Report NEP-ORE-2021-12-06

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:

• Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón, 2021, "Approximate Bayesian Estimation of Stochastic Volatility in Mean Models using Hidden Markov Models: Empirical Evidence from Stock Latin American Markets," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2021-502, DOI: 10.18800/2079-8474.0502.
• Susana Campos-Martins & Cristina Amado, 2021, "Modelling time-varying volatility interactions," Economics Series Working Papers, University of Oxford, Department of Economics, number 947 JEL classification: C, Sep.
• Yue-Jun Zhang & Han Zhang & Rangan Gupta, 2021, "Forecasting the Artificial Intelligence Index Returns: A Hybrid Approach," Working Papers, University of Pretoria, Department of Economics, number 202182, Nov.
• Lina Zhang & David T. Frazier & Don S. Poskitt & Xueyan Zhao, 2021, "Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/21.
• Sattarhoff, Cristina & Lux, Thomas, 2021, "Forecasting the Variability of Stock Index Returns with the Multifractal Random Walk Model for Realized Volatilities," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2021-02.
• Yayi Yan & Jiti Gao & Bin Peng, 2021, "On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis," Papers, arXiv.org, number 2111.00450, Oct.
• Chenyu Zhao & Misha van Beek & Peter Spreij & Makhtar Ba, 2021, "Polynomial Approximation of Discounted Moments," Papers, arXiv.org, number 2111.00274, Oct.
• Jeronymo Marcondes Pinto & Jennifer L. Castle, 2021, "A machine learning dynamic switching approach to forecasting when there are structural breaks," Economics Series Working Papers, University of Oxford, Department of Economics, number 950 JEL classification: C, Oct.
• Jiarui Tian, 2021, "A Replication of “The effect of the conservation reserve program on rural economies: Deriving a statistical verdict from a null finding” (American Journal of Agricultural Economics, 2019)," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 21/12, Nov.
• Florian Eckert & Nina Mühlebach, 2021, "Global and Local Components of Output Gaps," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 21-497, Nov, DOI: 10.3929/ethz-b-000514977.
• Bhumjai Tangsawasdirat & Suranan Tanpoonkiat & Burasakorn Tangsatchanan, 2021, "Credit Risk Database: Credit Scoring Models for Thai SMEs," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 168, Nov.
• Yuheng Ling, 2021, "A tale of two “AR” models: a spatial analysis of Corsican second home incidence," Working Papers, Laboratoire Lieux, Identités, eSpaces et Activités (LISA), number 022, Dec.
• Donggyu Kim, 2021, "Exponential GARCH-Ito Volatility Models," Papers, arXiv.org, number 2111.04267, Nov.
• Marc Geha & Antoine Jacquier & Zan Zuric, 2021, "Large and moderate deviations for importance sampling in the Heston model," Papers, arXiv.org, number 2111.00348, Oct.
• Kaveh Salehzadeh Nobari, 2021, "Pair copula constructions of point-optimal sign-based tests for predictive linear and nonlinear regressions," Papers, arXiv.org, number 2111.04919, Nov.
• Andreas Dibiasi & Heiner Mikosch & Samad Sarferaz, 2021, "Uncertainty Shocks, Adjustment Costs and Firm Beliefs: Evidence From a Representative Survey," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 21-496, Oct, DOI: 10.3929/ethz-b-000512724.
• Carmelo Rodríguez-Álvarez, 2021, "Maximal Domains for Strategy-Proof Pairwise Exchange," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2021-10, Nov.
• Davide Cividino & Rebecca Westphal & Didier Sornette, 2021, "Multi-asset financial bubbles in an agent-based model with noise traders’ herding described by an n-vector Ising model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-76, Nov.
• Heng Chen & Mototsugu Shintani, 2021, "Inference of Jumps Using Wavelet Variance," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-527, Nov.
• Gao, Xiaoying & Davillas, Apostolos & Jones, Andrew M., 2021, "The COVID-19 Pandemic and Its Impact on Socioeconomic Inequality in Psychological Distress in the UK: An Update," IZA Discussion Papers, IZA Network @ LISER, number 14790, Oct.
• Valdivia Coria, Joab Dan & Valdivia Coria, Daney David, 2021, "Impacto del Stress Sistémico en el Crecimiento Económico: Caso Guatemala
  [Systemic Stress Impact on Economic Growth: The case of Guatemala]," MPRA Paper, University Library of Munich, Germany, number 110669, Feb.
• Santorsola, Marco & Caferra, Rocco & Morone, Andrea, 2021, "The salience of Informed Risk: an experimental analysis," MPRA Paper, University Library of Munich, Germany, number 110619, Nov.
• Battulga Gankhuu, 2021, "Equity-Linked Life Insurances on Maximum of Several Assets," Papers, arXiv.org, number 2111.04038, Nov, revised Sep 2024.
• Fortin, Ines & Hlouskova, Jaroslava & Soegner, Leopold, 2021, "Financial instability and economic activity," IHS Working Paper Series, Institute for Advanced Studies, number 36, Nov.
• Harashima, Taiji, 2021, "Economic Inequality and Heterogeneous Success Rates of Investment," MPRA Paper, University Library of Munich, Germany, number 110688, Nov.
• Gebrekidan, Tnsue, 2021, "Does Index-Based Livestock Insurance Change the Cash Saving Behaviour of Pastoralists in Southern Ethiopia," 2021 Conference, August 17-31, 2021, Virtual, International Association of Agricultural Economists, number 315876, Aug, DOI: 10.22004/ag.econ.315876.
• Rapoport, Hillel & Sardoschau, Sulin & Silve, Arthur, 2021, "Migration and Cultural Change," IZA Discussion Papers, IZA Network @ LISER, number 14772, Oct.
• Andrejs Zlobins, 2021, "On the Time-varying Effects of the ECB's Asset Purchases," Working Papers, Latvijas Banka, number 2021/02, Oct.
• Akin, Zafer & Issabayev, Murat & Rizvanoghlu, Islam, 2021, "Incentives and Strategic Behavior of Professional Boxers," MPRA Paper, University Library of Munich, Germany, number 110595, Nov.
• Cozzi, Guido, 2021, "Semi-Endogenous or Fully Endogenous Growth? A Simple Unified Theory," MPRA Paper, University Library of Munich, Germany, number 110681, Nov.
• Pierre-Edouard Collignon, 2021, "No Regret Fiscal Reforms," Working Papers, Center for Research in Economics and Statistics, number 2021-20, Nov.
• Gianluca Cubadda & Alain Hecq, 2021, "Reduced Rank Regression Models in Economics and Finance," CEIS Research Paper, Tor Vergata University, CEIS, number 525, Nov, revised 08 Nov 2021.
• Georgieva, Daniela & Popova-Terziyska, Radostina & Neykov, Nikolay, 2021, "Development of a tool for optimizing the management processes in the field of innovation in the Bulgarian furniture enterprises," MPRA Paper, University Library of Munich, Germany, number 110745, revised 2021.
• Morone, Andrea & Santorsola, Marco & Tiranzoni, Paola, 2021, "Deal or no deal: comparing individual, group and couple choices in a risky context. Evidence from the Italian tv show edition," MPRA Paper, University Library of Munich, Germany, number 110618, Nov.
• Dirksmeyer, Walter (Ed.) & Menrad, Klaus (Ed.), 2021, "Aktuelle Forschung in der Gartenbauökonomie: Digitalisierung und Automatisierung - welche Chancen und Herausforderungen ergeben sich für den Gartenbau? Tagungsband zum 3. Symposium für Ökonomie im Gartenbau am 15. November 2019 in Freising/Weihenstep," Thünen Reports, Johann Heinrich von Thünen Institute, Federal Research Institute for Rural Areas, Forestry and Fisheries, number 89, DOI: 10.3220/REP1634803385000.
• Corredera Barbado, Alberto & Ruiz Mora, Carlos, 2022, "Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 33693, Oct.
