Report NEP-ORE-2019-09-30

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:

• Becker, Janis & Leschinski, Christian & Sibbertsen, Philipp, 2019, "Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-660, Sep.
• Item repec:rim:rimwps:19-17 is not listed on IDEAS anymore

• Jesus Fernandez-Villaverde & Samuel Hurtado & Galo Nuno, 2019, "Financial Frictions and the Wealth Distribution," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 19-015, Sep.
• Victor Aguirregabiria & Mathieu Marcoux, 2019, "Imposing equilibrium restrictions in the estimation of dynamic discrete games," Working Papers, University of Toronto, Department of Economics, number tecipa-646, Sep.
• Hasan Fallahgoul & Julien Hugonnier & Loriano Mancini, 2019, "Risk Premia and Lévy Jumps: Theory and Evidence," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-49, Feb.
• Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019, "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-15, Sep.
• Aneta Dzik-Walczak & Mateusz Heba, 2019, "A comparison of credit scoring techniques in Peer-to-Peer lending," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2019-16.
• Noori, Ehsan & Khazaei, Ehsan & Tavaro, Mehdi & Bardideh, Farhad, 2019, "Economically Operation of Power Utilities Base on MILP Approach," MPRA Paper, University Library of Munich, Germany, number 95910.
• Heiss, Florian & Hetzenecker, Stephan & Osterhaus, Maximilian, 2019, "Nonparametric estimation of the random coefficients model: An elastic net approach," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 326.
• Dongshuang Hou & Aymeric Lardon & Panfei Sun & Genjiu Xu, 2019, "Sharing a Polluted River under Waste Flow Control," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2019-23, Sep.
• Panagiotou, Dimitrios & Stavrakoudis, Athanassios, 2018, "A stochastic frontier analysis approach for estimating market power in the major U.S. meat export markets," MPRA Paper, University Library of Munich, Germany, number 96128, Sep.
• Fantazzini, Dean & Shangina, Tamara, 2019, "The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades," MPRA Paper, University Library of Munich, Germany, number 95992.
• Jamaledini, Ashkan & Soltani, Ali & Khazaei, Ehsan, 2019, "Modified Charged System Search Algorithm for Economic Optimal Scheduling of Microgrid in Grid-Connected Mode," MPRA Paper, University Library of Munich, Germany, number 95896.
• Christopher Kah & Markus Walzl & Flip Klijn, 2019, "Almost Mutually Best in Matching Markets: Rank-Fairness and Size of the Core," Working Papers, Barcelona School of Economics, number 1115, Sep.
• Matta Uma Maheswara Reddy, 2019, "Option pricing under normal dynamics with stochastic volatility," Papers, arXiv.org, number 1909.08047, Sep, revised Oct 2019.
• T. Erber & M. J. Frank, 2019, "Arrow, Hausdorff, and Ambiguities in the Choice of Preferred States in Complex Systems," Papers, arXiv.org, number 1909.07771, Sep.
• Becker, Janis & Hollstein, Fabian & Prokopczuk, Marcel & Sibbertsen, Philipp, 2019, "The Memory of Beta Factors," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-661, Sep.
• Mariam Camarero & Laura Montolio & Cecilio Tamarit, 2019, "Alternative Estimators For The Fdi Gravity Model: An Application To German Outward Fdi," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1907, Sep.
• Assis de Salles, Andre & Mendes Campanati, Ana Beatriz, 2019, "The Relevance of Crude Oil Prices on Natural Gas Pricing Expectations: A Dynamic Model Based Empirical Study," MPRA Paper, University Library of Munich, Germany, number 95982, Jun, revised 12 Sep 2019.
• Burzynski, Michal & Deuster, Christoph & Docquier, Frédéric & de Melo, Jaime, 2019, "Climate Change, Inequality, and Human Migration," IZA Discussion Papers, IZA Network @ LISER, number 12623, Sep.
• Perekunah B. Eregha & Arcade Ndoricimpa, 2019, "Inflation, Output Growth and their Uncertainties: A Multivariate GARCH-M Modeling Evidence for Nigeria," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 19/060, Jan.
• Martin Hoesli & Elias Oikarinen, 2019, "Does listed real estate behave like direct real estate: updated and broader evidence," ERES, European Real Estate Society (ERES), number eres2019_68, Jan.
• Tavaro, Mehdi & Noori, Ehsan & Khazei, Ehsan & Bardideh, Farhad, 2019, "Microgrid Economic Operation Under Islanded Mode Using Charge System Search Algorithm," MPRA Paper, University Library of Munich, Germany, number 95911.
• Jesus Fernandez-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2019, "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 19-016, Sep.
• Item repec:hal:wpaper:hal-02291548 is not listed on IDEAS anymore

