CORE Recent Publications

Journal Articles

1. Pestieau, Pierre; Ponthiere, Gregory. Optimal lockdown and social welfare. In: Journal of Population Economics, Vol. 35, p. 241-268 (2022). doi:10.1007/s00148-021-00867-w.

2. Mordant, Gilles; Segers, Johan. Measuring dependence between random vectors via optimal transport. In: Journal of Multivariate Analysis, (2022). doi:10.1016/j.jmva.2021.104912 (Accepté/Sous presse).

3. Herrera Rodriguez, Manuel; Agrell, Per Joakim; Manrique-de-Lara-Peñate, Casiano; Trujillo, Lourdes. A multi-criteria fleet deployment model for cost, time and environmental impact. In: International Journal of Production Economics, Vol. 243 (2022). doi:10.1016/j.ijpe.2021.108325 (Accepté/Sous presse).

4. Papavasiliou, Anthony; Bouso, Alberte; Apelfröjd, Senad; Wik, Ellika; Gueuning, Thomas; Langer, Yves. Multi-Area Reserve Dimensioning using Chance-Constrained Optimization. In: IEEE Transactions on Power Systems, (2022). doi:10.1109/TPWRS.2021.3133102 (Accepté/Sous presse).

5. Belleflamme, Paul; Peitz, Martin; Toulemonde, Eric. The tension between market shares and profit under platform competition. In: International Journal of Industrial Organization, (2022). doi:10.1016/j.ijindorg.2021.102807 (Accepté/Sous presse).

6. Guzman, Cristobal; Riffo, Javiera; Telha, Claudio; Van Vyve, Mathieu. A Sequential Stackelberg Game for Dynamic Inspection Problems. In: European Journal of Operational Research, (2022). doi:10.1016/j.ejor.2021.12.015 (Accepté/Sous presse).

7. Nishimura, Yukihiro; Pestieau, Pierre. Old age or dependence. Which social insurance?. In: Journal of Public Economic Theory, (2022). (Accepté/Sous presse).

8. Stevens, Nicolas; Papavasiliou, Anthony. Application of the Level Method for Computing Locational Convex Hull Prices. In: IEEE Transactions on Power Systems, (2022). doi:10.1109/TPWRS.2022.3142567 (Accepté/Sous presse).

9. Arenas Jal, Andreu; Hindriks, Jean. Intergenerational mobility and unequal school opportunity. In: The Economic Journal, Vol. 131, no. 635, p. 1027–1050 (2021). doi:10.1093/ej/ueaa062.

10. Ramos, Xavier; Van de gaer, Dirk. Is inequality of opportunity robust to the measurement approach?. In: Review of Income and Wealth, Vol. 67, no. 1, p. 18-36 (2021). doi:10.1111/roiw.12448.

IRES Recent Publications

Journal Articles

1. Luyten, Jeroen; Tubeuf, Sandy; Kessels, Roselinde. Rationing of a scarce life-saving resource: Public preferences for prioritizing COVID-19 vaccination. In: Health Economics, Vol. 31, no. 2, p. 342-362 (2022). doi:10.1002/hec.4450.

2. Asadullah, Niaz; Trannoy, Alain; Tubeuf, Sandy; Yalonetzky, Gaston. Measuring educational inequality of opportunity: pupil’s effort matters. In: World Development,. Ecineq WP series 474. doi:10.1016/j.worlddev.2020.105262.

3. Bertier, Marie; Luyten, Jeroen; Tubeuf, Sandy. Renoncement aux soins médicaux et confinement : les enseignements d’une enquête en ligne. In: Regards Economiques, Vol. Avril, no.162, p. 1-16 (2021).

4. de la Croix, David; Pommeret, Aude. Childbearing Postponement, its Option Value, and the Biological Clock. In: Journal of Economic Theory, Vol. 193, p. 105231 (2021). doi:10.1016/j.jet.2021.105231.

5. Defourny, Jacques; Nyssens, Marthe; Brolis, Olivier. Testing Social Enterprise Models Across the World: Evidence from the “International Comparative Social Enterprise Models (ICSEM) Project. In: Nonprofit and Voluntary Sector Quarterly, Vol. 50, no. 2, p. 420-440 (2021). doi:10.1177/0899764020959470.

6. de la Croix, David; Ganterer, Maximilian. Scholars and Literati at the Danzig Research Society (1743–1800). In: Repertorium Eruditorium Totius Europae, Vol. 1, no.7, p. 49-54 (2021). doi:10.14428/rete.v1i0/Danzig.