• Donatelli Neto, Oswaldo & Colombo, Jéfferson Augusto, 2021, "O impacto de criptomoedas na performance de carteiras multiativos: análise sob a perspectiva de um investidor brasileiro," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 546, Jul.
• Gerd Grözinger, 2021, "Mein kleines Weltverbesserungsinventar - Eine persönliche Bilanz aus gegebenem Anlass," Discussion Papers, Europa-Universität Flensburg, International Institute of Management, number 034.
• Mr. Jorge A Chan-Lau, 2021, "Scenario Analysis with the DD-PD Mapping Approach: Stock Market Shocks and U.S. Corporate Default Risk," IMF Working Papers, International Monetary Fund, number 2021/143, May.
• Anastasia A. Anufrieva & Elena S. Gorbunova, 2021, "Cognitive Functions In The Digital Environment: Working Memory And Attention Under Real And Digital Conditions," HSE Working papers, National Research University Higher School of Economics, number WP BRP 129/PSY/2021.
• Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
• Bagues, Manuel & Dimitrova, Velichka, 2021, "The Psychological Gains from COVID-19 Vaccination: Who Benefits the Most?," IZA Discussion Papers, IZA Network @ LISER, number 14826, Nov.
• Lartigue-Mendoza, Jacques & Domínguez, Salomón, 2021, "The Effect of Wages on Human Capital Investment," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 246818.
• Thomas Barnay & Éric Defebvre, 2021, "Comment favoriser les dynamiques bénéfiques entre santé et travail ?," Erudite Working Paper, Erudite, number 2021-16.
• Ergys Islamaj & M. Ayhan Kose, 2021, "What Types of Capital Flows Help Improve International Risk Sharing?," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2122, Nov.
• Malakhov, Sergey, 2021, "Golden ratio of invisible hand: does the gravitation matter?," MPRA Paper, University Library of Munich, Germany, number 110674, Nov.
• Chaeshick Chung & Sukjin Park, 2021, "Deep Learning Market Microstructure: Dual-Stage Attention-Based Recurrent Neural Networks," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2108.
• Joana Andrade Vicente, 2021, "Tax us, if you can: a game theoretic approach to profit shifting within the European Union," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0206, Nov.
• Item repec:aei:rpaper:1008558585 is not listed on IDEAS anymore

• Item repec:ags:nc1117:316033 is not listed on IDEAS anymore

• Daniela Di Cagno & Lorenzo Ferrari & Werner Güth & Vittorio Larocca, 2021, "Transparent Dealing instead of Insider Haggling - Experimentally Analyzing an Institutional Choice for Repeated Trade," CEIS Research Paper, Tor Vergata University, CEIS, number 523, Nov, revised 18 Feb 2023.
• Ghosh, Saurabh & Mazumder, Debojyoti, 2021, "Do NBFCs Propagate Real Shocks?," MPRA Paper, University Library of Munich, Germany, number 110596, Nov.
• Aronsson, Thomas & Bastani, Spencer & Tayibov, Khayyam, 2021, "Social Exclusion and Optimal Redistribution," Umeå Economic Studies, Umeå University, Department of Economics, number 1004, Nov.
• Ren'e Aid & Ofelia Bonesini & Giorgia Callegaro & Luciano Campi, 2021, "A McKean-Vlasov game of commodity production, consumption and trading," Papers, arXiv.org, number 2111.04391, Nov.
• Sebastian, Steffen P. & Steininger, Bertram I., 2021, "Real estate ETNs in strategic asset allocation," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 21/8, Dec.
• G.K., Chetan Kumar & K.B., Rangappa, 2021, "Analyzing Usage and Effectiveness Of E-Learning Applications among Rural and Urban Students: An Empirical Study," MPRA Paper, University Library of Munich, Germany, number 110317, Aug.
• Grimaud, Alex, 2021, "Precautionary saving and un-anchored expectations," MPRA Paper, University Library of Munich, Germany, number 110651, Jul.