• Pierrefeu, Alex, 2019, "A New Adaptive Moving Average (Vama) Technical Indicator For Financial Data Smoothing," MPRA Paper, University Library of Munich, Germany, number 94323, May.
• Frédéric Marty, 2019, "Accès aux données et concurrence intra et inter plateformes : application aux plateformes immobilières," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2019-26, Sep, revised May 2020.
• Mariarosaria Comunale, 2019, "An Investigation of the Exchange Rate Pass-Through in the Baltic States," CEIS Research Paper, Tor Vergata University, CEIS, number 469, Sep, revised 17 Sep 2019.
• Kato, Takao & Kodama, Naomi, 2019, "The Consequences of Short-Time Compensation: Evidence from Japan," IZA Discussion Papers, IZA Network @ LISER, number 12596, Sep.
• Paul Schneider & Christian Wagner & Josef Zechner, 2019, "Low Risk Anomalies?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-50, Sep.
• B Du & H Zhou & Roel Leus, 2018, "A two-stage robust model for a reliable p-center facility location problem," Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven, number 611913, Jan.
• Richard Holden & Anup Malani, 2019, "The ICO Paradox: Transactions Costs, Token Velocity, and Token Value," NBER Working Papers, National Bureau of Economic Research, Inc, number 26265, Sep.
• Heath, Davidson & Ringgenberg, Matthew C. & Samadi, Mehrdad & Werner, Ingrid M., 2019, "Reusing Natural Experiments," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-21, Sep.
• Massimo Guidolin & Manuela Pedio, 2019, "Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19118.
• Paul Bergin & Ling Feng & Ching-Yi Lin, 2019, "Trade and Firm Financing," NBER Working Papers, National Bureau of Economic Research, Inc, number 26266, Sep.
• Daisoon Kim & Yoonsoo Lee, 2019, "Entry, Exit, and Productivity Dispersion," 2019 Meeting Papers, Society for Economic Dynamics, number 927.
• Baran Doda & Simon Quemin & Luca Taschini, 2019, "Linking Permit Markets Multilaterally," Working Papers, FAERE - French Association of Environmental and Resource Economists, number 2019.17, Sep.
• Avner Seror, 2019, "Human Development, Social Interactions, and Identity Formation," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1924, Sep.
• Xiaojuan Yu & Vincent van den Berg & Erik Verhoef, 2019, "Autonomous cars and dynamic bottleneck congestion revisited: how in-vehicle activities determine aggregate travel patterns," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-067/VIII, Sep.
• Sven Bienert & Maximilian Spanner & Jens Hirsch, 2019, "The Pathway to Decarbonisation - Tracking Carbon Emissions and Reducing Stranding Risks within the Commercial Real Estate Sector," ERES, European Real Estate Society (ERES), number eres2019_207, Jan.
• Blesse, Sebastian & Diegmann, André, 2019, "Police reorganization and crime: Evidence from police station closures," Working Papers, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, number 07/2019.
• Pierrefeu, Alex, 2019, "Recursive Bands - A New Indicator For Technical Analysis," MPRA Paper, University Library of Munich, Germany, number 95806, Aug.
• Basu, Arnab K. & Chau, Nancy H. & Soundararajan, Vidhya, 2019, "Wage Fairness in a Subcontracted Labor Market," IZA Discussion Papers, IZA Network @ LISER, number 12609, Sep.
• Erasmus Kersting & Christopher Kilby, 2019, "Does the World Bank Move Markets?," Villanova School of Business Department of Economics and Statistics Working Paper Series, Villanova School of Business Department of Economics and Statistics, number 42, Aug.
• Thomas Aronsson & Olof Johansson-Stenman & Ronald Wendner, 2019, "Charity as Income Redistribution: A Model with Optimal Taxation, Status, and Social Stigma," Graz Economics Papers, University of Graz, Department of Economics, number 2019-11, Sep.
• Aronsson, Thomas & Johansson-Stenman, Olof & Wendner, Ronald, 2019, "Charity as Income Redistribution: A Model with Optimal Taxation, Status, and Social Stigma," MPRA Paper, University Library of Munich, Germany, number 96152, Sep.
• Thomas Weston & Stanimira Milcheva, 2019, "Improving forecasts of the level and structure of long-run discount rates in the leasehold property market," ERES, European Real Estate Society (ERES), number eres2019_71, Jan.
• Nikolov, Plamen, 2019, "Time Delay and Investment Decisions: Evidence from an Experiment in Tanzania," IZA Discussion Papers, IZA Network @ LISER, number 12626, Sep.
• Frolov, Daniil, 2019, "From transaction costs to transaction value: Overcoming the Coase-Williamson paradigm," MPRA Paper, University Library of Munich, Germany, number 95959, Jul.
• Michelle Lowry & Roni Michaely & Ekaterina Volkova, 2019, "Information Revelation Through Regulatory Process: Interactions Between the SEC and Companies Ahead of the IPO," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-47, Sep.

Report NEP-ORE-2019-09-30

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: