Report NEP-ORE-2015-08-30This is the archive for NEP-ORE, a report on new working papers in the area of Operations Research. Walter Frisch issued this report. It is usually issued weekly.
The following items were announced in this report:
- Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Discussion Paper 2015-038, Tilburg University, Center for Economic Research.
- Raouf Boucekkine & Fabien Prieur & Benteng Zou, 2018. "Symmetric vs Asymmetric Equilibria and Stochastic Stability in a Dynamic Game of Legislative Lobbying," Working Papers halshs-01181214, HAL.
- Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Efficient Global Optimization for Black-Box Simulation via Sequential Intrinsic Kriging," Discussion Paper 2015-042, Tilburg University, Center for Economic Research.
- Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014. "Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk," Working Papers 15-10, Eastern Mediterranean University, Department of Economics.
- Marco Corazza & Giacomo Di Tollo & Giovanni Fasano & Raffaele Pesenti, 2015. "A novel initialization of PSO for costly portfolio selection problems," Working Papers 4, Department of Management, Università Ca' Foscari Venezia.
- Woll, Oliver, 2015. "Mean-risk hedging strategies in electricity markets with limited liquidity," ZEW Discussion Papers 15-056, ZEW - Leibniz Centre for European Economic Research.
- A. Paliathanasis & K. Krishnakumar & K. M. Tamizhmani & P. G. L. Leach, 2015. "Lie Symmetry Analysis of the Black-Scholes-Merton Model for European Options with Stochastic Volatility," Papers 1508.06797, arXiv.org, revised May 2016.
- Bakshi, Gurdip & Chabi-Yo, Fousseni, 2014. "New Entropy Restrictions and the Quest for Better Specified Asset Pricing Models," Working Paper Series 2014-07, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Clement Yelou, 2015. "Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?," Cahiers de recherche CREATE 2015-3, CREATE.
- Yan Dolinsky & Ariel Neufeld, 2015. "Super-replication in Fully Incomplete Markets," Papers 1508.05233, arXiv.org, revised Sep 2016.