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.

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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 2021-502, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Susana Campos-Martins & Cristina Amado, 2021. "Modelling time-varying volatility interactions," Economics Series Working Papers 947 JEL classification: C, University of Oxford, Department of Economics.
• Yue-Jun Zhang & Han Zhang & Rangan Gupta, 2021. "Forecasting the Artificial Intelligence Index Returns: A Hybrid Approach," Working Papers 202182, University of Pretoria, Department of Economics.
• 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 21/21, Monash University, Department of Econometrics and Business Statistics.
• Sattarhoff, Cristina & Lux, Thomas, 2021. "Forecasting the Variability of Stock Index Returns with the Multifractal Random Walk Model for Realized Volatilities," Economics Working Papers 2021-02, Christian-Albrechts-University of Kiel, Department of Economics.
• Yayi Yan & Jiti Gao & Bin Peng, 2021. "On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis," Papers 2111.00450, arXiv.org.
• Chenyu Zhao & Misha van Beek & Peter Spreij & Makhtar Ba, 2021. "Polynomial Approximation of Discounted Moments," Papers 2111.00274, arXiv.org.
• Jeronymo Marcondes Pinto & Jennifer L. Castle, 2021. "A machine learning dynamic switching approach to forecasting when there are structural breaks," Economics Series Working Papers 950 JEL classification: C, University of Oxford, Department of Economics.
• 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 21/12, University of Canterbury, Department of Economics and Finance.
• Florian Eckert & Nina Mühlebach, 2021. "Global and Local Components of Output Gaps," KOF Working papers 21-497, KOF Swiss Economic Institute, ETH Zurich.
• Bhumjai Tangsawasdirat & Suranan Tanpoonkiat & Burasakorn Tangsatchanan, 2021. "Credit Risk Database: Credit Scoring Models for Thai SMEs," PIER Discussion Papers 168, Puey Ungphakorn Institute for Economic Research.
• Yuheng Ling, 2021. "A tale of two “AR” models: a spatial analysis of Corsican second home incidence," Working Papers 022, Laboratoire Lieux, Identités, eSpaces et Activités (LISA).
• Donggyu Kim, 2021. "Exponential GARCH-Ito Volatility Models," Papers 2111.04267, arXiv.org.
• Marc Geha & Antoine Jacquier & Zan Zuric, 2021. "Large and moderate deviations for importance sampling in the Heston model," Papers 2111.00348, arXiv.org.
• Kaveh Salehzadeh Nobari, 2021. "Pair copula constructions of point-optimal sign-based tests for predictive linear and nonlinear regressions," Papers 2111.04919, arXiv.org.
• Andreas Dibiasi & Heiner Mikosch & Samad Sarferaz, 2021. "Uncertainty Shocks, Adjustment Costs and Firm Beliefs: Evidence From a Representative Survey," KOF Working papers 21-496, KOF Swiss Economic Institute, ETH Zurich.
• Carmelo Rodríguez-Álvarez, 2021. "Maximal Domains for Strategy-Proof Pairwise Exchange," Documentos de Trabajo del ICAE 2021-10, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• 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 21-76, Swiss Finance Institute.
• Heng Chen & Mototsugu Shintani, 2021. "Inference of Jumps Using Wavelet Variance," CARF F-Series CARF-F-527, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• 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 14790, Institute of Labor Economics (IZA).
• 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 110669, University Library of Munich, Germany.
• Santorsola, Marco & Caferra, Rocco & Morone, Andrea, 2021. "The salience of Informed Risk: an experimental analysis," MPRA Paper 110619, University Library of Munich, Germany.
• Battulga Gankhuu, 2021. "Equity-Linked Life Insurances on Maximum of Several Assets," Papers 2111.04038, arXiv.org, revised Sep 2024.
• Fortin, Ines & Hlouskova, Jaroslava & Soegner, Leopold, 2021. "Financial instability and economic activity," IHS Working Paper Series 36, Institute for Advanced Studies.
• Harashima, Taiji, 2021. "Economic Inequality and Heterogeneous Success Rates of Investment," MPRA Paper 110688, University Library of Munich, Germany.
• 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 315876, International Association of Agricultural Economists.
• Rapoport, Hillel & Sardoschau, Sulin & Silve, Arthur, 2021. "Migration and Cultural Change," IZA Discussion Papers 14772, Institute of Labor Economics (IZA).
• Andrejs Zlobins, 2021. "On the Time-varying Effects of the ECB's Asset Purchases," Working Papers 2021/02, Latvijas Banka.
• Akin, Zafer & Issabayev, Murat & Rizvanoghlu, Islam, 2021. "Incentives and Strategic Behavior of Professional Boxers," MPRA Paper 110595, University Library of Munich, Germany.
• Cozzi, Guido, 2021. "Semi-Endogenous or Fully Endogenous Growth? A Simple Unified Theory," MPRA Paper 110681, University Library of Munich, Germany.
• Pierre-Edouard Collignon, 2021. "No Regret Fiscal Reforms," Working Papers 2021-20, Center for Research in Economics and Statistics.
• Gianluca Cubadda & Alain Hecq, 2021. "Reduced Rank Regression Models in Economics and Finance," CEIS Research Paper 525, Tor Vergata University, CEIS, 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 110745, University Library of Munich, Germany, 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 110618, University Library of Munich, Germany.
• 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 Gar," Thünen Reports 89, Johann Heinrich von Thünen Institute, Federal Research Institute for Rural Areas, Forestry and Fisheries.
