Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C6: Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
/ / / C61: Optimization Techniques; Programming Models; Dynamic Analysis

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Dynamic Stochastic General Equilibrium
2. Solution Methods for DSGE models

2025

• Brown, Tom & Neumann, Fabian & Riepin, Iegor, 2025, "Price formation without fuel costs: The interaction of demand elasticity with storage bidding," Energy Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.eneco.2025.108483.
• Veenstra, Arjen T. & Mulder, Machiel, 2025, "Profitability of batteries in day-ahead and intraday electricity markets: Assessment of operation strategies with endogenous prices," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108608.
• Nyako, Sidonie Ienra & Tayachi, Dalila & Abdelaziz, Fouad Ben, 2025, "Machine learning multi-objective optimization for time-dependent green vehicle routing problem," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108628.
• Czock, Berit Hanna & Sitzmann, Amelie & Zinke, Jonas, 2025, "The place beyond the lines - efficient storage allocation in a spatially unbalanced power system with a high share of renewables," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108702.
• Chen, Wenting & Yang, Zhao & He, Xin-Jiang, 2025, "Pricing energy futures options: The role of seasonality and liquidity," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108737.
• Romani, Ilenia Gaia & Comincioli, Nicola & Vergalli, Sergio, 2025, "Climate policy and cartelization risk for critical minerals: An application to the copper market," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108775.
• Zuo, Ke Xin & Macey, Joshua C. & Mays, Jacob, 2025, "Revisiting capacity market fundamentals," Energy Economics, Elsevier, volume 150, issue C, DOI: 10.1016/j.eneco.2025.108771.
• Wang, Tian & Liang, Yangyang & Zhang, Yongjing, 2025, "Joint decisions of renewable energy investment and daily energy procurement in smart microgrids," Energy Economics, Elsevier, volume 150, issue C, DOI: 10.1016/j.eneco.2025.108875.
• Insley, Margaret, 2025, "Environmental bonds and public liability for resource extraction site cleanup," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.108950.
• Wang, Ying & Li, Junxiang & Gao, Yan & Xu, Honglei & Dong, Jingxin & Qu, Deqiang & Liu, Qi, 2025, "Process monitoring and adjustment method with application to real-time electricity and internal carbon pricing models under reputation theory," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.108983.
• Imset, Ole Herman & Ishmam, Rubab & Kleinau, Jakob & Lavrutich, Maria & Yen, Dung-Bai, 2025, "Financial viability of energy communities: The role of flexible assets, balancing market participation and peer-to-peer trading," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.108985.
• Huang, River & Kadziński, Miłosz & Siskos, Eleftherios & Burgherr, Peter, 2025, "Classifying Swiss geothermal policies with the Group Robust FlowSort method incorporating imprecise inputs and robustness concerns," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.108986.
• Dragicevic, Arnaud Z. & Thongtai, Chanon & Pecora, Nicolò, 2025, "Assessing the potential for biofuel production within a conventional fuel system," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.108991.
• Emelianova, Polina & Namockel, Nils, 2025, "Welfare redistribution through flexibility – Who pays?," Energy Policy, Elsevier, volume 205, issue C, DOI: 10.1016/j.enpol.2025.114684.
• Wang, Zhengzhong & Liu, Shuihan & Wei, Yunjie & Wang, Shouyang, 2025, "Exploring the spatial effect of China's carbon emission trading scheme on green total factor productivity: An SBM-MML measurement and its decomposition," Energy, Elsevier, volume 320, issue C, DOI: 10.1016/j.energy.2025.135269.
• Zapata Quimbayo, Carlos Andres & Carmona Espejo, Diego Felipe & Gamboa Hidalgo, Jhonatan, 2025, "Robust Bayesian portfolio optimization," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104215.
• Gardini, Laura & Radi, Davide & Schmitt, Noemi & Sushko, Iryna & Westerhoff, Frank, 2025, "On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104436.
• Feng, Yang & Jang, Jiwook & Li, Shuanming & Liu, Guo, 2025, "Robust risk sharing and reinsurance contract design for contagious catastrophe and secondary claims under principal–agent framework," International Review of Financial Analysis, Elsevier, volume 108, issue PB, DOI: 10.1016/j.irfa.2025.104646.
• Sulas, Alessandro & Maringer, Dietmar & Paterlini, Sandra, 2025, "Systemic risk from overlapping portfolios: A multi-objective optimization framework," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103794.
• François, Pascal & Gauthier, Geneviève & Godin, Frédéric & Mendoza, Carlos Octavio Pérez, 2025, "Is the difference between deep hedging and delta hedging a statistical arbitrage?," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106590.
• Mounir, Amine, 2025, "Curvature and the mean-variance-ESG frontier: A new measure of risk-return-ESG trade-offs," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2025.106765.
• Zhu, Ning & Ma, Biyin & Liu, Huan & Wang, Bing & Yu, Zhiqian, 2025, "Is ESG beneficial to banking potential gains? Evidence from Chinese banks," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108290.
• Wang, Rongyu & Worrall, Tim, 2025, "The (In)stability of the international monetary system without direct default costs," Finance Research Letters, Elsevier, volume 86, issue PB, DOI: 10.1016/j.frl.2025.108410.
• Shin, Yong Hyun & Lee, Ho-Seok, 2025, "Work hour flexibility and job mobility," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108573.
• He, Junlin & Lau, Wee-Yeap & Ng, Kok-Haur, 2025, "A machine learning-enhanced three-stage SBM-DEA model with undesirable outputs for measuring green total factor productivity on a global scale," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108611.
• Casu, Barbara & Kalotychou, Elena & Katsoulis, Petros, 2025, "Stress testing OTC derivatives: Clearing reforms and market frictions," Journal of Financial Stability, Elsevier, volume 77, issue C, DOI: 10.1016/j.jfs.2025.101388.
• Mukherjee, Sayan & Roy, Souvik, 2025, "Regularized Bayesian best response learning in finite games," Games and Economic Behavior, Elsevier, volume 149, issue C, pages 1-31, DOI: 10.1016/j.geb.2024.11.005.
• Doval, Laura & Szentes, Balázs, 2025, "On the efficiency of queueing in dynamic matching markets," Games and Economic Behavior, Elsevier, volume 150, issue C, pages 106-130, DOI: 10.1016/j.geb.2024.11.019.
• Ashkenazi-Golan, Galit & Karos, Dominik & Lehrer, Ehud, 2025, "A taste for variety," Games and Economic Behavior, Elsevier, volume 152, issue C, pages 396-422, DOI: 10.1016/j.geb.2025.05.003.
• Haering, Alexander & Kaeding, Matthias & Werbeck, Anna, 2025, "Equal access to primary care – A reference for spatial allocation in Germany," Health Policy, Elsevier, volume 158, issue C, DOI: 10.1016/j.healthpol.2025.105364.
• Peng, Xingchun & Luo, Liuling, 2025, "Optimal investment strategy for DC pension with mean-weighted variance-CVaR criterion under partial information," Insurance: Mathematics and Economics, Elsevier, volume 120, issue C, pages 302-324, DOI: 10.1016/j.insmatheco.2024.12.006.
• Cao, Jingyi & Li, Dongchen & Young, Virginia R. & Zou, Bin, 2025, "Continuous-time optimal reporting with full insurance under the mean-variance criterion," Insurance: Mathematics and Economics, Elsevier, volume 120, issue C, pages 79-90, DOI: 10.1016/j.insmatheco.2024.11.004.
• Ghossoub, Mario & Li, Bin & Shi, Benxuan, 2025, "Bowley-optimal convex-loaded premium principles," Insurance: Mathematics and Economics, Elsevier, volume 121, issue C, pages 157-180, DOI: 10.1016/j.insmatheco.2025.01.006.
• Yang, Yang & Wang, Guojing & Yao, Jing & Xie, Hengyue, 2025, "A generalized tail mean-variance model for optimal capital allocation," Insurance: Mathematics and Economics, Elsevier, volume 122, issue C, pages 157-179, DOI: 10.1016/j.insmatheco.2025.03.003.
• Fießinger, Felix & Stadje, Mitja, 2025, "Mean-variance optimization for participating life insurance contracts," Insurance: Mathematics and Economics, Elsevier, volume 122, issue C, pages 230-248, DOI: 10.1016/j.insmatheco.2025.03.005.
• Huang, Daxin & Liu, Yang, 2025, "Portfolio benchmarks in defined contribution pension plan management," Insurance: Mathematics and Economics, Elsevier, volume 123, issue C, DOI: 10.1016/j.insmatheco.2025.04.002.
• Wang, Ning & Zhang, Yumo, 2025, "Robust asset-liability management games in a stochastic market with stochastic cash flows under HARA utility," Insurance: Mathematics and Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.insmatheco.2025.103125.
• Li, Wenyuan & Wei, Pengyu, 2025, "Optimal life insurance and annuity decisions under money illusion," Insurance: Mathematics and Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.insmatheco.2025.103141.
• Bernhardt, Thomas, 2025, "A note on bequest preferences in utility maximisation for modern tontines," Insurance: Mathematics and Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.insmatheco.2025.103151.
• Chen, Zheng & Li, Zhongfei & Zeng, Yan & Shen, Yang, 2025, "Dynamic derivative-based pension investment with stochastic volatility: A behavioral perspective," Insurance: Mathematics and Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.insmatheco.2025.103158.
• Ng, Tak Wa & Nguyen, Thai, 2025, "Individual survivor fund account: The impact of bequest motives on tontine participation," Insurance: Mathematics and Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.insmatheco.2025.103161.
• Ben Ameur, Hachmi & Ftiti, Zied & Louhichi, Wael, 2025, "Do ESG investments improve portfolio diversification and risk management during times of uncertainty," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 103, issue C, DOI: 10.1016/j.intfin.2025.102199.
• Degiannakis, Stavros & Kafousaki, Eleftheria, 2025, "Disaggregating VIX," International Journal of Forecasting, Elsevier, volume 41, issue 4, pages 1559-1588, DOI: 10.1016/j.ijforecast.2025.01.007.
• Sheng, Jiliang & Yang, Yanyan & Yang, Jun, 2025, "Optimal delegation contract with portfolio risk," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107357.
• Beare, Brendan K. & Seo, Juwon & Zheng, Zhongxi, 2025, "Stochastic arbitrage with market index options," Journal of Banking & Finance, Elsevier, volume 173, issue C, DOI: 10.1016/j.jbankfin.2025.107395.
• Pangallo, Marco, 2025, "Synchronization of endogenous business cycles," Journal of Economic Behavior & Organization, Elsevier, volume 229, issue C, DOI: 10.1016/j.jebo.2024.106827.
• Maoz, Yishay D. & Ruble, Richard, 2025, "Competitive equilibrium, investment runs, and renewable energy subsidies: A real options analysis," Journal of Economics and Business, Elsevier, volume 137, issue C, DOI: 10.1016/j.jeconbus.2025.106261.
• Coppens, Léo & Dietz, Simon & Venmans, Frank, 2025, "Optimal climate policy under exogenous and endogenous technical change: Making sense of the different approaches," Journal of Environmental Economics and Management, Elsevier, volume 133, issue C, DOI: 10.1016/j.jeem.2025.103216.
• Kubler, Felix, 2025, "Incomplete financial markets, the social cost of carbon and constrained efficient carbon pricing," Journal of Economic Theory, Elsevier, volume 230, issue C, DOI: 10.1016/j.jet.2025.106105.
• Baldi, Mauro Maria & Coppier, Raffaella & Michetti, Elisabetta, 2025, "Driving human capital accumulation. The role of grandparents," The Journal of the Economics of Ageing, Elsevier, volume 32, issue C, DOI: 10.1016/j.jeoa.2025.100598.
• Darvas, Zsolt & Welslau, Lennard & Zettelmeyer, Jeromin, 2025, "Demographic change will hit public debt sustainability in European Union countries," Journal of Policy Modeling, Elsevier, volume 47, issue 6, pages 1131-1157, DOI: 10.1016/j.jpolmod.2025.09.004.
• Ng, Tak Wa & Nguyen, Thai, 2025, "Pareto efficiency and financial fairness under limited expected loss constraint," Journal of Mathematical Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.jmateco.2025.103096.
• Carbajal, Juan Carlos & Nachbar, John, 2025, "Robust personal equilibrium effects in misspecified causal models," Journal of Mathematical Economics, Elsevier, volume 118, issue C, DOI: 10.1016/j.jmateco.2025.103127.
• Akao, Ken-Ichi & Kamihigashi, Takashi & Nishimura, Kazuo, 2025, "Critical capital stock in a continuous-time growth model with a convex-concave production function," Journal of Mathematical Economics, Elsevier, volume 119, issue C, DOI: 10.1016/j.jmateco.2025.103146.

2024

• Hoang Khieu & Roberto Leon-Gonzalez, 2024, "The Wealth Distribution in a Precautionary Savings Model with Capital Income Risk," Annals of Economics and Statistics, GENES, issue 155, pages 45-90, DOI: 10.2307/48795037.
• Sarah Auster & Yeon-Koo Che & Konrad Mierendorff, 2024, "Prolonged Learning and Hasty Stopping: The Wald Problem with Ambiguity," American Economic Review, American Economic Association, volume 114, issue 2, pages 426-461, February, DOI: 10.1257/aer.20221149.
• Kai Hao Yang & Alexander K. Zentefis, 2024, "Monotone Function Intervals: Theory and Applications," American Economic Review, American Economic Association, volume 114, issue 8, pages 2239-2270, August, DOI: 10.1257/aer.20230330.
• Annie Liang & Jay Lu, 2024, "Algorithmic Fairness and Social Welfare," AEA Papers and Proceedings, American Economic Association, volume 114, pages 628-632, May, DOI: 10.1257/pandp.20241073.
• Thomas Brenner & Sonja zu Jeddeloh, 2024, "Path dependence in an evolving system: a modeling perspective," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 18, issue 1, pages 1-36, January, DOI: 10.1007/s11698-023-00266-z.
• Khulood Mohammed BaLashwar & Yuosuf Khalid Al-Hamar & Seyed-Ali Sadegh-Zadeh, 2024, "Optimizing Bank Stability Through MSME Loan Securitization: A Predictive and Prescriptive Analytics Approach," The African Finance Journal, Africagrowth Institute, volume 26, issue 2, pages 58-79.
• Di Corato, Luca & Moretto, Michele, , "Supply contracting under dynamic asymmetric cost information," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 340040, DOI: 10.22004/ag.econ.340040.
• Guillaume Bataille, 2024, "An Explicit Solution to Harvesting Behaviors in a Predator-Prey System," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2405, Feb.
• Emmanuelle Augeraud-Véron & Raouf Boucekkine & Fausto Gozzi & Alain Venditti, 2024, "Fifty years of mathematical growth theory: Classical topics and new trends," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2406, Feb.
• Dmitry B. Berg, Daniel M. Balungu, Andrei G. Shelomentsev, Kseniya S. Goncharova, 2024, "Experimental Trajectories of Convergence and Divergence Processes of Russian Regions Population Incomes Inequality," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 23, issue 2, pages 364-393, DOI: https://doi.org/10.15826/vestnik.20.
• Vrins, Frédéric & Wang, Linqi, 2024, "Asymmetric short-rate model without lower bound," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024005, Jan, DOI: https://doi.org/10.1080/14697688.20.
• Daniel Krähmer, 2024, "The Hold-Up Problem with Flexible Unobservable Investments," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 278, Feb.
• Furkan Göktaş, 2024, "A Novel Game-Theoretical Approach for The Possibilistic Mean - Variance Model," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 12, issue 1, pages 1-12, July, DOI: https://doi.org/10.17093/alphanumer.
• Yeşim Deniz Özkan Özen & Ömer Öztürkoğlu & Yücel Öztürkoğlu, 2024, "A Proposed New Approach for The Single Machine Scheduling Problem: Dynamic Programming," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 12, issue 1, pages 13-20, July, DOI: https://doi.org/10.17093/alphanumer.
• Erhan Orakçı & Ali Özdemir, 2024, "Using Social Choice Function for Multi Criteria Decision Making Problems," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 12, issue 1, pages 21-38, July, DOI: https://doi.org/10.17093/alphanumer.
• Algın Okursoy & Didem Tezsürücü Çoşansu, 2024, "Zero Emission Electric Vehicle Selection Using the MEREC-Based CoCoSo Method," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 12, issue 1, pages 39-58, July, DOI: https://doi.org/10.17093/alphanumer.
• Kenan Karagül, 2024, "Comparative Analysis of Optimization Methods for Grey Fuzzy Transportation Problems in Logistics," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 12, issue 3, pages 169-194, December, DOI: https://doi.org/10.17093/alphanumer.
• Abdullah Eroğlu & Erdal Aydemir, 2024, "A New EPQ Model for Imperfect Production, Screening, and Rework With Backorders Under Grey Uncertainty," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 12, issue 3, pages 195-214, December, DOI: https://doi.org/10.17093/alphanumer.
