Report NEP-ORE-2015-07-25

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:

• Jesus Crespo Cuaresma & Philipp Piribauer, 2015. "Bayesian Variable Selection in Spatial Autoregressive Models," Department of Economics Working Papers wuwp199, Vienna University of Economics and Business, Department of Economics.
• Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2015. "The South African Economic Response to Monetary Policy Uncertainty," Working Papers 201551, University of Pretoria, Department of Economics.
• Mawuli Segnon & Thomas Lux & Rangan Gupta, 2015. "Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-Type Volatility Models," Working Papers 201550, University of Pretoria, Department of Economics.
• Sarah Brown & Karl Taylor, 2015. "Charitable Behaviour and the Big Five Personality Traits: Evidence from UK Panel Data," Working Papers 2015017, The University of Sheffield, Department of Economics.
• Samir Amine & Sylvain Baumann & Pedro Lages Dos Santos & Fabrice Valognes, 2015. "Revisiting Nash Wages Negotiations in Matching Models," CIRANO Working Papers 2015s-29, CIRANO.
• Serdar Neslihanoglu, 2015. "The Performance of Conditional CAPMs based on Evidence from the European Union?s (EU) Financial Stock Markets before and after the Eurozone Financial Crisis," Proceedings of International Academic Conferences 2604617, International Institute of Social and Economic Sciences.
• Kenichiro Shiraya & Akihiko Takahashi, 2015. "Pricing Average and Spread Options under Local-Stochastic Volatility Jump-Diffusion Models," CIRJE F-Series CIRJE-F-980, CIRJE, Faculty of Economics, University of Tokyo.
• Helin Zhu & Tianyi Liu & Enlu Zhou, 2015. "Risk Quantification in Stochastic Simulation under Input Uncertainty," Papers 1507.06015, arXiv.org, revised Dec 2017.
• Silva Lopes, Artur C. & Florin Zsurkis, Gabriel, 2015. "Revisiting non-linearities in business cycles around the world," MPRA Paper 65668, University Library of Munich, Germany.
• Steg, Jan-Henrik, 2015. "Symmetric equilibria in stochastic timing games," Center for Mathematical Economics Working Papers 543, Center for Mathematical Economics, Bielefeld University.