• Corredera, Alberto, 2022. "Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading," DES - Working Papers. Statistics and Econometrics. WS 33693, Universidad Carlos III de Madrid. Departamento de Estadística.
• 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 546, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Gerd Grözinger, 2021. "Mein kleines Weltverbesserungsinventar - Eine persönliche Bilanz aus gegebenem Anlass," Discussion Papers 034, Europa-Universität Flensburg, International Institute of Management.
• 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 2021/143, International Monetary Fund.
• 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 WP BRP 129/PSY/2021, National Research University Higher School of Economics.
• 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 2182, Faculty of Economics, University of Cambridge.
• Bagues, Manuel & Dimitrova, Velichka, 2021. "The Psychological Gains from COVID-19 Vaccination: Who Benefits the Most?," IZA Discussion Papers 14826, Institute of Labor Economics (IZA).
• Lartigue-Mendoza, Jacques & Domínguez, Salomón, 2021. "The Effect of Wages on Human Capital Investment," EconStor Preprints 246818, ZBW - Leibniz Information Centre for Economics.
• Thomas Barnay & Éric Defebvre, 2021. "Comment favoriser les dynamiques bénéfiques entre santé et travail ?," Erudite Working Paper 2021-16, Erudite.
• Ergys Islamaj & M. Ayhan Kose, 2021. "What Types of Capital Flows Help Improve International Risk Sharing?," Koç University-TUSIAD Economic Research Forum Working Papers 2122, Koc University-TUSIAD Economic Research Forum.
• Malakhov, Sergey, 2021. "Golden ratio of invisible hand: does the gravitation matter?," MPRA Paper 110674, University Library of Munich, Germany.
• Chaeshick Chung & Sukjin Park, 2021. "Deep Learning Market Microstructure: Dual-Stage Attention-Based Recurrent Neural Networks," Working Papers 2108, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
• Joana Andrade Vicente, 2021. "Tax us, if you can: a game theoretic approach to profit shifting within the European Union," Working Papers REM 2021/0206, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Item repec:aei:rpaper:1008558585 is not listed on IDEAS anymore

• Lu, Pin & Hennessy, David A. & Feng, Hongli, 2021. "Basis Risk and Farmers’ Participation in the U.S. Federal Crop Insurance Program: A Conceptual Framework and its Application," 2021 Agricultural and Rural Finance Markets in Transition (Virtual Meeting), October 6-7, 2021 316033, Regional Research Committee NC-1177 (formerly NC-1014): Agricultural and Rural Finance Markets in Transition.
• 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 523, Tor Vergata University, CEIS, revised 18 Feb 2023.
• Ghosh, Saurabh & Mazumder, Debojyoti, 2021. "Do NBFCs Propagate Real Shocks?," MPRA Paper 110596, University Library of Munich, Germany.
• Aronsson, Thomas & Bastani, Spencer & Tayibov, Khayyam, 2021. "Social Exclusion and Optimal Redistribution," Umeå Economic Studies 1004, Umeå University, Department of Economics.
• Ren'e Aid & Ofelia Bonesini & Giorgia Callegaro & Luciano Campi, 2021. "A McKean-Vlasov game of commodity production, consumption and trading," Papers 2111.04391, arXiv.org.
• Sebastian, Steffen P. & Steininger, Bertram I., 2021. "Real estate ETNs in strategic asset allocation," Working Paper Series 21/8, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
• 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 110317, University Library of Munich, Germany.
• Grimaud, Alex, 2021. "Precautionary saving and un-anchored expectations," MPRA Paper 110651, University Library of Munich, Germany.
• 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 14829, Institute of Labor Economics (IZA).
• 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 213, Department of Economics and Law, Sapienza University of Roma.
• Omar Licandro & Francesca Vinci, 2021. "Potential output, the Taylor Rule and the Fed," Discussion Papers 2021/03, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
• 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 2111.04311, arXiv.org, revised Feb 2023.
• Rahul Singh & Liyuan Xu & Arthur Gretton, 2021. "Sequential Kernel Embedding for Mediated and Time-Varying Dose Response Curves," Papers 2111.03950, arXiv.org, revised Jul 2023.
• David H. Bernstein & Andrew B. Martinez, 2021. "Jointly Modeling Male and Female Labor Participation and Unemployment," Working Papers 2021-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• 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 20/21, Monash University, Department of Econometrics and Business Statistics.
• Zhai, Weiyang, 2021. "“Impossible Trinity” Hypothesis: The causal Relation between Trilemma and Macro Policy Performance," MPRA Paper 110680, University Library of Munich, Germany.
• Rainald Borck & Niklas Gohl, 2021. "Gentrification and Affordable Housing Policies," CEPA Discussion Papers 39, Center for Economic Policy Analysis.
• 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 2315, Cowles Foundation for Research in Economics, Yale University.
• 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 7, Darmstadt University of Applied Sciences, Darmstadt Business School, Center for Sustainable Economic and Corporate Policy (SECP).
• Susana Campos-Martins & David F. Hendry, 2021. "Geoclimate, geopolitics, and the geovolatility of carbon-intensive equity returns," Economics Series Working Papers 948 JEL classification: C, University of Oxford, Department of Economics.
• 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 1915, Athens University of Economics and Business.
• 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 315051, International Association of Agricultural Economists.
• Song, Zisheng, 2021. "The capitalization of school quality in rents in the Beijing housing market: A propensity score method," Working Paper Series 21/7, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
• 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-03363782, HAL.