• Mehmet Fatih Demiral, 2024, "Analysis of the Computational Performance in Traveling Salesman Problem: An Application of the Grey Prediction Hybrid Black Hole Algorithm," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 12, issue 3, pages 281-292, December, DOI: https://doi.org/10.17093/alphanumer.
• Cengiz Gazeloğlu & Tunahan Turhan, 2024, "Effects of the Increase in Motor Vehicles on Environmental Protection Expenditures and Traffic Safety: An Examination Using Grey Incidence Analysis Method," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 12, issue 3, pages 293-301, December, DOI: https://doi.org/10.17093/alphanumer.
• Адилханова Зарина // Adilkhanova Zarina & Ержан Ислам // Yerzhan Islam, 2024, "Система селективно - комбинированного прогноза инфляции (SSCIF)// Selective-Combined Inflation Forecasting System," Working Papers, National Bank of Kazakhstan, number #2024-13.
• Luis A. Alcalá, 2024, "Equilibrium Existence in a discrete-time Endogenous Growth Model with Physical and Human Capital," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 298, Jan.
• Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2024, "Sparse spanning portfolios and under-diversification with second-order stochastic dominance," Papers, arXiv.org, number 2402.01951, Feb, revised Aug 2024.
• Anton Kolotilin & Alexander Wolitzky, 2024, "Distributions of Posterior Quantiles via Matching," Papers, arXiv.org, number 2402.17142, Feb.
• Annie Liang & Jay Lu, 2024, "Algorithmic Fairness and Social Welfare," Papers, arXiv.org, number 2404.04424, Apr.
• Zi Wang & Xingcheng Xu & Yanqing Yang & Xiaodong Zhu, 2024, "Optimal Trade and Industrial Policies in the Global Economy: A Deep Learning Framework," Papers, arXiv.org, number 2407.17731, Jul.
• Laura Gardini & Davide Radi & Noemi Schmitt & Iryna Sushko & Frank Westerhoff, 2024, "On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model," Papers, arXiv.org, number 2410.21198, Oct.
• Manuela Pedio & Massimo Guidolin & Giulia Panzeri, 2024, "Machine Learning in Portfolio Decisions," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24233.
• Deyan Radev, 2024, "Dynamic Measures of Sovereign Systemic Risk," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 3-24.
• Jakub Andar & Katerina Huskova, Jakub Dyntar & Jakub Dyntar, 2024, "Navigating urban logistics challenges: An optimized approach to parcel distribution in the Prague city center," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, volume 27, issue 3, pages 1-14, September, DOI: 10.15240/tul/001/2024-5-005.
• Julien Pascal, 2024, "Heterogeneity in macroeconomic models: A review of theory and computation," BCL working papers, Central Bank of Luxembourg, number 185, Jun.
• Rocío Jáuregui González, 2024, "Optimising Air Traffic Management in Europe by the introduction of the Single European Sky," Cognitive Sustainability, Cognitive Sustainability Ltd., volume 3, issue 2, pages 24-35, June, DOI: 10.55343/CogSust.106.
• India Menor Cereijo, 2024, "Exploring strategies for streamlining security procedures without compromising safety: airport planning and logistical considerations," Cognitive Sustainability, Cognitive Sustainability Ltd., volume 3, issue 2, pages 36-45, June, DOI: 10.55343/CogSust.107.
• Jesús Fernández-Villaverde & Galo Nuño & Jesse Perla, 2024, "Taming the curse of dimensionality: quantitative economics with deep learning," Working Papers, Banco de España, number 2444, Nov, DOI: https://doi.org/10.53479/38233.
• Magnus Saß, 2024, "Detecting excessive credit growth: An approach based on structural counterfactuals," Berlin School of Economics Discussion Papers, Berlin School of Economics, number 0046, Aug, DOI: 10.48462/opus4-5591.
• Hồ Thị Minh Nguyên & Thẩm Thị Tú Uyên & Đinh Hoàn Hảo & Phạm Thị Minh Hòa & Phạm Nguyễn Hiền Phương & Hồ Trung Thành, 2024, "Mô hình khám phá ý kiến khách hàng về ứng dụng IoT tại các cửa hàng bán lẻ dựa trên phương pháp phân tích quan điểm và máy học kết hợp," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 19, issue 6, pages 3-17, DOI: 10.46223/HCMCOUJS.econ.vi.19.6.2637.
• Nguyễn Phát Đạt & Nguyễn Văn Hồ & Thái Kim Phụng, 2024, "Applying machine learning in data analytics of human resource management," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 19, issue 9, pages 96-108, DOI: 10.46223/HCMCOUJS.econ.vi.19.9.3193.
• Bao Hoang Nguyen & Shawna Grosskopf & Jongsay Yong & Valentin Zelenyuk, 2024, "Activity‐based funding reform and the performance of public hospitals: The case of Queensland, Australia," Economic Inquiry, Western Economic Association International, volume 62, issue 4, pages 1679-1701, October, DOI: 10.1111/ecin.13246.
• Mohamed Doukali & Xiaojun Song & Abderrahim Taamouti, 2024, "Value‐at‐Risk under Measurement Error," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 86, issue 3, pages 690-713, June, DOI: 10.1111/obes.12589.
• Janoś Gabler & Sebastian Gsell & Tim Mensinger & Mariam Petrosyan, 2024, "Tranquilo: An Optimizer for the Method of Simulated Moments," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_522, Apr.
• Daniel Krähmer, 2024, "The hold-up problem with flexible unobservable investments," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_523, Apr.
• Gregorio Curello, 2024, "Monotone Decision Rules and Supermodularity," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_567, Jun.
• Le Ba Tam & Mai Xuan Thi Thanh & Ngo Thanh & Le Tu D. Q., 2024, "Estimating the International Cocaine Market: A Novel Combination of Excess Compensation and Stochastic Frontier Analysis," Asian Journal of Law and Economics, De Gruyter, volume 15, issue 3, pages 411-431, DOI: 10.1515/ajle-2023-0129.
• Jean-Bernard Chatelain & Kirsten Ralf, 2024, "Wealth in the Quadratic Loss Function of the Ramsey Malinvaud Cass Koopmans Model of Optimal Savings," Revue d'économie politique, Dalloz, volume 134, issue 3, pages 371-390.
• Abada, I. & Ehrenmann, A. & Smeers, Y., 2024, "Marginal Pricing and the Energy Crisis: Where Should We Go?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2453, Sep.
• Xiao Chen & Hanwei Huang & Jiandong Ju & Ruoyan Sun & Jialiang Zhang, 2024, "Endogenous mobility in pandemics: Theory and evidence from the United States," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1981, Feb.
• Florian Diekert & Daniel Heyen & Frikk Nesje & Soheil Shayegh, 2024, "Balancing the Risk of Tipping: Early Warning Systems from Detection to Management," CESifo Working Paper Series, CESifo, number 10892.
• Giuseppe Bertola, 2024, "Retake Opportunities, Pass Probabilities, and Preparation for Exams," CESifo Working Paper Series, CESifo, number 10913.
• Léo Coppens & Simon Dietz & Frank Venmans, 2024, "Optimal Climate Policy under Exogenous and Endogenous Technical Change: Making Sense of the Different Approaches," CESifo Working Paper Series, CESifo, number 11059.
• Jésus Fernández-Villaverde & Kenneth T. Gillingham & Simon Scheidegger & Jesús Fernández-Villaverde & Kenneth Gillingham, 2024, "Climate Change through the Lens of Macroeconomic Modeling," CESifo Working Paper Series, CESifo, number 11346.
• Jésus Fernández-Villaverde & Galo Nuño & Jesse Perla & Jesús Fernández-Villaverde, 2024, "Taming the Curse of Dimensionality: Quantitative Economics with Deep Learning," CESifo Working Paper Series, CESifo, number 11448.
• António Afonso & José Alves & Najat Bazah, 2024, "Public Sector Efficiency and the Functions of the Government," CESifo Working Paper Series, CESifo, number 11487.
• Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2024, "Sparse spanning portfolios and under-diversification with second-order stochastic dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-08, Jan.
• Felix Kubler, 2024, "Incomplete financial markets, the social cost of carbon and constrained efficient carbon pricing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-27, Apr.
• Soros Chitsiripanich & Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2024, "Smoothing Out Momentum and Reversal," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-47, Sep.
• Louis Johner & Martin Hoesli, 2024, "Real Estate in Liability-Driven Investment: The Case of U.S. Pension Funds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-62, Nov.
• Stevens, Nicolas & Smeers, Yves & Papavasiliou, Anthony, 2024, "Indivisibilities in investment and the role of a capacity market," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 3281, Mar, DOI: https://doi.org/10.1007/s11149-024-.
• Stevens, Nicolas & Papavasiliou, Anthony & Smeers, Yves, 2024, "On some advantages of convex hull pricing for the European electricity auction," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 3288, Apr, DOI: https://doi.org/10.1016/j.eneco.202.
• Bertola, Giuseppe, 2024, "Retake Opportunities, Pass Probabilities, and Preparation for Exams," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18777, Jan.
• Didisheim, Antoine & Ke, Barry & Kelly, Bryan & Malamud, Semyon, 2024, "Complexity in Factor Pricing Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18812, Feb.
• Pierre Bernhard & Marc Deschamps, 2024, "Cournot oligopoly: a discrete time sticky-prices paradox," Working Papers, CRESE, number 2024-01, Jan.
• R.Boucekkine & W.Ruan & B.Zou, 2024, "Optimal behavior under pollution irreversibility risk and distance to the irreversibility thresholds: A global approach," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2024001, Jan.
• Raouf Boucekkine & Shankha Chakraborty & Aditya Goenka & Lin Liu, 2024, "A Brief Tour of Economic Epidemiology Modelling," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2024002, Feb.
• Giorgio Fabbri & Silvia Faggian & Giuseppe Freni, 2024, "Growth Models with Externalities on Networks," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2024011, Nov.
• Zaifu Yang & Rong Zhang, 2024, "Consumption, Wealth, Frugality, and Economic Growth," Annals of Economics and Finance, Society for AEF, volume 25, issue 1, pages 31-61, May.
• Qixin Zhan & Heng-fu Zou, 2024, "Liberty Capital Accumulation and Economic Growth," Annals of Economics and Finance, Society for AEF, volume 25, issue 1, pages 63-116, May.
• Qixin Zhan & Heng-fu Zou, 2024, "Liberty Capital Accumulation and Economic Growth," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 619, Feb.
• Yulei Luo, 2024, "Consumption Dynamics under Information Processing Constraints," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 622, Feb.
• Qixin Zhan & Junzhu Zhao & Heng-fu Zou, 2024, "The Rule-of-Law Capital, Growth, and Development," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 624, Mar.
• Minxian Sun & Heng-fu Zou, 2024, "A Macroeconomic Model with Property-Rights Capital," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 625, Apr.
• E. Nagy, Marianna & Varga, Anita, 2024, "A long-step interior point framework and a related function class for linear optimization," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2024/01, Jul.
• Darvay, Zsolt & E. Nagy, Marianna & Lesaja, Goran & Rigó, Petra Renáta & Varga, Anita, 2024, "Comprehensive Analysis of Kernel-Based Interior-Point Methods for P_* (κ) - LCP," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2024/03.
• E. Nagy, Marianna & Illés, Tibor & Nesterov, Yurii & Rigó, Petra Renáta, 2024, "Parabolic Target-Space Interior-Point Algorithm for Weighted Monotone Linear Complementarity Problem," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2024/04, Sep.
• E. Nagy, Marianna & Illés, Tibor & Nesterov, Yurii & Rigó, Petra Renáta, 2024, "New Interior-Point Algorithm for Linear Optimization Based on a Universal Tangent Direction," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2024/05, Oct.
• Franziska Holz & Lukas Barner & Claudia Kemfert & Christian von Hirschhausen, 2024, "Sanctions against Russian Gas Would Not Endanger EU or German Gas Supply," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 14, issue 21, pages 149-156.
• Franziska Holz & Lukas Barner & Claudia Kemfert & Christian von Hirschhausen, 2024, "Sanktionen gegen russisches Erdgas würden Versorgung in EU und Deutschland nicht gefährden," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 91, issue 21, pages 307-315.
• Biais, Bruno & Gersbach, Hans & Rochet, Jean-Charles & von Thadden, Ernst-Ludwig & Villeneuve, Stéphane, 2024, "Dynamic Contracting with Many Agents," HEC Research Papers Series, HEC Paris, number 1516, Apr, DOI: 10.2139/ssrn.4769204.
• Yin, Cynthia, 2024, "Do Production Frictions Affect the Impact of Sustainable Investing?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-25, Dec.
• Adler Haymans Manurung & Nera Marinda Machdar & Jadongan Sijabat & Amran Manurung, 2024, "The Construction of a Portfolio Using Varying Methods and the Effects of Variables on Portfolio Return," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 1, pages 233-241, January.
• Arif Çilek & Onur SeyranlıoÄŸlu, 2024, "Portfolio Optimization with Entropy-CRITIC-IDDWS- PROMETHEE Model in BIST Retail Trade Sector," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 6, pages 23-35, October.
• Huthaifa Alqaralleh & Awon Almajali & Alessandra Canepa, 2024, "Navigating Energy Market Cycles: Insights from a Comprehensive Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 35-48, September.
• Shankar, Ravi & Goel, Mayank, 2024, "Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics," Applied Mathematics and Computation, Elsevier, volume 481, issue C, DOI: 10.1016/j.amc.2024.128926.
• Xing, Xiaoyun & Guo, Kun & Zhang, Dayong & Ji, Qiang, 2024, "On the interactive effects of climate policies: Insights from a stock-flow consistent model," Applied Energy, Elsevier, volume 358, issue C, DOI: 10.1016/j.apenergy.2024.122664.
• Turkson, Charles & Liu, Wenbin & Acquaye, Adolf, 2024, "A data envelopment analysis based evaluation of sustainable energy generation portfolio scenarios," Applied Energy, Elsevier, volume 363, issue C, DOI: 10.1016/j.apenergy.2024.123017.
• Basei, Matteo & Ferrari, Giorgio & Rodosthenous, Neofytos, 2024, "Uncertainty over uncertainty in environmental policy adoption: Bayesian learning of unpredictable socioeconomic costs," Journal of Economic Dynamics and Control, Elsevier, volume 161, issue C, DOI: 10.1016/j.jedc.2024.104841.
• Pascal, Julien, 2024, "Artificial neural networks to solve dynamic programming problems: A bias-corrected Monte Carlo operator," Journal of Economic Dynamics and Control, Elsevier, volume 162, issue C, DOI: 10.1016/j.jedc.2024.104853.
• Ewald, Christian Oliver & Nolan, Charles, 2024, "On the adaptation of the Lagrange formalism to continuous time stochastic optimal control: A Lagrange-Chow redux," Journal of Economic Dynamics and Control, Elsevier, volume 162, issue C, DOI: 10.1016/j.jedc.2024.104855.
• Jin, Wei & van der Ploeg, Frederick & Zhang, Lin, 2024, "How clean capital slows down disinvestment of carbon-intensive capital in the low-carbon transition," Journal of Economic Dynamics and Control, Elsevier, volume 162, issue C, DOI: 10.1016/j.jedc.2024.104857.
• Schesch, Constantin, 2024, "Pseudospectral methods for continuous-time heterogeneous-agent models," Journal of Economic Dynamics and Control, Elsevier, volume 163, issue C, DOI: 10.1016/j.jedc.2024.104856.
• Maliar, Lilia & Taylor, John B., 2024, "Odyssean forward guidance in normal times," Journal of Economic Dynamics and Control, Elsevier, volume 165, issue C, DOI: 10.1016/j.jedc.2024.104877.
• Yang, Nian & Yang, Jun & Chen, Yu, 2024, "Contracting with cost synergies: Continuous-time double-sided moral hazard," Journal of Economic Dynamics and Control, Elsevier, volume 168, issue C, DOI: 10.1016/j.jedc.2024.104971.
• Wild, Phillip & Skoufa, Lucas & Spencer, Nancy, 2024, "Renewable hydrogen requirements and impacts for network balancing: A Queensland case study," Economic Analysis and Policy, Elsevier, volume 81, issue C, pages 452-469, DOI: 10.1016/j.eap.2023.12.013.
• Coppier, Raffaella & Michetti, Elisabetta & Scaccia, Luisa, 2024, "Dimensional traps in evasion models and their effects on industrial structure," Economic Modelling, Elsevier, volume 132, issue C, DOI: 10.1016/j.econmod.2024.106647.
• Meyer-Gohde, Alexander & Saecker, Johanna, 2024, "Solving linear DSGE models with Newton methods," Economic Modelling, Elsevier, volume 133, issue C, DOI: 10.1016/j.econmod.2024.106670.
• de Bruin, Kelly & Yakut, Aykut Mert, 2024, "Efficiency–equity trade-off in the Irish carbon tax: A CGE investigation of mixed revenue recycling schemes," Economic Modelling, Elsevier, volume 134, issue C, DOI: 10.1016/j.econmod.2024.106705.
• Pastor, Jesús T. & Zofío, José L. & Aparicio, Juan & Alcaraz, Javier, 2024, "The flexible reverse approach for decomposing economic inefficiency: With an application to Taiwanese banks," Economic Modelling, Elsevier, volume 139, issue C, DOI: 10.1016/j.econmod.2024.106804.
• Andersson, Tommy & Ellegård, Lina Maria & Enache, Andreea & Erlanson, Albin & Thami, Prakriti, 2024, "Multiple pricing for personal assistance services," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106916.
• Peng, Xingchun & Wang, Yushuang, 2024, "A non-zero-sum investment and reinsurance game between two mean–variance insurers with dynamic CVaR constraints," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102074.
• He, Yong & Luouyang, Xueqi & He, Lin & Chen, Haiyan & Li, Sheng, 2024, "Non-zero-sum investment-reinsurance game with delay and ambiguity aversion," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102160.
• Ji, Xinzhi & Guo, Ranran & Ye, Wuyi, 2024, "Adjustable light robust optimization with second order stochastic dominance constraints," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102162.
• Wang, Peiguang & Wang, Zihui & Wang, Wenli, 2024, "Modeling mispricing risk of defined contribution pension plan with a mean–variance criteria," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102237.
• Yang, Qu & Yu, Yuanyuan & Dai, Dongsheng & He, Qian & Lin, Yu, 2024, "Can hybrid model improve the forecasting performance of stock price index amid COVID-19? Contextual evidence from the MEEMD-LSTM-MLP approach," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102252.
• Luhede, Amelie & Yaqine, Houda & Bahmanbijari, Reza & Römer, Michael & Upmann, Thorsten, 2024, "The value of information in water quality monitoring and management," Ecological Economics, Elsevier, volume 219, issue C, DOI: 10.1016/j.ecolecon.2024.108128.
• Bellocchi, Alessandro & Travaglini, Giuseppe, 2024, "Financial literacy, uncertainty and costs of education," Economics Letters, Elsevier, volume 238, issue C, DOI: 10.1016/j.econlet.2024.111701.
• Mellior, Gustavo & Shibayama, Katsuyuki, 2024, "Solving HACT models with bankruptcy choice," Economics Letters, Elsevier, volume 245, issue C, DOI: 10.1016/j.econlet.2024.112045.
• Lange, Rutger-Jan, 2024, "Bellman filtering and smoothing for state–space models," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105632.
• Magnus, Jan R., 2024, "A gentle introduction to matrix calculus," Journal of Econometrics, Elsevier, volume 244, issue 1, DOI: 10.1016/j.jeconom.2024.105862.
• Kontosakos, Vasileios E. & Hwang, Soosung & Kallinterakis, Vasileios & Pantelous, Athanasios A., 2024, "Long-term dynamic asset allocation under asymmetric risk preferences," European Journal of Operational Research, Elsevier, volume 312, issue 2, pages 765-782, DOI: 10.1016/j.ejor.2023.07.038.
• Fedorov, Semyon & Hagspiel, Verena & Rogstad, Richard W.H. & Haseldonckx, Sophie & Haugsgjerd, Johannes H. & Rønning, Anders, 2024, "Evaluation of tieback developments for marginal oil fields with timing flexibility," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107344.
• Darandary, Abdulelah & Mikayilov, Jeyhun I. & Soummane, Salaheddine, 2024, "Impacts of electricity price reform on Saudi regional fuel consumption and CO2 emissions," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107400.
• Mier, Mathias & Adelowo, Jacqueline & Weissbart, Christoph, 2024, "Complementary taxation of carbon emissions and local air pollution," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107460.
• Armerin, Fredrik, 2024, "A Comment on “The effectiveness of carbon pricing: The role of diversification in a firm’s investment decision”," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107487.
• Stevens, Nicolas & Papavasiliou, Anthony & Smeers, Yves, 2024, "On some advantages of convex hull pricing for the European electricity auction," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107542.
• Domínguez, Ruth & Carrión, Miguel & Vitali, Sebastiano, 2024, "Investments in transmission lines and storage units considering second-order stochastic dominance constraints," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107607.
• Oliva, I. & Ventura, M., 2024, "Who can benefit from multi-license oil concessionaires valuation?," Energy Economics, Elsevier, volume 135, issue C, DOI: 10.1016/j.eneco.2024.107640.
• Chen, Yiwen & Paulus, Nora & Wan, Xi & Zou, Benteng, 2024, "Optimal timing of carbon capture and storage policies — A social planner’s view," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107656.
• Cabot, Clément & Villavicencio, Manuel, 2024, "Second-best electricity pricing in France: Effectiveness of existing rates in evolving power markets," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107673.
• Merrick, James H. & Bistline, John E.T. & Blanford, Geoffrey J., 2024, "On representation of energy storage in electricity planning models," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107675.
• Puiu, Ioan Alexandru & Hauser, Raphael Andreas, 2024, "On market clearing of day ahead auctions for European power markets: Consumer payment minimisation versus social welfare maximisation," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107880.
• Zhang, Yimin & Davis, Dominic & Brear, Michael J. & Vecchi, Andrea, 2024, "The performance of renewable-rich wholesale electricity markets with significant energy storage and flexibility," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.108026.
• Mier, Mathias & Azarova, Valeriya, 2024, "Investment cost specifications revisited," Energy Policy, Elsevier, volume 188, issue C, DOI: 10.1016/j.enpol.2024.114058.
• Chyong, Chi Kong & Henderson, James, 2024, "Quantifying the economic value of Russian gas in Europe in the aftermath of the 2022 war in Ukraine," Energy, Elsevier, volume 292, issue C, DOI: 10.1016/j.energy.2024.130604.
• Çağlayan-Akay, Ebru & Topal, Kadriye Hilal, 2024, "Forecasting Turkish electricity consumption: A critical analysis of single and hybrid models," Energy, Elsevier, volume 305, issue C, DOI: 10.1016/j.energy.2024.132115.
• Arnold, Fabian & Lilienkamp, Arne & Namockel, Nils, 2024, "Diffusion of electric vehicles and their flexibility potential for smoothing residual demand — A spatio-temporal analysis for Germany," Energy, Elsevier, volume 308, issue C, DOI: 10.1016/j.energy.2024.132619.
• Chae, Jiwon & Jang, Bong-Gyu & Kim, Taeyoon, 2024, "The effect of regime-switching transaction costs and cash dividends on liquidity premia," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103186.
• Wang, Haibo, 2024, "Assessing resilience to systemic risks across interbank credit networks using linkage-leverage analysis: Evidence from Japan," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103340.
• Peng, Yaohao & de Moraes Souza, João Gabriel, 2024, "Chaos, overfitting and equilibrium: To what extent can machine learning beat the financial market?," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103474.
• Lu, Cheng & Ndiaye, Papa Momar & Simaan, Majeed, 2024, "Improved estimation of the correlation matrix using reinforcement learning and text-based networks," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103572.
• Tziogkidis, Panagiotis & Philippas, Dionisis, 2024, "Regulatory profiling and endogenous benchmarking," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103575.
• Ardakani, Omid M., 2024, "Portfolio optimization with transfer entropy constraints," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103644.
• Zhang, Liming & Wu, Hongping & Zhao, Qian & Wang, Ning, 2024, "Equilibrium reinsurance strategies for catastrophe and secondary claims under α-maxmin mean–variance criterion," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103729.
• Escobar-Anel, Marcos & Spies, Ben & Zagst, Rudi, 2024, "Mean–variance optimization under affine GARCH: A utility-based solution," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104749.
• Zhu, Jianchang & Sun, Xuchu & Li, Tangrong, 2024, "Execution uncertainty of dark pools and portfolio balance," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105276.
• Liu, Guo & Jin, Zhuo & Li, Shuanming, 2024, "Optimal dividend policy with self-exciting claims in the Gamma–Omega model," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106162.
• Kopeliovich, Yaacov & Pokojovy, Michael, 2024, "Portfolio optimization with feedback strategies based on artificial neural networks," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106185.
• Fukker, Gábor & Kok, Christoffer, 2024, "On the optimal control of interbank contagion in the euro area banking system," Journal of Financial Stability, Elsevier, volume 71, issue C, DOI: 10.1016/j.jfs.2024.101225.
• Szajkó, Gabriella & Rácz, Viktor József & Kis, András, 2024, "The role of price incentives in enhancing carbon sequestration in the forestry sector of Hungary," Forest Policy and Economics, Elsevier, volume 158, issue C, DOI: 10.1016/j.forpol.2023.103097.
• Jiang, Yifu & Olmo, Jose & Atwi, Majed, 2024, "Deep reinforcement learning for portfolio selection," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101016.
• Baker, Matthew J. & George, Lisa M., 2024, "The news hour: Welfare estimation in the market for local television news," International Journal of Industrial Organization, Elsevier, volume 94, issue C, DOI: 10.1016/j.ijindorg.2024.103068.
• Arbona, Alexei & Giménez, Víctor & López-Estrada, Sebastian & Prior, Diego, 2024, "The relationship between homicides from armed conflict and efficiency of educational quality in Colombia," International Journal of Educational Development, Elsevier, volume 110, issue C, DOI: 10.1016/j.ijedudev.2024.103120.
• Bacinello, Anna Rita & Maggistro, Rosario & Zoccolan, Ivan, 2024, "Risk-neutral valuation of GLWB riders in variable annuities," Insurance: Mathematics and Economics, Elsevier, volume 114, issue C, pages 1-14, DOI: 10.1016/j.insmatheco.2023.10.001.
• Guan, Guohui & Liang, Zongxia & Ma, Xingjian, 2024, "Optimal annuitization and asset allocation under linear habit formation," Insurance: Mathematics and Economics, Elsevier, volume 114, issue C, pages 176-191, DOI: 10.1016/j.insmatheco.2023.11.007.
• Ng, Kenneth Tsz Hin & Chong, Wing Fung, 2024, "Optimal investment in defined contribution pension schemes with forward utility preferences," Insurance: Mathematics and Economics, Elsevier, volume 114, issue C, pages 192-211, DOI: 10.1016/j.insmatheco.2023.12.001.
• Kroell, Emma & Pesenti, Silvana M. & Jaimungal, Sebastian, 2024, "Stressing dynamic loss models," Insurance: Mathematics and Economics, Elsevier, volume 114, issue C, pages 56-78, DOI: 10.1016/j.insmatheco.2023.11.002.
• Yang, Yang & Wang, Guojing & Yao, Jing, 2024, "Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks," Insurance: Mathematics and Economics, Elsevier, volume 114, issue C, pages 79-107, DOI: 10.1016/j.insmatheco.2023.11.004.
• Chen, Yanhong & Cheung, Ka Chun & Zhang, Yiying, 2024, "Bowley solution under the reinsurer's default risk," Insurance: Mathematics and Economics, Elsevier, volume 115, issue C, pages 36-61, DOI: 10.1016/j.insmatheco.2024.01.002.