Report NEP-ORE-2019-06-24

This 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.

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Other reports in NEP-ORE

The following items were announced in this report:

• Gerlach, Richard & Naimoli, Antonio & Storti, Giuseppe, 2018, "Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting," MPRA Paper, University Library of Munich, Germany, number 94289, Jan.
• George Kapetanios & Laura Serlenga & Yongcheol Shin, 2019, "Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure," SERIES, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", number 03-2019, Jun, revised Jun 2019.
• Paul Schneider, 2019, "A Theory of Scenario Generation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-17, Mar.
• Raul Merino & Jan Posp'iv{s}il & Tom'av{s} Sobotka & Tommi Sottinen & Josep Vives, 2019, "Decomposition formula for rough Volterra stochastic volatility models," Papers, arXiv.org, number 1906.07101, Jun, revised Aug 2019.
• Kleijnen, Jack & van Beers, W.C.M., 2019, "Statistical Tests for Cross-Validation of Kriging Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2019-022.
• Khazaei, Ehsan & Jamaledini, Ashkan, 2019, "Islanded Microgrid Operation Based on the Chaotic Crow Search Algorithm," MPRA Paper, University Library of Munich, Germany, number 94278, Jun.
• Soltani, Ali & Tashakor, Behnam, 2019, "A New Nonconvex quadratic programming Technique: Practical and Fast Solver Method," MPRA Paper, University Library of Munich, Germany, number 94335, Jan.
• Soeiro, Renato & Adrego Pinto, Alberto, 2019, "Social power as a solution to the Bertrand Paradox," MPRA Paper, University Library of Munich, Germany, number 94271, Jun.
• Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2019, "A Flexible Regime Switching Model for Asset Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-27, May, revised May 2019.
• Jamaledini, Ashkan & Khazaei, Ehsan & Bitaraf, Mohammad, 2019, "Solving the Grid-Connected Microgrid Operation by Teaching Learning Based Optimization Algorithm," MPRA Paper, University Library of Munich, Germany, number 94276, Jun.
• Ivan Guo & Gregoire Loeper & Shiyi Wang, 2019, "Calibration of Local-Stochastic Volatility Models by Optimal Transport," Papers, arXiv.org, number 1906.06478, Jun, revised Jul 2021.
• Kenneth Gillingham & Fedor Iskhakov & Anders Munk-Nielsen & John Rust & Bertel Schjerning, 2019, "Equilibrium trade in automobile markets," CESifo Working Paper Series, CESifo, number 7650.
• Xavier D'Haultfoeuille & Arnaud Maurel & Xiaoyun Qiu & Yichong Zhang, 2019, "Estimating Selection Models without Instrument with Stata," NBER Working Papers, National Bureau of Economic Research, Inc, number 25823, May.
• Ahiadorme, Johnson Worlanyo & Sonyo, Emmanuel & Ahiase, Godwin, 2019, "Time series analysis of interest rates volatility and stock returns in Ghana," MPRA Paper, University Library of Munich, Germany, number 94292, May.
• Rujiwattanapong, W. Similan, 2019, "Unemployment dynamics and endogenous unemployment insurance extensions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100948, May.
• Jess Benhabib & Bálint Szőke, 2019, "Optimal Positive Capital Taxes at Interior Steady States," NBER Working Papers, National Bureau of Economic Research, Inc, number 25895, May.
• Xiao, Tim, 2019, "Incremental Risk Charge Methodology," MPRA Paper, University Library of Munich, Germany, number 94581, May, revised 08 May 2019.
• Li, Yiting & Wang, Chien-Chiang, 2019, "Cryptocurrency, Imperfect Information, and Fraud," MPRA Paper, University Library of Munich, Germany, number 94309, May.
• Luca MAzzone, 2019, "On the Solution of High-Dimensional Macro Models with Distributional Channels," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-01, Jan.
• Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019, "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-12, May.
• Jamaledini, Ashkan & Khazaei, Ehsan & Bitaraf, Mohammd, 2019, "Solving the Grid-Connected Microgrid Operation by JAYA Algorithm," MPRA Paper, University Library of Munich, Germany, number 94277, Jun.
• Christelis, Dimitris & Messina, Julián, 2019, "Partial Identification of Population Average and Quantile Treatment Effects in Observational Data under Sample Selection," IDB Publications (Working Papers), Inter-American Development Bank, number 9520, Mar, DOI: http://dx.doi.org/10.18235/0001596.
• Shaw, Charles, 2018, "Regime-Switching And Levy Jump Dynamics In Option-Adjusted Spreads," MPRA Paper, University Library of Munich, Germany, number 94154, Dec, revised 27 May 2019.
• Johan Gars & Daniel Spiro, 2019, "Should Faustmann forecast climate change?," CESifo Working Paper Series, CESifo, number 7636.
• Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019, "Historical Evolution of Monthly Anomalies in International Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201950, Jun.
• Melis, Michael & Bonga-Bonga, Lumengo, 2019, "Determinants of global capital volatility in the BRICS grouping," MPRA Paper, University Library of Munich, Germany, number 94125.
• Bruno Ferman, 2019, "On the Properties of the Synthetic Control Estimator with Many Periods and Many Controls," Papers, arXiv.org, number 1906.06665, Jun, revised May 2020.
• Benjamin M. Marx & Lesley J. Turner, 2019, "Student Loan Choice Overload," NBER Working Papers, National Bureau of Economic Research, Inc, number 25905, May.
• Chen, Yunxiao & Li, Xiaoou & Liu, Jingchen & Ying, Zhiliang, 2019, "Statistical analysis of complex problem-solving process data: an event history analysis approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100871, Mar.
• Ojeda-Joya, Jair, 2019, "A consumption-based approach to exchange rate predictability," MPRA Paper, University Library of Munich, Germany, number 94231, May.
• Khatri, Krishna, 2019, "Passive Control of Spar Type Floating Wind Turbine using Effective Economic Optimal Design Values," MPRA Paper, University Library of Munich, Germany, number 94447, Jun.
• Becerra, Oscar & Melo-Velandia, Luis Fernando, 2019, "Medidas de riesgo financiero usando cópulas: teoría y aplicaciones," Working papers, Red Investigadores de Economía, number 7, Jun.
• Marianna De Santis & Giorgio Grani & Laura Palagi, 2019, "Branching with Hyperplanes in the Criterion Space:the Frontier Partitioner Algorithm for Biobjective Integer Programming," DIAG Technical Reports, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza", number 2019-03.
• Sophia du Plessis & Ada Jansen & Krige Siebrits, 2019, "The limits of laws: traffic law enforcement in South Africa," Working Papers, Stellenbosch University, Department of Economics, number 08/2019, revised 2019.
• Jozef Barunik & Cathy Yi-Hsuan Chen & Jan Vecer, 2019, "Sentiment-Driven Stochastic Volatility Model: A High-Frequency Textual Tool for Economists," Papers, arXiv.org, number 1906.00059, May.
• Khazaei, Ehsan & Jamaledini, Ashkan, 2019, "Optimal Operation of Islanded Microgrid Operation Based on the JAYA Optimization Algorithm," MPRA Paper, University Library of Munich, Germany, number 94279, Jun.
• Piotr Orłowski & Andras Sali & Fabio Trojani, 2019, "Arbitrage Free Dispersion," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-20, Jan, revised Apr 2019.
• Nooman Rebei & Rashid Sbia, 2019, "Transitory and Permanent Shocks in the Global Market for Crude Oil," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1918, May.
• Ziesemer, Thomas, 2019, "Can we have growth when population is stagnant? Testing linear growth rate formulas and their cross-unit cointegration of non-scale endogenous growth models," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2019-021, Jun.
• Mora Gómez, Manuel & Mompel Lancina, David, 2019, "Cultura, educación y ocio en España: Estimaciones del Sistema de Demanda Casi Ideal y del Modelo de Rotterdam
  [Culture, education and laisure in Spain: Estimation of the Ideal demand system and Rotterdam model]," MPRA Paper, University Library of Munich, Germany, number 94477, Jun.

Report NEP-ORE-2019-06-24

This 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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ORE

The following items were announced in this report: