Report NEP-ORE-2019-06-24

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:

• Gerlach, Richard & Naimoli, Antonio & Storti, Giuseppe, 2018. "Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting," MPRA Paper 94289, University Library of Munich, Germany.
• George Kapetanios & Laura Serlenga & Yongcheol Shin, 2019. "Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure," SERIES 03-2019, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Jun 2019.
• Paul Schneider, 2019. "A Theory of Scenario Generation," Swiss Finance Institute Research Paper Series 19-17, Swiss Finance Institute.
• Raul Merino & Jan Posp'iv{s}il & Tom'av{s} Sobotka & Tommi Sottinen & Josep Vives, 2019. "Decomposition formula for rough Volterra stochastic volatility models," Papers 1906.07101, arXiv.org, revised Aug 2019.
• Kleijnen, Jack & van Beers, W.C.M., 2019. "Statistical Tests for Cross-Validation of Kriging Models," Discussion Paper 2019-022, Tilburg University, Center for Economic Research.
• Khazaei, Ehsan & Jamaledini, Ashkan, 2019. "Islanded Microgrid Operation Based on the Chaotic Crow Search Algorithm," MPRA Paper 94278, University Library of Munich, Germany.
• Soltani, Ali & Tashakor, Behnam, 2019. "A New Nonconvex quadratic programming Technique: Practical and Fast Solver Method," MPRA Paper 94335, University Library of Munich, Germany.
• Soeiro, Renato & Adrego Pinto, Alberto, 2019. "Social power as a solution to the Bertrand Paradox," MPRA Paper 94271, University Library of Munich, Germany.
• Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2019. "A Flexible Regime Switching Model for Asset Returns," Swiss Finance Institute Research Paper Series 19-27, Swiss Finance Institute, revised May 2019.
• Jamaledini, Ashkan & Khazaei, Ehsan & Bitaraf, Mohammad, 2019. "Solving the Grid-Connected Microgrid Operation by Teaching Learning Based Optimization Algorithm," MPRA Paper 94276, University Library of Munich, Germany.
• Ivan Guo & Gregoire Loeper & Shiyi Wang, 2019. "Calibration of Local-Stochastic Volatility Models by Optimal Transport," Papers 1906.06478, arXiv.org, revised Jul 2021.
• Kenneth Gillingham & Fedor Iskhakov & Anders Munk-Nielsen & John Rust & Bertel Schjerning, 2019. "Equilibrium trade in automobile markets," CESifo Working Paper Series 7650, CESifo.
• Xavier D'Haultfoeuille & Arnaud Maurel & Xiaoyun Qiu & Yichong Zhang, 2019. "Estimating Selection Models without Instrument with Stata," NBER Working Papers 25823, National Bureau of Economic Research, Inc.
• Ahiadorme, Johnson Worlanyo & Sonyo, Emmanuel & Ahiase, Godwin, 2019. "Time series analysis of interest rates volatility and stock returns in Ghana," MPRA Paper 94292, University Library of Munich, Germany.
• Rujiwattanapong, W. Similan, 2019. "Unemployment dynamics and endogenous unemployment insurance extensions," LSE Research Online Documents on Economics 100948, London School of Economics and Political Science, LSE Library.
• Jess Benhabib & Bálint Szőke, 2019. "Optimal Positive Capital Taxes at Interior Steady States," NBER Working Papers 25895, National Bureau of Economic Research, Inc.
• Xiao, Tim, 2019. "Incremental Risk Charge Methodology," MPRA Paper 94581, University Library of Munich, Germany, revised 08 May 2019.
• Li, Yiting & Wang, Chien-Chiang, 2019. "Cryptocurrency, Imperfect Information, and Fraud," MPRA Paper 94309, University Library of Munich, Germany.
• Luca MAzzone, 2019. "On the Solution of High-Dimensional Macro Models with Distributional Channels," Swiss Finance Institute Research Paper Series 19-01, Swiss Finance Institute.
• Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," CREATES Research Papers 2019-12, Department of Economics and Business Economics, Aarhus University.
