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September 2022, Volume 316, Issue 1
- 467-491 Inventory allocation to robotic mobile-rack and picker-to-part warehouses at minimum order-splitting and replenishment costs
by Zheng Wang & Wei Xu & Xiangpei Hu & Yong Wang - 493-511 N-1-1 contingency-constrained unit commitment with renewable integration and corrective actions
by Daniel A. Zuniga Vazquez & Jose L. Ruiz Duarte & Neng Fan & Feng Qiu - 513-527 A framework for identifying the falsified financial statements using network textual analysis: a general model and the Greek example
by Dimitrios Kydros & Michail Pazarskis & Athanasia Karakitsiou - 529-554 How SERU production system improves manufacturing flexibility and firm performance: an empirical study in China
by Chang Liu & Zhen Li & Jiafu Tang & Xuequn Wang & Ming-Jong Yao - 555-579 An energy system optimization model accounting for the interrelations of multiple stochastic energy prices
by Hongtao Ren & Wenji Zhou & Hangzhou Wang & Bo Zhang & Tieju Ma - 581-602 Optimizing emission reduction task sharing: technology and performance perspectives
by Jiasen Sun & Guo Li - 603-622 Residential power demand side management optimization based on fine-grained mixed frequency data
by Bo wang & Nana Deng & Wenhui Zhao & Zhaohua Wang - 623-655 A gained and lost dominance score method with conflict analysis for green economy development evaluation
by Xingli Wu & Huchang Liao - 657-697 Lean thinking in lean times for education
by Andreas Kakouris & Eleni Sfakianaki & Marios Tsioufis - 699-721 Optimization methods for large-scale vaccine supply chains: a rapid review
by Juliano Marçal Lopes & Coralys Colon Morales & Michelle Alvarado & Vidal Augusto Z. C. Melo & Leonardo Batista Paiva & Eduardo Mario Dias & Panos M. Pardalos
August 2022, Volume 315, Issue 2
- 623-628 Preface: Business analytics and operations research
by S. K. Neogy & R. B. Bapat & K. Manjunatha Prasad & Asha Kamath - 629-669 Business analytics for corporate risk management and performance improvement
by Ming-Fu Hsu & Ying-Shao Hsin & Fu-Jiing Shiue - 671-694 A decision-analytic framework for interpretable recommendation systems with multiple input data sources: a case study for a European e-tailer
by K. Coussement & K. W. Bock & S. Geuens - 695-706 A decision support system for liability in civil litigation: a case study from an insurance company
by Wen Zhang & Andrew Dunkley & Urvi Kanabar & David Elliott & Henry P. Wynn - 707-745 Consensus reaching with the externality effect of social network for three-way group decisions
by Mingwei Wang & Decui Liang & Zeshui Xu & Wen Cao - 747-771 Decision-based scenario clustering for decision-making under uncertainty
by Mike Hewitt & Janosch Ortmann & Walter Rei - 773-790 Optimal sales and operations planning for integrated steel industries
by J. F. F. Almeida & S. V. Conceição & L. R. Pinto & B. R. P. Oliveira & L. F. Rodrigues - 791-812 Optimal selling price, replenishment cycle and payment time among advance, cash, and credit payments from the seller’s perspective
by Lin Feng & Konstantina Skouri & Wan-Chih Wang & Jinn-Tsair Teng - 813-845 A stochastic model for the patient-bed assignment problem with random arrivals and departures
by Mojtaba Heydar & Małgorzata M. O’Reilly & Erin Trainer & Mark Fackrell & Peter G. Taylor & Ali Tirdad - 847-866 Hybridised ant colony optimisation for convoy movement problem
by Alan J. Maniamkot & P. N. Ram Kumar & Mohan Krishnamoorthy & Hamid Mokhtar & Sridharan Rajagopalan - 867-898 Locomotive assignment problem: integrating the strategic, tactical and operational level aspects
by Prashant Premkumar & P. N. Ram Kumar - 899-929 Retailer's optimal strategy for a perishable product with increasing demand under various payment schemes
by Yan Shi & Zhiyong Zhang & Sunil Tiwari & Zhiwen Tao - 931-968 Optimal pricing and ordering digital goods under piracy using game theory
by Ata Allah Taleizadeh & Mahsa Noori-daryan & Mohammad Reza Soltani & Reza Askari - 969-984 On a double barrier hybrid dividend strategy in a compound Poisson risk model with stochastic income
by A. S. Dibu & M. J. Jacob - 985-992 On testing nonnegativity of principal minors of $${\mathbf {Z}}$$ Z -matrices using simplex method
by Dipti Dubey & S. K. Neogy - 993-1017 Applying simulation in lean service to enhance the operational system in Indian postal service industry
by Vadivel Sengazhani Murugesan & Sunil Kumar Jauhar & Aloysius Henry Sequeira - 1019-1036 Online crowd-funding strategy: a game-theoretical approach to a Kickstarter case study
by Nafisa Mahbub & Anh Le & Jun Zhuang - 1037-1060 Does relative (absolute) efficiency affect capital costs?
