2020," LIS Working papers, LIS Cross-National Data Center in Luxembourg, number 852, Feb.
• Petar Rangelov, 2023, "Application of Fractal Geometry in Studies of the Bulgarian Financial Market," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 81-98, June.
• Julien Hambuckers & Thomas Kneib, 2023, "Smooth-Transition Regression Models for Non-Stationary Extremes," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 2, pages 445-484.
• Takashi Kanamura, 2023, "Portfolio diversification and sustainable assets from new perspectives," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 7, pages 581-600, December, DOI: 10.1057/s41260-023-00336-x.
• Stanislaw Maciej Kot, 2023, "Equivalence scales for continuous distributions of expenditure," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 18, issue 1, pages 185-218, March, DOI: 10.24136/eq.2023.006.
• Charles Beach, 2023, "Sample Sizes for Reliably Estimating Lower and Upper Income Shares in Income Distribution Analysis," Working Paper, Economics Department, Queen's University, number 1505, Apr.
• Charles Beach, 2023, "Quantile Tool Box Measures for Empirical Analysis and for Testing Distributional Comparisons in Direct Distribution-Free Fashion," Working Paper, Economics Department, Queen's University, number 1508, Sep.
• Samir Saissi Hassani & Georges Dionne, 2023, "Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 23-2, Mar.
• Hong-Wen Tsai & Hui-Chung Che, 2023, "Industry Difference on Patent Drawing’s Capability for Differentiating Stock Rates of Return of Chinese Listed Companies in Non-Manufacturing Industry Sectors -- An Explore into Invention Publication Patents and Utility Model Grant Patents," Bulletin of Applied Economics, Risk Market Journals, volume 10, issue 1, pages 21-67.
• Suparna Ganguly & Saikat Sinha Roy, 2023, "Structural Change, Services Sector and Intergenerational Occupational Mobility in India: Some Exploratory Evidence," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 24, issue 2, pages 252-276, September, DOI: 10.1177/13915614231169152.
• Alecos Papadopoulos, 2023, "The noise error component in stochastic frontier analysis," Empirical Economics, Springer, volume 64, issue 6, pages 2795-2829, June, DOI: 10.1007/s00181-022-02339-w.
• Zhan Gao & M. Hashem Pesaran, 2023, "Identification and estimation of categorical random coefficient models," Empirical Economics, Springer, volume 64, issue 6, pages 2543-2588, June, DOI: 10.1007/s00181-023-02402-0.
• Adriano Maia & Guilherme De Oliveira & Raul Matsushita & Sergio Da Silva, 2023, "Granular banks and corporate investment," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 3, pages 586-599, September, DOI: 10.1007/s12197-023-09641-y.
• Catarina Midões & Denis de Crombrugghe, 2023, "Assumption-light and computationally cheap inference on inequality measures by sample splitting: the Student t approach," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 21, issue 4, pages 899-924, December, DOI: 10.1007/s10888-023-09574-w.
• Felipe R. Durazzo & David Turchick, 2023, "Welfare-improving misreported polls," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 75, issue 2, pages 523-565, February, DOI: 10.1007/s00199-022-01413-9.
• Michael P. Cameron, 2023, "The measurement of structural ageing – an axiomatic approach," Journal of Population Research, Springer, volume 40, issue 1, pages 1-22, March, DOI: 10.1007/s12546-023-09300-3.
• Thibault Laurent & Christine Thomas-Agnan & Anne Ruiz-Gazen, 2023, "Covariates impacts in spatial autoregressive models for compositional data," Journal of Spatial Econometrics, Springer, volume 4, issue 1, pages 1-23, December, DOI: 10.1007/s43071-023-00035-0.
• Jiexiang Li, 2023, "Estimation of the scale parameter in truncated Rayleigh distribution," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 12, issue 4, pages 1-3.
• John K. Dagsvik & Sigmund H. Moen, 2023, "To what extent are temperature levels changing due to greenhouse gas emissions?," Discussion Papers, Statistics Norway, Research Department, number 1007, Sep.
• Richard S.J. Tol, 2023, "The climate niche of Homo Sapiens," Working Paper Series, Department of Economics, University of Sussex Business School, number 0223, May.
• Saman Banafti & Tae-Hwy Lee, 2023, "Inferential Theory for Granular Instrumental Variables in High Dimensions," Working Papers, University of California at Riverside, Department of Economics, number 202308, Sep.
• Sylwestrzak Marek, 2023, "Applying Benford’s law to detect earnings management," Journal of Economics and Management, Sciendo, volume 45, issue 1, pages 216-236, January, DOI: 10.22367/jem.2023.45.10.
• James Mitchell & Martin Weale, 2023, "Censored density forecasts: Production and evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 5, pages 714-734, August, DOI: 10.1002/jae.2972.
• Christian Ewerhart & Marco Serena, 2023, "On the (im-)possibility of representing probability distributions as a difference of i.i.d. noise terms," ECON - Working Papers, Department of Economics - University of Zurich, number 428, Feb, revised Oct 2023.

2022

• Christiane Baumeister & James D. Hamilton, 2022, "Structural Vector Autoregressions with Imperfect Identifying Information," AEA Papers and Proceedings, American Economic Association, volume 112, pages 466-470, May, DOI: 10.1257/pandp.20221044.
• Gheorghe Savoiu & Alexander Vilgelm, 2022, "Diversification versus concentration trends in the housing construction and stock across Siberian regions," R-Economy, Ural Federal University, Graduate School of Economics and Management, volume 8, issue 2, pages 161-171, DOI: https://doi.org/10.15826/recon.2022.
• Engin Çakır & Gökhan Akel, 2022, "Prioritization of the Theme Park Satisfaction Criteria with Multi-Criteria Decision-Making Method: Level Based Weight Assessment Model," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 10, issue 2, pages 105-126, December, DOI: https://doi.org/10.17093/alphanumer.
• Sevgi Abdalla, 2022, "Application of a Combined Approach of Text Mining and QFD Methodology Based on Single Valued Neutrosophic Numbers for Efficient Curriculum Design," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 10, issue 2, pages 127-138, December, DOI: https://doi.org/10.17093/alphanumer.
• Özlem Karadağ Albayrak & Samet Topal & Serhat Çamkaya, 2022, "The Impact of Economic Growth, Renewable Energy, Non-renewable Energy and Trade Openness on the Ecological Footprint and Forecasting in Turkiye: an Case of the ARDL and NMGM Forecasting Model," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 10, issue 2, pages 139-154, December, DOI: https://doi.org/10.17093/alphanumer.
• Mehmet Kayakuş & Fatma Yiğit Açıkgöz, 2022, "Classification of News Texts by Categories Using Machine Learning Methods," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 10, issue 2, pages 155-166, December, DOI: https://doi.org/10.17093/alphanumer.
• Tuğba Koç & Fatih Çevik, 2022, "Building Trust in E-Commerce: A Practical Trust Guide for Evaluation," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 10, issue 2, pages 167-184, December, DOI: https://doi.org/10.17093/alphanumer.
• Emre Ekin & L. Sinem Sarul, 2022, "Investigation of Smart City Components by AHP-BWM-FUCOM and DEMATEL Methods," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 10, issue 2, pages 197-222, December, DOI: https://doi.org/10.17093/alphanumer.
• Didem Tezsürücü Çoşansu & Algın Okursoy, 2022, "Financial Performance Analysis of Retail Trade Firms Registered in BIST with FUCOM Based VIKOR Method," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 10, issue 2, pages 223-235, December, DOI: https://doi.org/10.17093/alphanumer.
• Şebnem Koltan Yılmaz & Sibel Şener, 2022, "Analysis of The Countries According to The Prosperity Level with Data Mining," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 10, issue 2, pages 85-104, December, DOI: https://doi.org/10.17093/alphanumer.
• Saman Banafti & Tae-Hwy Lee, 2022, "Inferential Theory for Granular Instrumental Variables in High Dimensions," Papers, arXiv.org, number 2201.06605, Jan, revised Sep 2023.
• Grzegorz Marcjasz & Micha{l} Narajewski & Rafa{l} Weron & Florian Ziel, 2022, "Distributional neural networks for electricity price forecasting," Papers, arXiv.org, number 2207.02832, Jul, revised Dec 2022.
• Collin Philipps, 2022, "Interpreting Expectiles," Working Papers, Department of Economics and Geosciences, US Air Force Academy, number 2022-01, Jan.
• Collin Philipps, 2022, "An Expectile Strong Law of Large Numbers," Working Papers, Department of Economics and Geosciences, US Air Force Academy, number 2022-05, Jul.
• Henry Penikas, 2022, "Pass-Through of the Bank of Russia Key Rate into Deposit Rates Between 2020 and 2022," Russian Journal of Money and Finance, Bank of Russia, volume 81, issue 2, pages 20-48, June.
• Tjeerd de Vries & Alexis Akira Toda, 2022, "Capital and Labor Income Pareto Exponents Across Time and Space," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 68, issue 4, pages 1058-1078, December, DOI: 10.1111/roiw.12556.
• Topcu Guloksuz Cigdem & Kumar Pranesh, 2022, "A new bivariate Archimedean copula with application to the evaluation of VaR," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 2, pages 273-285, April, DOI: 10.1515/snde-2019-0096.
• Gao, Z. & Pesaran, M. H., 2022, "Identification and Estimation of Categorical Random Coeficient Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2228, Apr.
• Zhan Gao & M. Hashem Pesaran, 2022, "Identification and Estimation of Categorical Random Coefficient Models," CESifo Working Paper Series, CESifo, number 9714.
• Johannes König & David I. Stern & Richard S. J. Tol, 2022, "Confidence Intervals for Recursive Journal Impact Factors," CESifo Working Paper Series, CESifo, number 9780.
• Didier Sornette & Sandro Claudio Lera & Jianhong Lin & Ke Wu, 2022, "Non-Normal Interactions Create Socio-Economic Bubbles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-43, May.
• Dante Amengual & Xinyue Bei & Marine Carrasco & Enrique Sentana, 2022, "Score-type tests for normal mixtures," Working Papers, CEMFI, number wp2022_2213, Dec.
• Engel, Janina & Riera, Pau Gayà & Grilli, Joseph & Sola, Pierre, 2022, "Developing reconciled quarterly distributional national wealth – insight into inequality and wealth structures," Working Paper Series, European Central Bank, number 2687, Jul.
• Christian Manuel Moreno Rocha & Jose Ricardo Nunez Alvarez & Daniel A. Diaz Castillo & Esnaider D. Florian Domingue & Juan Camilo Barrera Hernandez, 2022, "Implementation of the Hierarchical Analytical Process in the Selection of the Best Source of Renewable Energy in the Colombian Caribbean Region," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 2, pages 111-119, March.
• Christian Manuel Moreno Rocha & Esnaider D. Florian Domingue & Daniel A. Diaz Castillo & Kevin Logreira Vargas & Andres Alfredo Medina Guzman, 2022, "Evaluation of Energy Alternatives through FAHP for the Energization of Colombian Insular Areas," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 4, pages 87-98, July.
• Christian Manuel Moreno Rocha & David Fernandez Perez & Jesus Rodriguez Retamoza & Jorge Silva Ortega & Denis Brieva Bohorquez & Luis Taborda Catalan, 2022, "Evaluation, Hierarchy and Selection of the best Source of Energy by using AHP, as a Proposed Solution to an Energy and Socio-economic Problem, in the case of Colombia s Pacific Zone," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 5, pages 409-419, September.
• Anatolyev, Stanislav & Pyrlik, Vladimir, 2022, "Copula shrinkage and portfolio allocation in ultra-high dimensions," Journal of Economic Dynamics and Control, Elsevier, volume 143, issue C, DOI: 10.1016/j.jedc.2022.104508.
• Adam, Antonis & Tsavou, Evi, 2022, "Do natural disasters fuel terrorism? The role of state capacity," Economic Modelling, Elsevier, volume 115, issue C, DOI: 10.1016/j.econmod.2022.105950.
• Stenvall, David & Hedström, Axel & Yoshino, Naoyuki & Uddin, Gazi Salah & Taghizadeh-Hesary, Farhad, 2022, "Nonlinear tail dependence between the housing and energy markets," Energy Economics, Elsevier, volume 106, issue C, DOI: 10.1016/j.eneco.2021.105771.