• Jamaledini, Ashkan & Khazaei, Ehsan & Bitaraf, Mohammd, 2019. "Solving the Grid-Connected Microgrid Operation by JAYA Algorithm," MPRA Paper 94277, University Library of Munich, Germany.
• Christelis, Dimitris & Messina, Julián, 2019. "Partial Identification of Population Average and Quantile Treatment Effects in Observational Data under Sample Selection," IDB Publications (Working Papers) 9520, Inter-American Development Bank.
• Shaw, Charles, 2018. "Regime-Switching And Levy Jump Dynamics In Option-Adjusted Spreads," MPRA Paper 94154, University Library of Munich, Germany, revised 27 May 2019.
• Johan Gars & Daniel Spiro, 2019. "Should Faustmann forecast climate change?," CESifo Working Paper Series 7636, CESifo.
• Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Historical Evolution of Monthly Anomalies in International Stock Markets," Working Papers 201950, University of Pretoria, Department of Economics.
• Melis, Michael & Bonga-Bonga, Lumengo, 2019. "Determinants of global capital volatility in the BRICS grouping," MPRA Paper 94125, University Library of Munich, Germany.
• Bruno Ferman, 2019. "On the Properties of the Synthetic Control Estimator with Many Periods and Many Controls," Papers 1906.06665, arXiv.org, revised May 2020.
• Benjamin M. Marx & Lesley J. Turner, 2019. "Student Loan Choice Overload," NBER Working Papers 25905, National Bureau of Economic Research, Inc.
• Chen, Yunxiao & Li, Xiaoou & Liu, Jingchen & Ying, Zhiliang, 2019. "Statistical analysis of complex problem-solving process data: an event history analysis approach," LSE Research Online Documents on Economics 100871, London School of Economics and Political Science, LSE Library.
• Ojeda-Joya, Jair, 2019. "A consumption-based approach to exchange rate predictability," MPRA Paper 94231, University Library of Munich, Germany.
• Khatri, Krishna, 2019. "Passive Control of Spar Type Floating Wind Turbine using Effective Economic Optimal Design Values," MPRA Paper 94447, University Library of Munich, Germany.
• Becerra, Oscar & Melo-Velandia, Luis Fernando, 2019. "Medidas de riesgo financiero usando cópulas: teoría y aplicaciones," Working papers 7, Red Investigadores de Economía.
• Marianna De Santis & Giorgio Grani & Laura Palagi, 2019. "Branching with Hyperplanes in the Criterion Space:the Frontier Partitioner Algorithm for Biobjective Integer Programming," DIAG Technical Reports 2019-03, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
• Sophia du Plessis & Ada Jansen & Krige Siebrits, 2019. "The limits of laws: traffic law enforcement in South Africa," Working Papers 08/2019, Stellenbosch University, Department of Economics, revised 2019.
• Jozef Barunik & Cathy Yi-Hsuan Chen & Jan Vecer, 2019. "Sentiment-Driven Stochastic Volatility Model: A High-Frequency Textual Tool for Economists," Papers 1906.00059, arXiv.org.
• Khazaei, Ehsan & Jamaledini, Ashkan, 2019. "Optimal Operation of Islanded Microgrid Operation Based on the JAYA Optimization Algorithm," MPRA Paper 94279, University Library of Munich, Germany.
• Piotr Orłowski & Andras Sali & Fabio Trojani, 2019. "Arbitrage Free Dispersion," Swiss Finance Institute Research Paper Series 19-20, Swiss Finance Institute, revised Apr 2019.
• Nooman Rebei & Rashid Sbia, 2019. "Transitory and Permanent Shocks in the Global Market for Crude Oil," AMSE Working Papers 1918, Aix-Marseille School of Economics, France.
• Ziesemer, Thomas, 2019. "Can we have growth when population is stagnant? Testing linear growth rate formulas and their cross-unit cointegration of non-scale endogenous growth models," MERIT Working Papers 2019-021, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
• Mora Gómez, Manuel & Mompel Lancina, David, 2019. "Cultura, educación y ocio en España: Estimaciones del Sistema de Demanda Casi Ideal y del Modelo de Rotterdam [Culture, education and laisure in Spain: Estimation of the Ideal demand system and Rot," MPRA Paper 94477, University Library of Munich, Germany.