by Dafydd Mali & Hyoung-Joo Lim - 1061-1082 Satellite big data analytics for ethical decision making in farmer’s insurance claim settlement: minimization of type-I and type-II errors
by Narayan Prasad Nagendra & Gopalakrishnan Narayanamurthy & Roger Moser - 1083-1105 Recommendation of investment portfolio for peer-to-peer lending with additional consideration of bidding period
by Ki Taek Park & Hyejeong Yang & So Young Sohn - 1107-1133 A novel methodology for perception-based portfolio management
by Kocherlakota Satya Pritam & Trilok Mathur & Shivi Agarwal & Sanjoy Kumar Paul & Ahmed Mulla - 1135-1150 Hierarchical analysis of Chinese financial market based on manifold structure
by Yan Huang & Jiansong Wan - 1151-1174 Stochastic efficiencies of network production systems with correlated stochastic data: the case of Taiwanese commercial banks
by Chiang Kao & Shiang-Tai Liu - 1175-1215 Options as Silver Bullets: Valuation of Term Loans, Inventory Management, Emissions Trading and Insurance Risk Mitigation using Option Theory
by Ravi Kashyap - 1217-1241 Impact of research and development tax credits on the innovation and operational efficiencies of Internet of things companies in Taiwan
by Qian Long Kweh & Wen-Min Lu & Fengyi Lin & Yung-Jr Deng - 1243-1262 Multiplicative efficiency aggregation to evaluate Taiwanese local auditing institutions performance
by Wen-Min Lu & Qian Long Kweh & Kai-Chu Yang - 1263-1289 Downtime cost analysis of offloading operations due to influence of partially standing waves in Malaysian waters and development of graphical user interface
by M. S. Patel & A. A. Khalifa & M. S. Liew & Zahiraniza Mustaffa & Andrew Whyte - 1291-1318 Monopoly pricing in vertical markets with demand uncertainty
by Stefanos Leonardos & Costis Melolidakis & Constandina Koki - 1319-1344 Reexamining nonlinear effects of intellectual capital on firm efficiency
by Wei-han Liu & Qian Long Kweh - 1345-1371 Optimal replacement policy under cumulative damage model and strength degradation with applications
by Phalguni Nanda & Prajamitra Bhuyan & Anup Dewanji - 1373-1398 Bank efficiency estimation in China: DEA-RENNA approach
by Jorge Antunes & Abdollah Hadi-Vencheh & Ali Jamshidi & Yong Tan & Peter Wanke - 1399-1454 Applications of data envelopment analysis in supplier selection between 2000 and 2020: a literature review
by Pankaj Dutta & Bharath Jaikumar & Manpreet Singh Arora - 1455-1476 Optimal scale sizes in input–output allocative data envelopment analysis models
by Hajar Haghighatpisheh & Sohrab Kordrostami & Alireza Amirteimoori & Farhad Hosseinzadeh Lotfi - 1477-1515 Sustainable performance measurement of Indian retail chain using two-stage network DEA
by Nomita Pachar & Jyoti Dhingra Darbari & Kannan Govindan & P. C. Jha - 1517-1549 Data envelopment analysis in hierarchical category structure with fuzzy boundaries
by Utsav Pandey & Sanjeet Singh - 1551-1571 Effect of reliability on multi-item inventory system with shortages and partial backlog incorporating time dependent demand and deterioration
by Sudip Adak & G. S. Mahapatra - 1573-1598 Approximation of continuous random variables for the evaluation of the reliability parameter of complex stress–strength models
by Alessandro Barbiero & Asmerilda Hitaj - 1599-1615 A novel reliability calculation method under neutrosophic environments
by Kuei-Hu Chang - 1617-1664 Evaluation of logistics providers for sustainable service quality: Analytics based decision making framework
by Anchal Gupta & Rajesh Kumar Singh & Sachin Kr Mangla - 1665-1702 A combined approach for modeling multi-echelon multi-period decentralized supply chain
by Marjia Haque & Sanjoy Kumar Paul & Ruhul Sarker & Daryl Essam - 1703-1728 An inventory model for a three-stage supply chain with random capacities considering disruptions and supplier reliability