• Scott, Douglas & Freund, Richard & Favara, Marta & Porter, Catherine & Sanchez, Alan, 2021, "Unpacking the Post-lockdown Employment Recovery of Young Women in the Global South," IZA Discussion Papers, IZA Network @ LISER, number 14829, Nov.
• Angelo Antoci & Valentina Rotondi & Fabio Sabatini & Pier Luigi Sacco & Mauro Sodini, 2021, "Experts vs. policymakers in the COVID-19 policy response," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 213, Nov.
• Omar Licandro & Francesca Vinci, 2021, "Potential output, the Taylor Rule and the Fed," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2021/03.
• Nuerxiati Abudurexiti & Kai He & Dongdong Hu & Svetlozar T. Rachev & Hasanjan Sayit & Ruoyu Sun, 2021, "Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models," Papers, arXiv.org, number 2111.04311, Nov, revised Feb 2023.
• Rahul Singh & Liyuan Xu & Arthur Gretton, 2021, "Sequential Kernel Embedding for Mediated and Time-Varying Dose Response Curves," Papers, arXiv.org, number 2111.03950, Nov, revised Mar 2025.
• David H. Bernstein & Andrew B. Martinez, 2021, "Jointly Modeling Male and Female Labor Participation and Unemployment," Working Papers, The George Washington University, The Center for Economic Research, number 2021-006, Nov.
• Sayani Gupta & Rob J Hyndman & Dianne Cook, 2021, "Detecting Distributional Differences between Temporal Granularities for Exploratory Time Series Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/21.
• Zhai, Weiyang, 2021, "“Impossible Trinity” Hypothesis: The causal Relation between Trilemma and Macro Policy Performance," MPRA Paper, University Library of Munich, Germany, number 110680, Nov.
• Rainald Borck & Niklas Gohl, 2021, "Gentrification and Affordable Housing Policies," CEPA Discussion Papers, Center for Economic Policy Analysis, number 39, Dec, DOI: 10.25932/publishup-52930.
• Navid Mojir & K. Sudhir, 2021, "A Structural Model of Organizational Buying for B2B Markets: Innovation Adoption with Share of Wallet Contracts," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2315, Nov.
• Nettelbeck, Heike & Lütke Schwienhorst, Rudolf, 2021, "Leadership in Zeiten von Corona: Eine qualitative Studie zum Krisenmanagement von Unternehmenslenker:innen während der COVID-19-Pandemie," ZNWU Discussion Papers, Darmstadt University of Applied Sciences, Darmstadt Business School, Center for Sustainable Economic and Corporate Policy (SECP), number 7.
• Susana Campos-Martins & David F. Hendry, 2021, "Geoclimate, geopolitics, and the geovolatility of carbon-intensive equity returns," Economics Series Working Papers, University of Oxford, Department of Economics, number 948 JEL classification: C, Sep.
• Roger Cremades & Hermine Mitter & Nicu Constantin Tudose & Anabel Sanchez-Plaza & Anil Graves & Annelies Broekman & Steffen Bender & Carlo Giupponi & Phoebe Koundouri & Muhamad Bahri & Sorin Cheval & , 2019, "Ten principles to integrate the water-energy-land nexus with climate services for co-producing local and regional integrated assessments," DEOS Working Papers, Athens University of Economics and Business, number 1915, Dec.
• Kaur, Karman & Prasad, Narayan & Prasad, Narayan, 2021, "Modelling Input Energy Used in Wheat Production in India Using Artificial Neural Network," 2021 Conference, August 17-31, 2021, Virtual, International Association of Agricultural Economists, number 315051, Aug, DOI: 10.22004/ag.econ.315051.
• Song, Zisheng, 2021, "The capitalization of school quality in rents in the Beijing housing market: A propensity score method," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 21/7, Dec.
• Felipe Gonzalez & Marc Petit & Yannick Perez, 2021, "Plug-in behavior of electric vehicles users: Insights from a large-scale trial and impacts for grid integration studies," Post-Print, HAL, number hal-03363782, Nov, DOI: 10.1016/j.etran.2021.100131.

Report NEP-ORE-2021-12-06

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: