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

2022

• Shi, Ruoshi & Zhao, Yanlong & Bao, Ying & Peng, Cheng, 2022, "Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101781.
• Li, Shilin & Li, Tongtong & Yang, Jinqiang, 2022, "Optimal consumption and portfolio choices in the stochastic SIS model," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101787.
• Escobar-Anel, Marcos, 2022, "Multivariate risk aversion utility, application to ESG investments," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101790.
• Guan, Guohui & Hu, Xiang, 2022, "Equilibrium mean–variance reinsurance and investment strategies for a general insurance company under smooth ambiguity," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101793.
• White, Neil, 2022, "An envelope method for solving continuous-time stochastic models with occasionally binding constraints," Economics Letters, Elsevier, volume 214, issue C, DOI: 10.1016/j.econlet.2022.110434.
• Delaney, Laura, 2022, "The impact of operational delay on irreversible investment under Knightian uncertainty," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110494.
• Lee, Ji Hyung & Shi, Zhentao & Gao, Zhan, 2022, "On LASSO for predictive regression," Journal of Econometrics, Elsevier, volume 229, issue 2, pages 322-349, DOI: 10.1016/j.jeconom.2021.02.002.
• Li, Hua & Bai, Zhidong & Wong, Wing-Keung & McAleer, Michael, 2022, "Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization," Econometrics and Statistics, Elsevier, volume 24, issue C, pages 133-150, DOI: 10.1016/j.ecosta.2021.10.005.
• Antoci, Angelo & Borghesi, Simone & Galeotti, Marcello & Russu, Paolo, 2022, "Maladaptation to environmental degradation and the interplay between negative and positive externalities," European Economic Review, Elsevier, volume 143, issue C, DOI: 10.1016/j.euroecorev.2021.104023.
• Korobilis, Dimitris, 2022, "A new algorithm for structural restrictions in Bayesian vector autoregressions," European Economic Review, Elsevier, volume 148, issue C, DOI: 10.1016/j.euroecorev.2022.104241.
• Hiraki, Kazuhiro & Sun, Chuanping, 2022, "A toolkit for exploiting contemporaneous stock correlations," Journal of Empirical Finance, Elsevier, volume 65, issue C, pages 99-124, DOI: 10.1016/j.jempfin.2021.11.003.
• Ambrosius, Mirjam & Egerer, Jonas & Grimm, Veronika & van der Weijde, Adriaan H., 2022, "Risk aversion in multilevel electricity market models with different congestion pricing regimes," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105701.
• Andreolli, Francesca & D’Alpaos, Chiara & Moretto, Michele, 2022, "Valuing investments in domestic PV-Battery Systems under uncertainty," Energy Economics, Elsevier, volume 106, issue C, DOI: 10.1016/j.eneco.2021.105721.
• Keles, Dogan & Dehler-Holland, Joris, 2022, "Evaluation of photovoltaic storage systems on energy markets under uncertainty using stochastic dynamic programming," Energy Economics, Elsevier, volume 106, issue C, DOI: 10.1016/j.eneco.2021.105800.
• Csercsik, Dávid, 2022, "Convex combinatorial auction of pipeline network capacities," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106084.
• Secomandi, Nicola, 2022, "Quadratic hedging of risk neutral values," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106086.
• Compernolle, Tine & Kort, Peter M. & Thijssen, Jacco J.J., 2022, "The effectiveness of carbon pricing: The role of diversification in a firm’s investment decision," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106115.
• Huang, Zhehao & Dong, Hao & Jia, Shuaishuai, 2022, "Equilibrium pricing for carbon emission in response to the target of carbon emission peaking," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106160.
• Wang, Baixue & Duan, Maosheng, 2022, "Consignment auctions of emissions trading systems: An agent-based approach based on China’s practice," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106187.
• Göke, Leonard & Kendziorski, Mario & Kemfert, Claudia & Hirschhausen, Christian von, 2022, "Accounting for spatiality of renewables and storage in transmission planning," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106190.
• Falbo, Paolo & Pelizzari, Cristian & Rizzini, Giorgio, 2022, "Optimal incentive for electric vehicle adoption," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106270.
• Schlund, David & Theile, Philipp, 2022, "Simultaneity of green energy and hydrogen production: Analysing the dispatch of a grid-connected electrolyser," Energy Policy, Elsevier, volume 166, issue C, DOI: 10.1016/j.enpol.2022.113008.
• Chyong, Chi Kong & Newbery, David, 2022, "A unit commitment and economic dispatch model of the GB electricity market – Formulation and application to hydro pumped storage," Energy Policy, Elsevier, volume 170, issue C, DOI: 10.1016/j.enpol.2022.113213.
• Aimer, Najmi & Lusta, Abdulmula, 2022, "Asymmetric effects of oil shocks on economic policy uncertainty," Energy, Elsevier, volume 241, issue C, DOI: 10.1016/j.energy.2021.122712.
• Szulczyk, Kenneth R. & Tan, Yeng-May, 2022, "Economic feasibility and sustainability of commercial bioethanol from microalgal biomass: The case of Malaysia," Energy, Elsevier, volume 253, issue C, DOI: 10.1016/j.energy.2022.124151.
• Zitis, Pavlos I. & Contoyiannis, Yiannis & Potirakis, Stelios M., 2022, "Critical dynamics related to a recent Bitcoin crash," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102368.
• Kurosaki, Tetsuo & Kim, Young Shin, 2022, "Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102143.
• Lim, Hanah, 2022, "Benefit attribution in financial systems with bilateral netting," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102179.
• Drenovak, Mikica & Ranković, Vladimir & Urošević, Branko & Jelic, Ranko, 2022, "Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary Algorithm," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102328.
• Chen, Yanhua & Pantelous, Athanasios A., 2022, "The U.S.-China trade conflict impacts on the Chinese and U.S. stock markets: A network-based approach," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102486.
• Liu, Guo & Jin, Zhuo & Li, Shuanming & Zhang, Jiannan, 2022, "Stochastic asset allocation and reinsurance game under contagious claims," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103123.
• Xing, Xiaoyun & Pan, Huanxue & Deng, Jing, 2022, "Carbon tax in a stock-flow consistent model: The role of commercial banks in financing low-carbon transition," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103186.
• Boucekkine, Raouf & Fabbri, Giorgio & Federico, Salvatore & Gozzi, Fausto, 2022, "A dynamic theory of spatial externalities," Games and Economic Behavior, Elsevier, volume 132, issue C, pages 133-165, DOI: 10.1016/j.geb.2021.12.002.
• Pevnitskaya, Svetlana & Ryvkin, Dmitry, 2022, "The effect of access to clean technology on pollution reduction: An experiment," Games and Economic Behavior, Elsevier, volume 136, issue C, pages 117-141, DOI: 10.1016/j.geb.2022.07.007.
• Agasisti, Tommaso & de Oliveira Ribeiro, Celma & Montemor, Daniel Sanches, 2022, "The efficiency of Brazilian elementary public schools," International Journal of Educational Development, Elsevier, volume 93, issue C, DOI: 10.1016/j.ijedudev.2022.102627.
• He, Lin & Liang, Zongxia & Song, Yilun & Ye, Qi, 2022, "Optimal asset allocation, consumption and retirement time with the variation in habitual persistence," Insurance: Mathematics and Economics, Elsevier, volume 102, issue C, pages 188-202, DOI: 10.1016/j.insmatheco.2021.10.004.
• Li, Danping & Young, Virginia R., 2022, "Stackelberg differential game for reinsurance: Mean-variance framework and random horizon," Insurance: Mathematics and Economics, Elsevier, volume 102, issue C, pages 42-55, DOI: 10.1016/j.insmatheco.2021.11.006.
• Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel & Heras, Antonio, 2022, "Risk transference constraints in optimal reinsurance," Insurance: Mathematics and Economics, Elsevier, volume 103, issue C, pages 27-40, DOI: 10.1016/j.insmatheco.2021.12.004.
• Choi, Kyoung Jin & Jeon, Junkee & Lee, Ho-Seok & Lin, Hsuan-Chih, 2022, "Optimal long-term contracts with disability insurance under limited commitment," Insurance: Mathematics and Economics, Elsevier, volume 104, issue C, pages 99-132, DOI: 10.1016/j.insmatheco.2022.02.007.
• Ceci, Claudia & Colaneri, Katia & Cretarola, Alessandra, 2022, "Optimal reinsurance and investment under common shock dependence between financial and actuarial markets," Insurance: Mathematics and Economics, Elsevier, volume 105, issue C, pages 252-278, DOI: 10.1016/j.insmatheco.2022.04.011.
• Cao, Jingyi & Li, Dongchen & Young, Virginia R. & Zou, Bin, 2022, "Stackelberg differential game for insurance under model ambiguity," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 128-145, DOI: 10.1016/j.insmatheco.2022.06.003.
• Ferrari, Giorgio & Schuhmann, Patrick & Zhu, Shihao, 2022, "Optimal dividends under Markov-modulated bankruptcy level," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 146-172, DOI: 10.1016/j.insmatheco.2022.06.005.
• Guan, Guohui & Hu, Jiaqi & Liang, Zongxia, 2022, "Robust equilibrium strategies in a defined benefit pension plan game," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 193-217, DOI: 10.1016/j.insmatheco.2022.07.003.
• He, Lin & Liang, Zongxia & Wang, Sheng, 2022, "Dynamic optimal adjustment policies of hybrid pension plans," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 46-68, DOI: 10.1016/j.insmatheco.2022.05.001.
• Yan, Tingjin & Park, Kyunghyun & Wong, Hoi Ying, 2022, "Irreversible reinsurance: A singular control approach," Insurance: Mathematics and Economics, Elsevier, volume 107, issue C, pages 326-348, DOI: 10.1016/j.insmatheco.2022.09.004.
• Xu, Shuzhe & Zhang, Chuanlong & Hong, Don, 2022, "BERT-based NLP techniques for classification and severity modeling in basic warranty data study," Insurance: Mathematics and Economics, Elsevier, volume 107, issue C, pages 57-67, DOI: 10.1016/j.insmatheco.2022.07.013.
• Fang, Yi & Post, Thierry, 2022, "Optimal portfolio choice for higher-order risk averters," Journal of Banking & Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jbankfin.2022.106429.
• Barro, Diana & Consigli, Giorgio & Varun, Vivek, 2022, "A stochastic programming model for dynamic portfolio management with financial derivatives," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106445.
• Yegorov, Yury & Wirl, Franz & Grass, Dieter & Eigruber, Markus & Feichtinger, Gustav, 2022, "On the matthew effect on individual investments in skills in arts, sports and science," Journal of Economic Behavior & Organization, Elsevier, volume 196, issue C, pages 178-199, DOI: 10.1016/j.jebo.2022.02.008.
• Chen, Le-Yu & Oparina, Ekaterina & Powdthavee, Nattavudh & Srisuma, Sorawoot, 2022, "Robust Ranking of Happiness Outcomes: A Median Regression Perspective," Journal of Economic Behavior & Organization, Elsevier, volume 200, issue C, pages 672-686, DOI: 10.1016/j.jebo.2022.06.010.
• Eisenack, Klaus & Paschen, Marius, 2022, "Adapting long-lived investments under climate change uncertainty," Journal of Environmental Economics and Management, Elsevier, volume 116, issue C, DOI: 10.1016/j.jeem.2022.102743.
• Luo, Yulei & Nie, Jun & Wang, Haijun, 2022, "Ignorance, pervasive uncertainty, and household finance," Journal of Economic Theory, Elsevier, volume 199, issue C, DOI: 10.1016/j.jet.2021.105204.
• Szydlowski, Martin & Yoon, Ji Hee, 2022, "Ambiguity in dynamic contracts," Journal of Economic Theory, Elsevier, volume 199, issue C, DOI: 10.1016/j.jet.2021.105229.
• Choi, Kyoung Jin & Jeon, Junkee & Koo, Hyeng Keun, 2022, "Intertemporal preference with loss aversion: Consumption and risk-attitude," Journal of Economic Theory, Elsevier, volume 200, issue C, DOI: 10.1016/j.jet.2021.105380.
• Balbus, Łukasz & Reffett, Kevin & Woźny, Łukasz, 2022, "Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting," Journal of Economic Theory, Elsevier, volume 204, issue C, DOI: 10.1016/j.jet.2022.105493.
• Décamps, Jean-Paul & Villeneuve, Stéphane, 2022, "Learning about profitability and dynamic cash management," Journal of Economic Theory, Elsevier, volume 205, issue C, DOI: 10.1016/j.jet.2022.105522.
• Schneider, Kate R., 2022, "Nationally representative estimates of the cost of adequate diets, nutrient level drivers, and policy options for households in rural Malawi," Food Policy, Elsevier, volume 113, issue C, DOI: 10.1016/j.foodpol.2022.102275.
• Cone, Thomas E., 2022, "Learning with unobserved regimes," Journal of Macroeconomics, Elsevier, volume 73, issue C, DOI: 10.1016/j.jmacro.2022.103441.
• Zaman, Mohammad Shahid & Valiyattoor, Vipin & Bhandari, Anup Kumar, 2022, "Dynamics of total factor productivity growth: An empirical analysis of Indian commercial banks," The Journal of Economic Asymmetries, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeca.2022.e00268.
• Bansal, Pooja & Kumar, Sunil & Mehra, Aparna & Gulati, Rachita, 2022, "Developing two dynamic Malmquist-Luenberger productivity indices: An illustrated application for assessing productivity performance of Indian banks," Omega, Elsevier, volume 107, issue C, DOI: 10.1016/j.omega.2021.102538.
• Bonfiglio, Andrea & Coderoni, Silvia & Esposti, Roberto, 2022, "Policy responses to COVID-19 pandemic waves: Cross-region and cross-sector economic impact," Journal of Policy Modeling, Elsevier, volume 44, issue 2, pages 252-279, DOI: 10.1016/j.jpolmod.2022.03.009.
• Seck, Gondia Sokhna & Hache, Emmanuel & Barnet, Charlène, 2022, "Potential bottleneck in the energy transition: The case of cobalt in an accelerating electro-mobility world," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102516.
• Lin, Yu & Liao, Qidong & Lin, Zixiao & Tan, Bin & Yu, Yuanyuan, 2022, "A novel hybrid model integrating modified ensemble empirical mode decomposition and LSTM neural network for multi-step precious metal prices prediction," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102884.
• Maples, Chellie H. & Hagerman, Amy D. & Lambert, Dayton M., 2022, "Ex-ante effects of the 2018 Agricultural Improvement Act’s grassland initiative," Land Use Policy, Elsevier, volume 116, issue C, DOI: 10.1016/j.landusepol.2022.106055.
• Ha-Huy, Thai & Nguyen, Thi Tuyet Mai, 2022, "Saving and dissaving under Ramsey–Rawls criterion," Journal of Mathematical Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.jmateco.2022.102783.

2021

• Jean-Jacques Forneron & Serena Ng, 2021, "Estimation and Inference by Stochastic Optimization: Three Examples," AEA Papers and Proceedings, American Economic Association, volume 111, pages 626-630, May, DOI: 10.1257/pandp.20211038.
• Romualdas Ginevicius & Martin Schieg & Magdalena Kot-Radojewska & Marta Jarocka, 2021, "Quantitative Assessment of the Dynamics of Socioeconomic Processes," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 23, issue 57, pages 504-504.
• Bazzana, Davide & Menoncin, Francesco & Vergalli, Sergio, , "The day after tomorrow: mitigation and adaptation policies to deal with uncertainty," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 313283, DOI: 10.22004/ag.econ.313283.
• Castellini, Marta & Di Corato, Luca & Moretto, Michele & Vergalli, Sergio, , "Energy exchange among heterogeneous prosumers under price uncertainty," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 314755, DOI: 10.22004/ag.econ.314755.
• Eder, Andreas, 2021, "Environmental Efficiency Measurement When Producers Control Pollutants Under Heterogeneous Conditions: A Generalization of the Materials Balance Approach," 2021 Conference, August 17-31, 2021, Virtual, International Association of Agricultural Economists, number 315100, Aug, DOI: 10.22004/ag.econ.315100.
• Yusuf Akgül & Fuat Çamlıbel & Selma Çamlıbel, 2021, "Hayat Dışı Sigorta Sektöründe Kârı Etkileyen Firma İçi Faktörlerin İncelenmesi: Bulanık Hedef Programlama Örneği," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue 2, pages 332-355, DOI: 10.30784/epfad.871997.
• Amine Chekireb & Julio Goncalves & Hubert Stahn & Agnes Tomini, 2021, "Private exploitation of the North-Western Sahara Aquifer System," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2144, Nov.
• Viorel - Costin Banta & Sabin – Alexandru Babeanu & Cristian Dragos Turcan, 2021, "Auditing Special Orders In The Automotive Production Area - The Impact Of Ai And Rpa On This Activity. A Case Study," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 49, pages 13-18, August.
• Cristian Dragos Turcan & Viorel - Costin Banta & Sabin – Alexandru Babeanu, 2021, "Initiation And Planning Of An Information System. A Case Study," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 49, pages 43-48, August.
• R.S. Rogulin, 2021, "Model for Assessing the Effectiveness of the Formation of Sustainable Supply Chains of Raw Materials by Timber Industry Enterprises," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 20, issue 1, pages 148-168, DOI: http://dx.doi.org/10.15826/vestnik..
• Vrins, Frédéric & Wang, Linqi, 2021, "Asymmetric short-rate model without lower bound," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021006, Aug.
• Pichler, Anton & Farmer, J. Doyne, 2021, "Modeling simultaneous supply and demand shocks in input-output networks," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2021-05, Jan.
• Yacov Tsur & Amos Zemel, 2021, "Resource Management Under Catastrophic Threats," Annual Review of Resource Economics, Annual Reviews, volume 13, issue 1, pages 403-425, October, DOI: 10.1146/annurev-resource-100920-020.
• Lars Peter Hansen, 2021, "Uncertainty Spillovers for Markets and Policy," Annual Review of Economics, Annual Reviews, volume 13, issue 1, pages 371-396, August, DOI: 10.1146/annurev-economics-082020-05.
• Pawel Kliber & Anna Rutkowska-Ziarko, 2021, "Portfolio choice with a fundamental criterion – an algorithm and practical applicationon – a computation methods and empirical analysis," International Journal of Economic Sciences, European Research Center, volume 10, issue 1, pages 39-52, June.
• Rui Fan & Ji Hyung Lee & Youngki Shin, 2021, "Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach," Papers, arXiv.org, number 2101.11568, Jan, revised Dec 2022.
• P'eter Bir'o & Flip Klijn & Xenia Klimentova & Ana Viana, 2021, "Shapley-Scarf Housing Markets: Respecting Improvement, Integer Programming, and Kidney Exchange," Papers, arXiv.org, number 2102.00167, Jan.
• Alfred Galichon & Marc Henry, 2021, "Dual theory of choice with multivariate risks," Papers, arXiv.org, number 2102.02578, Feb, revised Feb 2021.
• Ivar Ekeland & Alfred Galichon & Marc Henry, 2021, "Optimal transportation and the falsifiability of incompletely specified economic models," Papers, arXiv.org, number 2102.04162, Feb, revised Feb 2021.
• Ivar Ekeland & Alfred Galichon & Marc Henry, 2021, "Comonotonic measures of multivariate risks," Papers, arXiv.org, number 2102.04175, Feb.
• Hui Chen & Antoine Didisheim & Simon Scheidegger, 2021, "Deep Structural Estimation: With an Application to Option Pricing," Papers, arXiv.org, number 2102.09209, Feb.
• Anton Pichler & Marco Pangallo & R. Maria del Rio-Chanona & Franc{c}ois Lafond & J. Doyne Farmer, 2021, "In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model," Papers, arXiv.org, number 2102.09608, Feb.
• Jean-Jacques Forneron & Serena Ng, 2021, "Estimation and Inference by Stochastic Optimization: Three Examples," Papers, arXiv.org, number 2102.10443, Feb.
• James H. Merrick & John E. T. Bistline & Geoffrey J. Blanford, 2021, "On representation of energy storage in electricity planning models," Papers, arXiv.org, number 2105.03707, May, revised May 2021.
• Alfredo D. Garcia & Christopher A. Hartwell & Mart'in Andr'es Szybisz, 2021, "Defying Gravity: The Economic Effects of Social Distancing," Papers, arXiv.org, number 2106.09361, Jun.
• Wei Li & Florentina Paraschiv & Georgios Sermpinis, 2021, "A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection," Papers, arXiv.org, number 2107.08808, Jul.
• Marcos Escobar-Anel & Maximilian Gollart & Rudi Zagst, 2021, "Closed-form portfolio optimization under GARCH models," Papers, arXiv.org, number 2109.00433, Sep.
• Marcelo Brutti Righi, 2021, "Star-shaped acceptability indexes," Papers, arXiv.org, number 2110.08630, Oct, revised May 2024.
• Alev{s} v{C}ern'y & Christoph Czichowsky & Jan Kallsen, 2021, "Numeraire-invariant quadratic hedging and mean--variance portfolio allocation," Papers, arXiv.org, number 2110.09416, Oct, revised Jul 2025.
• Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2021, "A dynamic theory of spatial externalities," Papers, arXiv.org, number 2112.10584, Dec.
• Ram Pratap Sinha, 2021, "Profit Benchmarking of Indian General Insurance Companies," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 73-92.
• Cóndor Richard, 2021, "Evaluating the Effects of the Home Affordable Modification Program," Working Papers, Banco de México, number 2021-08, Jun.
• Chi Thanh NGO, 2021, "An Industrial Organisation Model For The Vietnamese Food Retail Market," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 66, issue 229, pages 61-98, April – J.
• Ana Viana & Xenia Klimentova & Péter Biró & Flip Klijn, 2021, "Shapley-Scarf Housing Markets: Respecting Improvement, Integer Programming, and Kidney Exchange," Working Papers, Barcelona School of Economics, number 1235, Feb.
• Aditya Goenka & Lin Liu & Manh-Hung Nguyen, 2021, "Modeling optimal quarantines with waning immunity," Discussion Papers, Department of Economics, University of Birmingham, number 21-10, Jun.