by Md. Tariqul Islam & Abdullahil Azeem & Masum Jabir & Ananna Paul & Sanjoy Kumar Paul - 1729-1753 Product bundling and advertising strategy for a duopoly supply chain: a power-balance perspective
by Sarat Kumar Jena & Abhijeet Ghadge - 1755-1773 Vehicles manufacturer's pricing strategies considering service level of car-sharing modes
by Junxiu Jia & Luyao Hao & Shaohua Chen & Tao Wu - 1775-1802 Are quantity flexibility contracts with discounts in the presence of spot market procurement relevant for the humanitarian supply chain? An exploration
by Lijo John & Anand Gurumurthy - 1803-1839 An application of interactive fuzzy optimization model for redesigning supply chain for resilience
by Kanokporn Kungwalsong & Abraham Mendoza & Vasanth Kamath & Subramanian Pazhani & Jose Antonio Marmolejo-Saucedo - 1841-1869 Decision analysis of supply chains considering corporate social responsibility and government subsidy under different channel power structures
by Yong Liu & Wenwen Ren & Qian Xu & Zhi-yang Liu - 1871-1894 Optimal order quantity in the presence of strategic customers
by Narayan Mishra & Sri Vanamalla Venkataraman - 1895-1935 A robust fuzzy stochastic model for the responsive-resilient inventory-location problem: comparison of metaheuristic algorithms
by Sina Nayeri & Mahdieh Tavakoli & Mehrab Tanhaeean & Fariborz Jolai - 1937-1970 Inventory decision in a periodic review inventory model with two complementary products
by Saeed Poormoaied - 1971-1996 A violent market price contract for agribusiness supply chain
by Ranjeet Rajput & Sri Vanamalla Venkataraman - 1997-2025 A structural mathematical model on two echelon supply chain system
by Shib Sankar Sana - 2027-2055 Impact of uncertain demand and lead-time reduction on two-echelon supply chain
by Sumon Sarkar & Sunil Tiwari & B. C. Giri - 2057-2088 Designing a sustainable closed-loop pharmaceutical supply chain in a competitive market considering demand uncertainty, manufacturer’s brand and waste management
by Zeinab Sazvar & Mahsa Zokaee & Reza Tavakkoli-Moghaddam & Samira Al-sadat Salari & Sina Nayeri - 2089-2114 On a queueing inventory problem with necessary and optional inventories
by Dhanya Shajin & Jaison Jacob & A. Krishnamoorthy - 2115-2133 A Fuzzy ISM approach for modeling electronic traceability in agri-food supply chain in India
by Ayushi Srivastava & Kavya Dashora - 2135-2167 An integrated economic disposal and lot-sizing problem for perishable inventories with batch production and corrupt stock-dependent holding cost
by Mahmood Vahdani & Zeinab Sazvar & Kannan Govindan - 2169-2208 Strategic analysis of RFID adoption sequences in a supply chain with Cournot competition: effects of ordering-timing strategies
by Li-Hao Zhang & Shan-Shan Wang - 2209-2218 Performance of recurrent event models on defect proneness data
by M. K. Lintu & Asha Kamath - 2219-2244 Impact of lean service, workplace environment, and social practices on the operational performance of India post service industry
by Sengazhani Murugesan Vadivel & Aloysius Henry Sequeira & Robert Rajkumar Sakkariyas & Kirubaharan Boobalan
August 2022, Volume 315, Issue 1
- 1-28 An inventory management for global supply chain through reworking of defective items having positive inventory level under multi-trade-credit-period
by Waqas Ahmed & Muhammad Jalees & Muhammad Omair & Zainab Mukhtar & Muhammad Imran - 29-55 Mapping research on healthcare operations and supply chain management: a topic modelling-based literature review
by Imran Ali & Devika Kannan - 57-72 Adaptation of WO to the Euclidean location-allocation with unknown number of facilities
by Jean-Paul Arnaout & John Khoury - 73-92 On the dynamic optimality of yardstick regulation
