Works matching IS 02545330 AND DT 2024 AND VI 334 AND IP 1-3

Results: 33

Dirty versus renewable energy consumption in China: a comparative analysis between conventional and non-conventional approaches.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 601, doi. 10.1007/s10479-023-05181-0

By:

Zaghdoudi, Taha;
Tissaoui, Kais;
Hakimi, Abdelaziz;
Ben Amor, Lamia

Publication type:

Article

Dynamic history-dependent tax and environmental compliance monitoring of risk-averse firms.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 469, doi. 10.1007/s10479-022-05113-4

By:

Goldberg, Noam;
Meilijson, Isaac;
Perlman, Yael

Publication type:

Article

Operational research insights on risk, resilience & dynamics of financial & economic systems.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 1, doi. 10.1007/s10479-024-05869-x

By:

Ben Ameur, Hachmi;
Clark, Ephraim;
Ftiti, Zied;
Prigent, Jean-Luc

Publication type:

Article

A multidimensional Bayesian model to test the impact of investor sentiment on equity premium.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 919, doi. 10.1007/s10479-023-05165-0

By:

Mili, Mehdi;
Sahut, Jean‐Michel;
Teulon, Frédéric;
Hikkerova, Lubica

Publication type:

Article

Green transition, investment horizon, and dynamic portfolio decisions.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 265, doi. 10.1007/s10479-022-05018-2

By:

Semmler, Willi;
Lessmann, Kai;
Tahri, Ibrahim;
Braga, Joao Paulo

Publication type:

Article

Cross-influence of information and risk effects on the IPO market: exploring risk disclosure with a machine learning approach.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 761, doi. 10.1007/s10479-022-05012-8

By:

Xia, Huosong;
Weng, Juan;
Boubaker, Sabri;
Zhang, Zuopeng;
Jasimuddin, Sajjad M.

Publication type:

Article

Monte carlo within simulated annealing for integral constrained optimizations.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 205, doi. 10.1007/s10479-022-04994-9

By:

Casarin, Roberto;
Maillet, Bertrand B.;
Osuntuyi, Anthony

Publication type:

Article

Is CSR linked to idiosyncratic risk? Evidence from the copula approach.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 799, doi. 10.1007/s10479-022-04980-1

By:

Mefteh-Wali, Salma;
Rais, Hassen;
Schier, Guillaume

Publication type:

Article

Venture capital activities under uncertainty: US and UK investors behavior.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 885, doi. 10.1007/s10479-022-04962-3

By:

Shuwaikh, Fatima;
Brinette, Souad;
Khemiri, Sabrina;
Castro, Rita Grego De

Publication type:

Article

Investor attention and cryptocurrency market liquidity: a double-edged sword.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 815, doi. 10.1007/s10479-022-04915-w

By:

Yao, Shouyu;
Sensoy, Ahmet;
Nguyen, Duc Khuong;
Li, Tong

Publication type:

Article

Mean–variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 133, doi. 10.1007/s10479-022-04881-3

By:

Costola, Michele;
Maillet, Bertrand;
Yuan, Zhining;
Zhang, Xiang

Publication type:

Article

Mean-semivariance portfolio optimization using minimum average partial.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 185, doi. 10.1007/s10479-022-04736-x

By:

Rigamonti, Andrea;
Lučivjanská, Katarína

Publication type:

Article

Black-scholes approximation of warrant prices: slight return in a low interest rate environment.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 83, doi. 10.1007/s10479-022-04622-6

By:

Bertrand, Philippe

Publication type:

Article

Evaluating the discrimination ability of proper multi-variate scoring rules.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 857, doi. 10.1007/s10479-022-04611-9

By:

Alexander, C.;
Coulon, M.;
Han, Y.;
Meng, X.

Publication type:

Article

Bank stock performance during the COVID-19 crisis: does efficiency explain why Islamic banks fared relatively better?

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 317, doi. 10.1007/s10479-022-04600-y

By:

Mirzaei, Ali;
Saad, Mohsen;
Emrouznejad, Ali

Publication type:

Article

A semi-supervised learning approach for variance reduction in life insurance.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 157, doi. 10.1007/s10479-022-04845-7

By:

Jimenez, Martin;
Salhi, Yahia

Publication type:

Article

How efficient are natural gas markets in practice? A wavelet-based approach.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 623, doi. 10.1007/s10479-022-04750-z

By:

Baba, Amina;
Ben Kebaier, Sana;
Creti, Anna

Publication type:

Article

The effect of liquidity creation on systemic risk: evidence from European banking sector.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 357, doi. 10.1007/s10479-022-04836-8

By:

Louhichi, Waël;
Saghi, Nadia;
Srour, Zainab;
Viviani, Jean-Laurent

Publication type:

Article

Pricing for a vulnerable bull spread options using a mixed modified fractional Hull–White–Vasicek model.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 101, doi. 10.1007/s10479-022-04808-y

By:

Djeutcha, Eric;
Sadefo Kamdem, Jules

Publication type:

Article

Financial stability, liquidity risk and income diversification: evidence from European banks using the CAMELS–DEA approach.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 391, doi. 10.1007/s10479-022-04805-1

By:

Ben Lahouel, Béchir;
Taleb, Lotfi;
Ben Zaied, Younes;
Managi, Shunsuke

Publication type:

Article

Unlocking the black box: Non-parametric option pricing before and during COVID-19.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 59, doi. 10.1007/s10479-022-04578-7

By:

Gradojevic, Nikola;
Kukolj, Dragan

Publication type:

Article

Tail risk connectedness in clean energy and oil financial market.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 575, doi. 10.1007/s10479-022-04745-w

By:

Foglia, Matteo;
Angelini, Eliana;
Huynh, Toan Luu Duc

Publication type:

Article

Forecasting gold price with the XGBoost algorithm and SHAP interaction values.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 679, doi. 10.1007/s10479-021-04187-w

By:

Jabeur, Sami Ben;
Mefteh-Wali, Salma;
Viviani, Jean-Laurent

Publication type:

Article

Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 547, doi. 10.1007/s10479-022-04568-9

By:

Bouri, Elie;
Kristoufek, Ladislav;
Ahmad, Tanveer;
Shahzad, Syed Jawad Hussain

Publication type:

Article

Revisiting Islamic banking efficiency using multivariate adaptive regression splines.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 287, doi. 10.1007/s10479-022-04545-2

By:

Saâdaoui, Foued;
Khalfi, Monjia

Publication type:

Article

Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 497, doi. 10.1007/s10479-021-04510-5

By:

Faye, Benoît;
Le Fur, Eric;
Prat, Stéphanie

Publication type:

Article

Modeling portfolio efficiency using stochastic optimization with incomplete information and partial uncertainty.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 241, doi. 10.1007/s10479-021-04372-x

By:

La Torre, D.;
Mendivil, F.;
Rocca, M.

Publication type:

Article

Investigating into the dual role of loan loss reserves in banking production process.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 423, doi. 10.1007/s10479-021-04365-w

By:

Fukuyama, Hirofumi;
Tan, Yong

Publication type:

Article

Financial uncertainty and interest rate movements: is Asian bond market volatility different?

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 731, doi. 10.1007/s10479-021-04314-7

By:

Kim, Jungsuk;
Kumar, Abhishek;
Mallick, Sushanta;
Park, Donghyun

Publication type:

Article

Time-frequency information transmission among financial markets: evidence from implied volatility.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 701, doi. 10.1007/s10479-021-04266-y

By:

Naeem, Muhammad Abubakr;
Qureshi, Fiza;
Farid, Saqib;
Tiwari, Aviral Kumar;
Elheddad, Mohamed

Publication type:

Article

Seasonal volatility in agricultural markets: modelling and empirical investigations.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 7, doi. 10.1007/s10479-021-04241-7

By:

Schneider, L.;
Tavin, B.

Publication type:

Article

The nexus between black and digital gold: evidence from US markets.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 521, doi. 10.1007/s10479-021-04192-z

By:

Huynh, Toan Luu Duc;
Ahmed, Rizwan;
Nasir, Muhammad Ali;
Shahbaz, Muhammad;
Huynh, Ngoc Quang Anh

Publication type:

Article

An intelligent payment card fraud detection system.

Published in:

Annals of Operations Research, 2024, v. 334, n. 1-3, p. 445, doi. 10.1007/s10479-021-04149-2

By:

Seera, Manjeevan;
Lim, Chee Peng;
Kumar, Ajay;
Dhamotharan, Lalitha;
Tan, Kim Hua

Publication type:

Article