• Tirupam Goel & Isha Agarwal, 2021, "Limits of stress-test based bank regulation," BIS Working Papers, Bank for International Settlements, number 953, Jul.
• Nguyen Bang & Nguyen Van-Ho & Ho Thanh, 2021, "Sentiment Analysis of Customer Feedback in Online Food Ordering Services," Business Systems Research, Sciendo, volume 12, issue 2, pages 46-59, December, DOI: 10.2478/bsrj-2021-0018.
• Stefano Bosi & David Desmarchelier, 2021, "Pollution effects on disease transmission and economic stability," International Journal of Economic Theory, The International Society for Economic Theory, volume 17, issue 2, pages 169-189, June, DOI: 10.1111/ijet.12213.
• Marie Brière & Ariane Szafarz, 2021, "When it rains, it pours: Multifactor asset management in good and bad times," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 44, issue 3, pages 641-669, September, DOI: 10.1111/jfir.12257.
• Jean‐Christophe Delfim & Martin Hoesli, 2021, "Robust desmoothed real estate returns," Real Estate Economics, American Real Estate and Urban Economics Association, volume 49, issue 1, pages 75-105, March, DOI: 10.1111/1540-6229.12313.
• Departamento de Investigaciones en Banca Central & Subgerencia de Investigaciones Económicas & Asesoría de Política Económica & Banco Central de Bolivia, 2021, "Modelo de Equilibrio General Dinámico Estocástico para el análisis de la política monetaria del Banco Central de Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 35, issue 1, pages 129-169, July - De.
• Richard Harrison & Matt Waldron, 2021, "Optimal policy with occasionally binding constraints: piecewise linear solution methods," Bank of England working papers, Bank of England, number 911, Feb.
• Jean-Bernard Chatelain & Kirsten Ralf, 2021, "Imperfect Credibility versus No Credibility of Optimal Monetary Policy," Revue économique, Presses de Sciences-Po, volume 72, issue 1, pages 43-63.
• Matthias Birkner & Niklas Scheuer & Klaus Wälde, 2021, "The Dynamics of Pareto Distributed Wealth in a Small Open Economy," CESifo Working Paper Series, CESifo, number 9058.
• Valeriya Azarova & Mathias Mier, 2021, "Unraveling the Black Box of Power Market Models," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 357.
• Jacqueline Adelowo & Mathias Mier & Christoph Weissbart, 2021, "Taxation of Carbon Emissions and Air Pollution in Intertemporal Optimization Frameworks with Social and Private Discount Rates," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 360.
• Valeriya Azarova & Mathias Mier, 2021, "Investor Type Heterogeneity in Bottom-Up Optimization Models," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 362.
• Tomohiro Hirano & Joseph E. Stiglitz, 2021, "Land Speculation and Wobbly Dynamics with Endogenous Phase Transitions," Discussion Papers, Centre for Macroeconomics (CFM), number 2201, Dec.
• Caio Almeida & Paul Schneider, 2021, "Constrained Polynomial Likelihood," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-45, May.
• Blanka Horvath & Josef Teichmann & Zan Zuric, 2021, "Deep Hedging under Rough Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-88, Feb.
• Bryan T. Kelly & Semyon Malamud & Kangying Zhou, 2021, "The Virtue of Complexity in Machine Learning Portfolios," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-90, Dec.
• Tomohiro HIRANO & Joseph E. Stiglitz, 2021, "The Wobbly Economy; Global Dynamics with Phase Transitions and State Transitions," CIGS Working Paper Series, The Canon Institute for Global Studies, number 21-008E, Dec.
• Tomohiro HIRANO & Joseph E. Stiglitz, 2021, "Land Speculation and Wobbly Dynamics with Endogenous Phase Transitions," CIGS Working Paper Series, The Canon Institute for Global Studies, number 21-009E, Dec.
• Gustavo Hernández, 2021, "Modelos de equilibrio general en Excel®: un modelo de intercambio puro," Documentos de Trabajo, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 19295, Jun.
• Katuala, Hénock M., 2021, "Frictions financières et Dynamique macroéconomique : Examen des régularités cycliques," Dynare Working Papers, CEPREMAP, number 66, Feb.
• Teulings, Coen & Lange, Rutger-Jan, 2021, "The option value of vacant land: Don't build when demand for housing is booming," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16023, Apr.
• Mariotti, Thomas & Décamps, Jean-Paul & Gensbittel, Fabien, 2021, "Investment Timing and Technological Breakthrough," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16246, Jun.
• Lepetyuk, Vadym & Maliar, Serguei & Taylor, John, 2021, "The Power of Open-Mouth Policies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16262, Jun.
• Giorgio Fabbri & Fausto Gozzi & Giovanni Zanco, 2021, "Verification Results For Age-Structured Models Of Economic-Epidemics Dynamics," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2021004, Feb.
• Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2021, "A Dynamic Theory Of Spatial Externalities," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2021028, Nov.
• Chao, Shih-Kang & Härdle, Wolfgang K. & Yuan, Ming, 2021, "Factorisable Multitask Quantile Regression," Econometric Theory, Cambridge University Press, volume 37, issue 4, pages 794-816, August.
• Gori, Luca & Sodini, Mauro, 2021, "A Contribution To The Theory Of Fertility And Economic Development," Macroeconomic Dynamics, Cambridge University Press, volume 25, issue 3, pages 753-775, April.
• Gori, Luca & Manfredi, Piero & Sodini, Mauro, 2021, "A Parsimonious Model Of Longevity, Fertility, Hiv Transmission And Development," Macroeconomic Dynamics, Cambridge University Press, volume 25, issue 5, pages 1155-1174, July.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2021, "Hopf Bifurcation From New-Keynesian Taylor Rule To Ramsey Optimal Policy," Macroeconomic Dynamics, Cambridge University Press, volume 25, issue 8, pages 2204-2236, December.
• Darvay, Zsolt & Rigó, Petra Renáta, 2021, "New predictor-corrector interior-point algorithm for symmetric cone horizontal linear complementarity problems," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2021/01, Mar.
• Illés, Tibor & Rigó, Petra Renáta & Török, Roland, 2021, "Predictor-corrector interior-point algorithm based on a new search direction working in a wide neighbourhood of the central path," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2021/02, May.
• E. Nagy, Marianna & Varga, Anita, 2021, "A new long-step interior point algorithm for linear programming based on the algebraic equivalent transformation," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2021/06, Sep.
• Wiwik Utami Toharudin, 2021, "Analysis of Pension Fund Investment Portfolio Diversification Policy and Its Impact on Financial Performance (Study on PLN Pension Fund 2010-2018)," Asian Journal of Social Science Studies, Julypress, volume 6, issue 3, pages 34-49, September, DOI: 10.20849/ajsss.v6i3.935.
• Fukker, Gábor & Kok, Christoffer, 2021, "On the optimal control of interbank contagion in the euro area banking system," Working Paper Series, European Central Bank, number 2554, May.
• de Groot, Oliver & Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka, 2021, "A toolkit for computing Constrained Optimal Policy Projections (COPPs)," Working Paper Series, European Central Bank, number 2555, May.
• Naomi Pandiangan & Sukono Sukono & Endang Soeryana Hasbullah, 2021, "Quadratic Investment Portfolio Based on Value-at-risk with Risk-Free Assets: For Stocks of the Mining and Energy Sector," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 175-184.
• Shang, Linmei & Heckelei, Thomas & Gerullis, Maria K. & Börner, Jan & Rasch, Sebastian, 2021, "Adoption and diffusion of digital farming technologies - integrating farm-level evidence and system interaction," Agricultural Systems, Elsevier, volume 190, issue C, DOI: 10.1016/j.agsy.2021.103074.
• Ferchiou, Ahmed & Lhermie, Guillaume & Raboisson, Didier, 2021, "New standards in stochastic simulations of dairy cow disease modelling: Bio-economic dynamic optimization for rational health management decision-making," Agricultural Systems, Elsevier, volume 194, issue C, DOI: 10.1016/j.agsy.2021.103249.
• Neetzow, Paul, 2021, "The effects of power system flexibility on the efficient transition to renewable generation," Applied Energy, Elsevier, volume 283, issue C, DOI: 10.1016/j.apenergy.2020.116278.
• Miao, Zhuang & Chen, Xiaodong & Baležentis, Tomas, 2021, "Improving energy use and mitigating pollutant emissions across “Three Regions and Ten Urban Agglomerations”: A city-level productivity growth decomposition," Applied Energy, Elsevier, volume 283, issue C, DOI: 10.1016/j.apenergy.2020.116296.
• Riepin, Iegor & Möbius, Thomas & Müsgens, Felix, 2021, "Modelling uncertainty in coupled electricity and gas systems—Is it worth the effort?," Applied Energy, Elsevier, volume 285, issue C, DOI: 10.1016/j.apenergy.2020.116363.
• Schlund, David & Schönfisch, Max, 2021, "Analysing the impact of a renewable hydrogen quota on the European electricity and natural gas markets," Applied Energy, Elsevier, volume 304, issue C, DOI: 10.1016/j.apenergy.2021.117666.
• Feichtinger, Gustav & Grass, Dieter & Kort, Peter M. & Seidl, Andrea, 2021, "On the Matthew effect in research careers," Journal of Economic Dynamics and Control, Elsevier, volume 123, issue C, DOI: 10.1016/j.jedc.2020.104058.
• Upmann, Thorsten & Uecker, Hannes & Hammann, Liv & Blasius, Bernd, 2021, "Optimal stock–enhancement of a spatially distributed renewable resource," Journal of Economic Dynamics and Control, Elsevier, volume 123, issue C, DOI: 10.1016/j.jedc.2020.104060.
• Kim, Eungsik & Spear, Stephen, 2021, "A characterization of Markov equilibrium in stochastic overlapping generations models," Journal of Economic Dynamics and Control, Elsevier, volume 124, issue C, DOI: 10.1016/j.jedc.2020.104023.
• Castellini, Marta & Menoncin, Francesco & Moretto, Michele & Vergalli, Sergio, 2021, "Photovoltaic Smart Grids in the prosumers investment decisions: a real option model," Journal of Economic Dynamics and Control, Elsevier, volume 126, issue C, DOI: 10.1016/j.jedc.2020.103988.
• Taschini, Luca, 2021, "Flexibility premium of emissions permits," Journal of Economic Dynamics and Control, Elsevier, volume 126, issue C, DOI: 10.1016/j.jedc.2020.104013.
• Braga, Joao Paulo & Semmler, Willi & Grass, Dieter, 2021, "De-risking of green investments through a green bond market – Empirics and a dynamic model," Journal of Economic Dynamics and Control, Elsevier, volume 131, issue C, DOI: 10.1016/j.jedc.2021.104201.
• Parra-Alvarez, Juan Carlos & Polattimur, Hamza & Posch, Olaf, 2021, "Risk matters: Breaking certainty equivalence in linear approximations," Journal of Economic Dynamics and Control, Elsevier, volume 133, issue C, DOI: 10.1016/j.jedc.2021.104248.
• Lee, Sangjun & Zhao, Jinhua, 2021, "Adaptation to climate change: Extreme events versus gradual changes," Journal of Economic Dynamics and Control, Elsevier, volume 133, issue C, DOI: 10.1016/j.jedc.2021.104262.
• Zhao, Xin & Calvin, Katherine V. & Wise, Marshall A. & Iyer, Gokul, 2021, "The role of global agricultural market integration in multiregional economic modeling: Using hindcast experiments to validate an Armington model," Economic Analysis and Policy, Elsevier, volume 72, issue C, pages 1-17, DOI: 10.1016/j.eap.2021.07.007.
• Moghadam, Hamed Markazi, 2021, "A nonparametric approach to evolutionary oligopoly games: An application to the crude oil industry," Economic Modelling, Elsevier, volume 101, issue C, DOI: 10.1016/j.econmod.2021.105547.
• Goenka, Aditya & Liu, Lin & Nguyen, Manh-Hung, 2021, "COVID-19 and a Green Recovery?," Economic Modelling, Elsevier, volume 104, issue C, DOI: 10.1016/j.econmod.2021.105639.
• Zhu, Bo & Lin, Renda & Deng, Yuanyue & Chen, Pingshe & Chevallier, Julien, 2021, "Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises," Economic Modelling, Elsevier, volume 105, issue C, DOI: 10.1016/j.econmod.2021.105651.
• Li, Kaifeng & Xia, Bobo & Guo, Zhaoxuan, 2021, "A consumption-based asset pricing model with disappointment aversion and uncertainty shocks," Economic Modelling, Elsevier, volume 94, issue C, pages 235-243, DOI: 10.1016/j.econmod.2020.09.016.
• Xu, Jiajun & Ru, Xinshun & Song, Pengcheng, 2021, "Can a new model of infrastructure financing mitigate credit rationing in poorly governed countries?," Economic Modelling, Elsevier, volume 95, issue C, pages 111-120, DOI: 10.1016/j.econmod.2020.12.001.
• López-Torres, Laura & Johnes, Jill & Elliott, Caroline & Polo, Cristina, 2021, "The effects of competition and collaboration on efficiency in the UK independent school sector," Economic Modelling, Elsevier, volume 96, issue C, pages 40-53, DOI: 10.1016/j.econmod.2020.12.020.
• Bechlioulis, Alexandros P. & Brissimis, Sophocles N., 2021, "Identifying key aspects of household behavior in a representative agent framework," Economic Modelling, Elsevier, volume 97, issue C, pages 105-117, DOI: 10.1016/j.econmod.2021.01.017.
• Chen, Xingjiang & Ruan, Xinfeng & Zhang, Wenjun, 2021, "Dynamic portfolio choice and information trading with recursive utility," Economic Modelling, Elsevier, volume 98, issue C, pages 154-167, DOI: 10.1016/j.econmod.2021.02.020.
• Li, Tongtong & Wang, Shibo & Yang, Jinqiang, 2021, "Robust consumption and portfolio choices with habit formation," Economic Modelling, Elsevier, volume 98, issue C, pages 227-246, DOI: 10.1016/j.econmod.2021.03.001.
• Lin, Yu & Yan, Yan & Xu, Jiali & Liao, Ying & Ma, Feng, 2021, "Forecasting stock index price using the CEEMDAN-LSTM model," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101421.
• Chen, Yunmin & Chien, YiLi & Wen, Yi & Yang, C.C., 2021, "Should capital be taxed?," Economics Letters, Elsevier, volume 200, issue C, DOI: 10.1016/j.econlet.2021.109746.
• Fosgerau, Mogens & Melo, Emerson & Shum, Matthew & Sørensen, Jesper R.-V., 2021, "Some remarks on CCP-based estimators of dynamic models," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109911.
• Fang, Ming & Taylor, Stephen, 2021, "A machine learning based asset pricing factor model comparison on anomaly portfolios," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109919.
• Jang, Bong-Gyu & Kim, Taeyoon & Lee, Seungkyu & Park, Seyoung, 2021, "Ambiguity premium and transaction costs," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110007.
• Chen, Yunmin & Chien, YiLi & Wen, Yi & Yang, C.C., 2021, "Are unconditional lump-sum transfers a good idea?," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110088.
• An, Yonghong & Hu, Yingyao & Xiao, Ruli, 2021, "Dynamic decisions under subjective expectations: A structural analysis," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 645-675, DOI: 10.1016/j.jeconom.2020.04.046.
• Aguirregabiria, Victor & Gu, Jiaying & Luo, Yao, 2021, "Sufficient statistics for unobserved heterogeneity in structural dynamic logit models," Journal of Econometrics, Elsevier, volume 223, issue 2, pages 280-311, DOI: 10.1016/j.jeconom.2019.07.010.
• Kamil, Nazrol K.M. & Bacha, Obiyathulla I. & Masih, Mansur, 2021, "Is there a diversification “cost” of Shari’ah compliance? Empirical evidence from Malaysian equities," Economic Systems, Elsevier, volume 45, issue 1, DOI: 10.1016/j.ecosys.2020.100817.
• Gross, Isaac & Hansen, James, 2021, "Optimal policy design in nonlinear DSGE models: An n-order accurate approximation," European Economic Review, Elsevier, volume 140, issue C, DOI: 10.1016/j.euroecorev.2021.103918.
• Boucekkine, Raouf & Fabbri, Giorgio & Federico, Salvatore & Gozzi, Fausto, 2021, "From firm to global-level pollution control: The case of transboundary pollution," European Journal of Operational Research, Elsevier, volume 290, issue 1, pages 331-345, DOI: 10.1016/j.ejor.2020.07.056.