by Michele Bisceglia & Roberto Cellini & Luca Grilli - 93-119 Integration and convergence in efficiency and technology gap of European life insurance markets
by J. David Cummins & María Rubio-Misas - 121-140 Computing the hull number in toll convexity
by Mitre C. Dourado - 141-157 A dynamic programming approach to path-dependent constrained portfolios
by Marcos Escobar-Anel - 159-191 A new dynamic multi-attribute decision making method based on Markov chain and linear assignment
by Seyed Hossein Razavi Hajiagha & Jalil Heidary-Dahooie & Ieva Meidutė-Kavaliauskienė & Kannan Govindan - 193-220 Performance evaluation of problematic samples: a robust nonparametric approach for wastewater treatment plants
by Alda A. Henriques & Milton Fontes & Ana S. Camanho & Giovanna D’Inverno & Pedro Amorim & Jaime Gabriel Silva - 221-250 Malmquist productivity indices and plant capacity utilisation: new proposals and empirical application
by Kristiaan Kerstens & Jafar Sadeghi & Ignace Van de Woestyne & Linjia Zhang - 251-278 Limit laws for empirical optimal solutions in random linear programs
by Marcel Klatt & Axel Munk & Yoav Zemel - 279-315 Bank efficiency and failure prediction: a nonparametric and dynamic model based on data envelopment analysis
by Zhiyong Li & Chen Feng & Ying Tang - 317-340 Framework proposal to support the suppliers’ selection of Humanitarian assistance items: a Flood Case Study in Brazil
by Fabiana Santos Lima & Ricardo Villarroel Dávalos & Lucila M. S. Campos & Andréa Cristina Trierweiller - 341-369 Stochastic dominance spanning and augmenting the human development index with institutional quality
by Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou - 371-395 Optimization of the technician routing and scheduling problem for a telecommunication industry
by Ehsan Pourjavad & Eman Almehdawe - 397-427 Online peer-to-peer lending platform and supply chain finance decisions and strategies
by Ata Allah Taleizadeh & Aria Zaker Safaei & Arijit Bhattacharya & Alireza Amjadian - 429-461 Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach
by Aviral Kumar Tiwari & Sangram Keshari Jena & Satish Kumar & Erik Hille - 463-505 Surgical scheduling by Fuzzy model considering inpatient beds shortage under uncertain surgery durations
by Jian-Jun Wang & Zongli Dai & Ai-Chih Chang & Jim Junmin Shi - 507-533 Implications of credit default and yield uncertainty on supply chain’s equilibrium financial strategy
by Jun Wang & Qian Zhang & Pengwen Hou - 535-563 The influence of positive and negative salvage values on supply chain financing strategies
by Song-Man Wu & Felix T. S. Chan & S. H. Chung - 565-590 Tail dependence network of new energy vehicle industry in mainland China
by Qifa Xu & Liukai Wang & Cuixia Jiang & Fu Jia & Lujie Chen - 591-621 Homogeneous grouping of non-prime steel products for online auctions: a case study
by Borja Ena & Alberto Gomez & Borja Ponte & Paolo Priore & Diego Diaz
July 2022, Volume 314, Issue 2
- 317-318 Preface: Contributions of OR to solve agricultural problems
by Antonio Mauttone & Lluís M. Plà-Aragonés - 319-346 Modeling and optimization of biomass quality variability for decision support systems in biomass supply chains
by Mario Aboytes-Ojeda & Krystel K. Castillo-Villar & Sandra D. Eksioglu - 347-376 Exact and heuristic methods to solve a bi-objective problem of sustainable cultivation
by Angelo Aliano Filho & Helenice Oliveira Florentino & Margarida Vaz Pato & Sônia Cristina Poltroniere & João Fernando Silva Costa - 377-392 Selecting an agricultural technology package based on the flexible and interactive tradeoff method
by Pavel Anselmo Alvarez Carrillo & Lucia Reis Peixoto Roselli & Eduarda Asfora Frej & Adiel Teixeira Almeida - 393-409 Two-part fractional regression model with conditional FDH responses: an application to Brazilian agriculture
by Geraldo Souza & Eliane Gonçalves Gomes & Eliseu Roberto Alves - 411-449 Improving harvesting operations in an oil palm plantation
by Mariana Escallón-Barrios & Daniel Castillo-Gomez & Jorge Leal & Carlos Montenegro & Andrés L. Medaglia - 451-469 An optimization model for combined selecting, planting and harvesting sugarcane varieties
by Helenice de O. Florentino & Dylan F. Jones & Chandra Ade Irawan & Djamila Ouelhadj & Banafesh Khosravi & Daniela R. Cantane - 471-496 Cross-country comparison of the efficiency of the European forest sector and second stage DEA approach
by Ester Gutiérrez & Sebastián Lozano - 497-527 A Lagrangian relaxation algorithm for optimizing a bi-objective agro-supply chain model considering CO2 emissions
by Fatemeh Keshavarz-Ghorbani & Seyed Hamid Reza Pasandideh - 529-550 A simulation model to investigate impacts of facilitating quality data within organic fresh food supply chains
by Magdalena Leithner & Christian Fikar - 551-576 Determination of feeding strategies in aquaculture farms using a multiple-criteria approach and genetic algorithms
by Manuel Luna & Ignacio Llorente & Angel Cobo - 577-600 A decision support method for designing vegetation layers with minimised irrigation need
by Tobias Maschler & Bastian Stürmer-Stephan & Jörg Morhard & Thomas Stegmaier & Meike Tilebein & Hans W. Griepentrog - 601-616 Pricing decisions in a dual supply chain of organic and conventional agricultural products
by Yael Perlman & Yaacov Ozinci & Sara Westrich - 617-644 Optimizing pig marketing decisions under price fluctuations
by Reza Pourmoayed & Lars Relund Nielsen - 645-675 Certify or not? An analysis of organic food supply chain with competing suppliers
by Yanan Yu & Yong He & Xuan Zhao & Li Zhou - 677-707 Contract design for technology sharing between two farmers
by Qing Zhang & Juan Li & Tiaojun Xiao
July 2022, Volume 314, Issue 1
- 1-3 Preface
by Yves Crama & Michel Grabisch & Silvano Martello - 5-13 Sixty-one surveys in operations research
by Yves Crama & Michel Grabisch & Silvano Martello - 15-47 Nonlinear optimization and support vector machines
by Veronica Piccialli & Marco Sciandrone - 49-76 Recent studies of agent incentives in internet resource allocation and pricing
by Yukun Cheng & Xiaotie Deng & Dominik Scheder - 77-116 A selective survey of game-theoretic models of closed-loop supply chains
by Pietro De Giovanni & Georges Zaccour - 117-140 Metaheuristics for data mining: survey and opportunities for big data
by Clarisse Dhaenens & Laetitia Jourdan - 141-183 Quantum bridge analytics I: a tutorial on formulating and using QUBO models
by Fred Glover & Gary Kochenberger & Rick Hennig & Yu Du - 185-212 Quantum Bridge Analytics II: QUBO-Plus, network optimization and combinatorial chaining for asset exchange
by Fred Glover & Gary Kochenberger & Moses Ma & Yu Du - 213-253 Essentials of numerical nonsmooth optimization
by Manlio Gaudioso & Giovanni Giallombardo & Giovanna Miglionico - 255-275 Vehicle routing problems over time: a survey
by A. Mor & M. G. Speranza - 277-315 Mathematical programming formulations for the alternating current optimal power flow problem
by Daniel Bienstock & Mauro Escobar & Claudio Gentile & Leo Liberti
June 2022, Volume 313, Issue 2
- 603-604 Risk management decisions and value under uncertainty
by Giovanni Barone-Adesi & Ephraim Clark & Jean-Luc Prigent - 605-623 A new approach to deal with variable selection in neural networks: an application to bankruptcy prediction
by Ilyes Abid & Rim Ayadi & Khaled Guesmi & Farid Mkaouar - 625-638 A quantitative method for opinion ratings and analysis: an event study
by Hakim Akeb & Aldo Lévy & Mohamed Rdali - 639-690 Forecasting high-frequency stock returns: a comparison of alternative methods
by Erdinc Akyildirim & Aurelio F. Bariviera & Duc Khuong Nguyen & Ahmet Sensoy - 691-712 Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion
by Charles-Olivier Amédée-Manesme & Fabrice Barthélémy - 713-732 General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints
by Mondher Bellalah & Xu Guo & Shuo Wu & Detao Zhang - 733-753 Implicit quantiles and expectiles
by Fabio Bellini & Edit Rroji & Carlo Sala - 755-772 Measuring extreme risk dependence between the oil and gas markets
by Hachmi Ben Ameur & Zied Ftiti & Fredj Jawadi & Wael Louhichi - 773-808 Nonperforming loan of European Islamic banks over the economic cycle
by Faten Ben Bouheni & Hassan Obeid & Elena Margarint - 809-832 A financial fraud detection indicator for investors: an IDeA
by Philippe Bernard & Najat El Mekkaoui De Freitas & Bertrand B. Maillet - 833-854 Foreign currency hedging and firm productive efficiency
by Sabri Boubaker & Riadh Manita & Salma Mefteh-Wali - 855-875 Stock exchange efficiency and convergence: international evidence
by Ephraim Clark & Zhuo Qiao - 877-897 On the use of the terminal-value approach in risk-value models
by Gregor Dorfleitner - 899-914 Pricing insurance premia: a top down approach
by Eymen Errais - 915-943 On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach
by Zied Ftiti & Kais Tissaoui & Sahbi Boubaker - 945-964 Concurrent neural network: a model of competition between times series
by Rémy Garnier - 965-989 Network models to improve robot advisory portfolios
by Paolo Giudici & Gloria Polinesi & Alessandro Spelta - 991-1019 Governed by the cycle: interest rate sensitivity of emerging market corporate debt
by Mariya Gubareva & Maria Rosa Borges - 1021-1050 Closed form valuation of barrier options with stochastic barriers
by Tristan Guillaume - 1051-1075 Risk management methodology in the supply chain: a case study applied
by M. J. Hermoso-Orzáez & J. Garzón-Moreno - 1077-1116 Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises
by M. Karanasos & S. Yfanti & J. Hunter - 1117-1139 Transmission of the Greek crisis on the sovereign debt markets in the euro area
by Oussama Kchaou & Makram Bellalah & Sofiane Tahi - 1141-1158 Goal-based investing based on multi-stage robust portfolio optimization
by Jang Ho Kim & Yongjae Lee & Woo Chang Kim & Frank J. Fabozzi - 1159-1182 The Dynkin game with regime switching and applications to pricing game options
by Siyu Lv & Zhen Wu & Qing Zhang - 1183-1220 Spatial contagion between financial markets: new evidence of asymmetric measures
by Wafa Miled & Zied Ftiti & Jean-Michel Sahut - 1221-1241 A fuzzy multifactor asset pricing model
by Alfred Mbairadjim Moussa & Jules Sadefo Kamdem - 1243-1268 Sourcing decision under interconnected risks: an application of mean–variance preferences approach
by Soumyatanu Mukherjee & Sidhartha S. Padhi - 1269-1284 A model for the optimal selection of lenders
by Inmaculada Rodríguez-Puerta & Alberto A. Álvarez-López - 1285-1318 Optimal feedback control of stock prices under credit risk dynamics
by Jinghai Shao & Sovan Mitra & Andreas Karathanasopoulos - 1319-1355 On the risk management of demand deposits: quadratic hedging of interest rate margins
by Alexandre Adam & Hamza Cherrat & Mohamed Houkari & Jean-Paul Laurent & Jean-Luc Prigent - 1357-1371 Statistical arbitrage in jump-diffusion models with compound Poisson processes
by Erdinc Akyildirim & Frank J. Fabozzi & Ahmet Goncu & Ahmet Sensoy - 1373-1386 Long term optimal investment with regime switching: inflation, information and short sales
by Mondher Bellalah & Akeb Hakim & Kehan Si & Detao Zhang - 1387-1403 The Brexit impact on European market co-movements