• Khashanah, Khaldoun & Simaan, Majeed & Simaan, Yusif, 2022, "Do we need higher-order comoments to enhance mean-variance portfolios? Evidence from a simplified jump process," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102068.
• Hodoshima, Jiro & Yamawake, Toshiyuki, 2022, "Temporal aggregation of the Aumann–Serrano and Foster–Hart performance indexes," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102232.
• Marri, Fouad & Moutanabbir, Khouzeima, 2022, "Risk aggregation and capital allocation using a new generalized Archimedean copula," Insurance: Mathematics and Economics, Elsevier, volume 102, issue C, pages 75-90, DOI: 10.1016/j.insmatheco.2021.11.007.
• Li, Zhengxiao & Beirlant, Jan & Yang, Liang, 2022, "A new class of copula regression models for modelling multivariate heavy-tailed data," Insurance: Mathematics and Economics, Elsevier, volume 104, issue C, pages 243-261, DOI: 10.1016/j.insmatheco.2022.02.002.
• Cheung, Eric C.K. & Peralta, Oscar & Woo, Jae-Kyung, 2022, "Multivariate matrix-exponential affine mixtures and their applications in risk theory," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 364-389, DOI: 10.1016/j.insmatheco.2022.07.001.
• Kasteridis, Panagiotis & Rice, Nigel & Santos, Rita, 2022, "Heterogeneity in end of life health care expenditure trajectory profiles," Journal of Economic Behavior & Organization, Elsevier, volume 204, issue C, pages 221-251, DOI: 10.1016/j.jebo.2022.10.017.
• Brandão, Lucas G.L. & Ehrl, Philipp, 2022, "The impact of transmission auctions on Brazilian electric power companies," Utilities Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.jup.2022.101412.
• Wildauer, Rafael & Kapeller, Jakob, 2022, "Tracing the invisible rich: A new approach to modelling Pareto tails in survey data," Labour Economics, Elsevier, volume 75, issue C, DOI: 10.1016/j.labeco.2022.102145.
• Diaz-Serrano, Luis & Nilsson, William, 2022, "The reliability of students’ earnings expectations," Labour Economics, Elsevier, volume 76, issue C, DOI: 10.1016/j.labeco.2022.102182.
• Assaf, Ata & Bilgin, Mehmet Huseyin & Demir, Ender, 2022, "Using transfer entropy to measure information flows between cryptocurrencies," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 586, issue C, DOI: 10.1016/j.physa.2021.126484.
• Brzezinski, Michal & Myck, Michał & Najsztub, Mateusz, 2022, "Sharing the gains of transition: Evaluating changes in income inequality and redistribution in Poland using combined survey and tax return data," European Journal of Political Economy, Elsevier, volume 73, issue C, DOI: 10.1016/j.ejpoleco.2021.102121.
• Gkillas, Konstantinos & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2022, "Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin," The Quarterly Review of Economics and Finance, Elsevier, volume 84, issue C, pages 398-406, DOI: 10.1016/j.qref.2020.08.004.
• López-Martín, Carmen & Arguedas-Sanz, Raquel & Muela, Sonia Benito, 2022, "A cryptocurrency empirical study focused on evaluating their distribution functions," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 387-407, DOI: 10.1016/j.iref.2022.02.021.
• Carmona, Pedro & Dwekat, Aladdin & Mardawi, Zeena, 2022, "No more black boxes! Explaining the predictions of a machine learning XGBoost classifier algorithm in business failure," Research in International Business and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101649.
• Dante Amengual & Enrique Sentana & Zhanyuan Tian, 2022, "Gaussian Rank Correlation and Regression," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology", DOI: 10.1108/S0731-90532021000043B012.
• Marina Yu. Malkina & Anton O. Ovcharov, 2022, "Financial Contagion of Russian Companies from the Oil Market under the Influence of Sanctions and Pandemic Shock," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 4, pages 8-28, August, DOI: 10.31107/2075-1990-2022-4-8-28.
• Thi-Huong-An Nguyen & Thibault Laurent & Christine Thomas-Agnan & Anne Ruiz-Gazen, 2022, "Analyzing the impacts of socio-economic factors on French departmental elections with CoDa methods," Post-Print, HAL, number hal-03721994, DOI: 10.1080/02664763.2020.1858274.