• Rogge, Nicky & Archer, Geoffrey, 2021, "Measuring and analyzing country change in establishing ease of doing business using a revised version of World Bank's ease of doing business index," European Journal of Operational Research, Elsevier, volume 290, issue 1, pages 373-385, DOI: 10.1016/j.ejor.2020.07.065.
• Xie, Wen-Jie & Li, Mu-Yao & Zhou, Wei-Xing, 2021, "Learning representation of stock traders and immediate price impacts," Emerging Markets Review, Elsevier, volume 48, issue C, DOI: 10.1016/j.ememar.2020.100791.
• Liu, Weiyi & Liu, Yangyi & Luo, Ronghua & Ding, Yue, 2021, "Ability parity model for optimal fund allocation: Evidence from China's mutual fund markets," Emerging Markets Review, Elsevier, volume 48, issue C, DOI: 10.1016/j.ememar.2021.100804.
• Felling, Tim, 2021, "Development of a genetic algorithm and its application to a bi-level problem of system cost optimal electricity price zone configurations," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105422.
• Domínguez, Ruth & Vitali, Sebastiano & Carrión, Miguel & Moriggia, Vittorio, 2021, "Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105438.
• Jin, Wei & Shi, Xunpeng & Zhang, Lin, 2021, "Energy transition without dirty capital stranding," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105508.
• Limosani, Michele & Milasi, Monica & Scopelliti, Domenico, 2021, "Deregulated electricity market, a stochastic variational approach," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105493.
• Kang, Jidong & Ng, Tsan Sheng & Su, Bin & Milovanoff, Alexandre, 2021, "Electrifying light-duty passenger transport for CO2 emissions reduction: A stochastic-robust input–output linear programming model," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105623.
• Castellini, Marta & Di Corato, Luca & Moretto, Michele & Vergalli, Sergio, 2021, "Energy exchange among heterogeneous prosumers under price uncertainty," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105647.
• Jindal, Abhinav & Nilakantan, Rahul, 2021, "Falling efficiency levels of Indian coal-fired power plants: A slacks-based analysis," Energy Economics, Elsevier, volume 93, issue C, DOI: 10.1016/j.eneco.2020.105022.
• Okullo, Samuel J. & Reynès, Frédéric & Hofkes, Marjan W., 2021, "(Bio-)Fuel mandating and the green paradox," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2020.105014.
• Yu, Yantuan & Zhang, Ning, 2021, "Low-carbon city pilot and carbon emission efficiency: Quasi-experimental evidence from China," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105125.
• Yu, Hyun Jin Julie, 2021, "System contributions of residential battery systems: New perspectives on PV self-consumption," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105151.
• Das Gupta, Supratim, 2021, "Using real options to value capacity additions and investment expenditures in renewable energies in India," Energy Policy, Elsevier, volume 148, issue PA, DOI: 10.1016/j.enpol.2020.111916.
• Hauenstein, Christian & Holz, Franziska, 2021, "The U.S. coal sector between shale gas and renewables: Last resort coal exports?," Energy Policy, Elsevier, volume 149, issue C, DOI: 10.1016/j.enpol.2020.112097.
• Günther, Claudia & Schill, Wolf-Peter & Zerrahn, Alexander, 2021, "Prosumage of solar electricity: Tariff design, capacity investments, and power sector effects," Energy Policy, Elsevier, volume 152, issue C, DOI: 10.1016/j.enpol.2021.112168.
• Durand-Lasserve, Olivier & Pierru, Axel, 2021, "Modeling world oil market questions: An economic perspective," Energy Policy, Elsevier, volume 159, issue C, DOI: 10.1016/j.enpol.2021.112606.
• Wehrle, Sebastian & Gruber, Katharina & Schmidt, Johannes, 2021, "The cost of undisturbed landscapes," Energy Policy, Elsevier, volume 159, issue C, DOI: 10.1016/j.enpol.2021.112617.
• Croonenbroeck, Carsten & Hennecke, David, 2021, "A comparison of optimizers in a unified standard for optimization on wind farm layout optimization," Energy, Elsevier, volume 216, issue C, DOI: 10.1016/j.energy.2020.119244.
• Khemka, Gaurav & Steffensen, Mogens & Warren, Geoffrey J., 2021, "How sub-optimal are age-based life-cycle investment products?," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101619.
• Shi, Leilei & Wang, Binghong & Guo, Xinshuai & Li, Honggang, 2021, "A price dynamic equilibrium model with trading volume weights based on a price-volume probability wave differential equation," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2020.101603.
• Fang, Hao & Chung, Chien-Ping & Lu, Yang-Cheng & Lee, Yen-Hsien & Wang, Wen-Hao, 2021, "The impacts of investors' sentiments on stock returns using fintech approaches," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101858.
• Kassimatis, Konstantinos, 2021, "Mean-variance versus utility maximization revisited: The case of constant relative risk aversion," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101932.
• Huang, Jia & Chen, Zheng, 2021, "Optimal risk asset allocation of a loss-averse bank with partial information under inflation risk," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101513.
• Han, Bingyan & Wong, Hoi Ying, 2021, "Merton’s portfolio problem under Volterra Heston model," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101580.
• Krolikowski, Pawel M. & McCallum, Andrew H., 2021, "Goods-market frictions and international trade," Journal of International Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.jinteco.2020.103411.
• Feng, Yang & Zhu, Jinxia & Siu, Tak Kuen, 2021, "Optimal risk exposure and dividend payout policies under model uncertainty," Insurance: Mathematics and Economics, Elsevier, volume 100, issue C, pages 1-29, DOI: 10.1016/j.insmatheco.2021.03.029.