by Hachmi Ben Ameur & Waël Louhichi - 1405-1447 A meta-measure of performance related to both investors and investments characteristics
by Monica Billio & Bertrand Maillet & Loriana Pelizzon
June 2022, Volume 313, Issue 1
- 1-7 Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future
by Rabin K. Jana & Aviral Kumar Tiwari & Shawkat Hammoudeh & Claudiu Albulescu - 9-27 Risk management for crude oil futures: an optimal stopping-timing approach
by Sabri Boubaker & Zhenya Liu & Yaosong Zhan - 29-46 Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil
by Jilong Chen & Christian Ewald & Ruolan Ouyang & Sjur Westgaard & Xiaoxia Xiao - 47-75 Financial modelling, risk management of energy instruments and the role of cryptocurrencies
by Toan Luu Duc Huynh & Muhammad Shahbaz & Muhammad Ali Nasir & Subhan Ullah - 77-103 Intra-day co-movements of crude oil futures: China and the international benchmarks
by Qiang Ji & Dayong Zhang & Yuqian Zhao - 105-143 Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty: evidence from oil-importing and oil-exporting countries
by Rabeh Khalfaoui & Sakiru Adebola Solarin & Adel Al-Qadasi & Sami Ben Jabeur - 145-170 Oil price risk exposure of BRIC stock markets and hedging effectiveness
by Syed Jawad Hussain Shahzad & Elie Bouri & Mobeen Ur Rehman & Muhammad Abubakr Naeem & Tareq Saeed - 171-189 Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework
by Hachmi Ben Ameur & Zied Ftiti & Waël Louhichi - 191-229 Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach
by Jorge Antunes & Luis Alberiko Gil-Alana & Rossana Riccardi & Yong Tan & Peter Wanke - 231-256 Exploring the relationship of ESG score and firm value using cross-lagged panel analyses: case of the Indian energy sector
by Abhishek Behl & P. S. Raghu Kumari & Harnesh Makhija & Dipasha Sharma - 257-287 Dependence structure between Indian financial market and energy commodities: a cross-quantilogram based evidence
by Avik Sinha & Arshian Sharif & Arnab Adhikari & Ankit Sharma - 289-318 Information entropy, continuous improvement, and US energy performance: a novel stochastic-entropic analysis for ideal solutions (SEA-IS)
by Jorge Antunes & Rangan Gupta & Zinnia Mukherjee & Peter Wanke - 319-339 Technology, price instruments and energy intensity: a study of firms in the manufacturing sector of the Indian economy
by Santosh Kumar Sahu & Prantik Bagchi & Ajay Kumar & Kim Hua Tan - 341-366 Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach
by Carla Oliveira Henriques & Maria Elisabete Neves & Licínio Castelão & Duc Khuong Nguyen - 367-400 Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach
by Mohamed Arbi Madani & Zied Ftiti - 401-439 Portfolio optimization of financial commodities with energy futures
by Lu Wang & Ferhana Ahmad & Gong-li Luo & Muhammad Umar & Dervis Kirikkaleli - 441-459 Drivers and trajectories of China’s renewable energy consumption
by Jiandong Chen & Chong Xu & Yinyin Wu & Zihao Li & Malin Song - 461-494 Has Korean growth become greener? Spatial econometric evidence for energy use and renewable energy
by Erik Hille & Bernhard Lambernd - 495-524 Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs
by Syed Kumail Abbas Rizvi & Bushra Naqvi & Nawazish Mirza - 525-558 A non-parametric decomposition of the environmental performance-income relationship: evidence from a non-linear model
by Béchir Ben Lahouel & Younes Ben Zaied & Guo-liang Yang & Maria-Giuseppina Bruna & Yaoyao Song - 559-601 Forecasting carbon futures price: a hybrid method incorporating fuzzy entropy and extreme learning machine
by Peng Chen & Andrew Vivian & Cheng Ye
May 2022, Volume 312, Issue 2
- 581-606 Weapon-target assignment problem: exact and approximate solution algorithms
by Alexandre Colaers Andersen & Konstantin Pavlikov & Túlio A. M. Toffolo - 607-645 A probabilistic approach to the stochastic fluid cash management balance problem
by Yonit Barron - 647-672 A defaultable bond model with cyclical fluctuations in the spread process
by Tarik Bazgour & Federico Platania - 673-689 Joint robust optimization of bed capacity, nurse staffing, and care access under uncertainty
by Dominic J. Breuer & Shashank Kapadia & Nadia Lahrichi & James C. Benneyan - 691-722 Robust minimum cost flow problem under consistent flow constraints
by Christina Büsing & Arie M. C. A. Koster & Sabrina Schmitz - 723-760 On routing and scheduling a fleet of resource-constrained vessels to provide ongoing continuous patrol coverage
by Paul A. Chircop & Timothy J. Surendonk & Menkes H. L. van den Briel & Toby Walsh - 761-825 A sustainable-resilience healthcare network for handling COVID-19 pandemic
by Fariba Goodarzian & Peiman Ghasemi & Angappa Gunasekaren & Ata Allah Taleizadeh & Ajith Abraham - 827-852 Well-formed decompositions of generalized additive independence models
by Michel Grabisch & Christophe Labreuche & Mustapha Ridaoui - 853-881 Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model
by Young Shin Kim - 883-908 Impacts of synergies on software project scheduling
by Zsolt T. Kosztyán & Eszter Bogdány & István Szalkai & Marcell T. Kurbucz - 909-948 Multi-objective optimisation for constructing cyclic appointment schedules for elective and urgent patients
by T. Meersman & B. Maenhout - 949-971 Load-balancing for multi-skilled servers with Bernoulli routing
by Fernando Miguelez & Josu Doncel & Balakrishna J. Prabhu - 973-1005 Understanding the relationships between information technology and lean and agile supply chain strategies: a systematic literature review
by Diéssica Oliveira-Dias & José Moyano-Fuentes & Juan Manuel Maqueira-Marín - 1007-1029 On the facets of stable set polytopes of circular interval graphs
by Gianpaolo Oriolo & Gautier Stauffer - 1031-1049 Derivation and generation of path-based valid inequalities for transmission expansion planning
by J. Kyle Skolfield & Laura M. Escobar & Adolfo R. Escobedo - 1051-1093 Average lexicographic efficiency decomposition in two-stage data envelopment analysis: an application to China’s regional high-tech innovation systems
by Jiawei Yang & Lei Fang - 1095-1118 Impact of capacity flexibility on service product line design
by Wenzhu Zhang & Yue Dai & Lin Tian - 1119-1141 Scheduling problem in seru production system considering DeJong’s learning effect and job splitting
by Zhe Zhang & Xiaoling Song & Huijun Huang & Yong Yin & Benjamin Lev - 1143-1145 Preface: operations research in neuroscience III
by Ruben A. Tikidji-Hamburyan & Erik Kropat & Gerhard-Wilhelm Weber - 1147-1169 Exploring cognitive aspects of FITradeoff method using neuroscience tools
by Anderson Lucas Carneiro de Lima da Silva & Ana Paula Cabral Seixas Costa & Adiel Teixeira de Almeida - 1171-1196 Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market
by E. Savku & G.-W Weber - 1197-1219 Use of the Alpha-Theta Diagram as a decision neuroscience tool for analyzing holistic evaluation in decision making
by Lucia Reis Peixoto Roselli & Adiel Teixeira Almeida - 1221-1259 Improving P300 Speller performance by means of optimization and machine learning
by Luigi Bianchi & Chiara Liti & Giampaolo Liuzzi & Veronica Piccialli & Cecilia Salvatore - 1261-1305 Designing a hybrid reinforcement learning based algorithm with application in prediction of the COVID-19 pandemic in Quebec
by Soheyl Khalilpourazari & Hossein Hashemi Doulabi - 1307-1335 Finding the most sustainable wind farm sites with a hierarchical outranking decision aiding method
by Arayeh Afsordegan & Luis Del Vasto-Terrientes & Aida Valls & Núria Agell & Mónica Sánchez