7. de la Croix, David. Scholars at the Royal Society of Sciences of Montpellier (1706–1793). In: Repertorium Eruditorium Totius Europae, Vol. 1, no.5, p. 33-39 (2021). doi:10.14428/rete.v1i0/AMontpellier.

8. de la Croix, David. Black African Scholars in European Academia before 1800. In: Repertorium eruditorum totius Europae, Vol. 2, p. 47-50 (2021). doi:10.14428/rete.v2i0/black.

9. de la Croix, David; Debois, Valentine. Scholars and Literati at the Gresham College (1597–1800). In: Repertorium eruditorum totius Europae, Vol. 2, p. 51-57 (2021). doi:10.14428/rete.v2i0/gresham.

10. Beine, Michel; Bertinelli, Luisito; Cömertpay, Rana; Litina, Anastasia; Maystadt, Jean-François. A gravity analysis of refugee mobility using mobile phone data. In: Journal of Development Economics, Vol. 150, p. 102618 (2021). doi:10.1016/j.jdeveco.2020.102618.

ISBA Recent Publications

Journal Articles

1. Heuchenne, Cédric; Jacquemain, Alexandre. Inference for monotone single-index conditional means: a Lorenz regression approach. In: Computational Statistics & Data Analysis, Vol. 167 (2022). doi:10.1016/j.csda.2021.107347 (Accepté/Sous presse).

2. Hainaut, Donatien. Moment generating function of non-Markov self-excited claims processes. In: Insurance: Mathematics and Economics, (2022). doi:10.1016/j.insmatheco.2021.08.013 (Accepté/Sous presse).

3. Ketelbuters, John John; Hainaut, Donatien. Time-consistent evaluation of credit risk with contagion. In: Journal of Computational and Applied Mathematics, Vol. 403, p. 113848 (2022). doi:10.1016/ (Accepté/Sous presse).

4. Hainaut, Donatien. Lévy Interest Rate Models with a Long Memory. In: Risks, Vol. 10, no.1, p. 2 (2022). doi:10.3390/risks10010002.

5. Ketelbuters, John John; Hainaut, Donatien. CDS pricing with fractional Hawkes processes. In: European Journal of Operational Research, Vol. 297, no.3, p. 1139-1150 (2022). doi:10.1016/j.ejor.2021.06.045.

6. Njike Leunga, Charles Guy; Hainaut, Donatien. Valuation of Annuity Guarantees under a Self-Exciting Switching Jump Model. In: Methodology and Computing in Applied Probability, (2022). (Accepté/Sous presse).

7. Hainaut, Donatien. A fractional multi-states model for insurance. In: Insurance: Mathematics and Economics, Vol. 98, p. 120-132 (2021). doi:10.1016/j.insmatheco.2021.02.004 (Accepté/Sous presse).

8. Thiel, Michel; Sauwen, Nicolas; Khamiakova, Tastiana; Maes, Tor; Govaerts, Bernadette. Comparison of chemometrics strategies for the spectroscopic monitoring of active pharmaceutical ingredients in chemical reactions. In: Chemometrics and Intelligent Laboratory Systems, Vol. 211, p. 104273 (2021). doi:10.1016/j.chemolab.2021.104273 (Accepté/Sous presse).

9. Pechon, Florian; Denuit, Michel; Trufin, Julien. Home and Motor insurance joined at a household level using multivariate credibility. In: Annals of Actuarial Science, Vol. 15, no.1, p. 82-114 (2021). doi:10.1017/s1748499520000160 (Accepté/Sous presse).

10. Hallin, Marc; Mordant, Gilles; Segers, Johan. Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance. In: Electronic Journal of Statistics, Vol. 15, no. 1, p. 1328-1371 (2021). doi:10.1214/21-EJS1816.

Working Papers

1. Scolas, Sylvie; El Ghouch, Anouar; Legrand, Catherine; Oulhaj, Abderrahim. Variable selection in a flexible parametric mixture cure model with interval-censored data. 2014. 25 p. ISBA Discussion Paper 2014/41.

LFIN Recent Publications

Journal Articles

1. Roccazzella, Francesco; Gambetti, Paolo; Vrins, Frédéric. Optimal and robust combination of forecasts via constrained optimization and shrinkage. In: International Journal of Forecasting, (2021). doi:10.1016/j.ijforecast.2021.04.002 (Accepté/Sous presse).

2. Mbaye, Cheikh; Vrins, Frédéric. Affine term structure models: a time-change approach with perfect fit to market curves. In: Mathematical Finance, (2022). doi:10.1111/mafi.12342 (Accepté/Sous presse).

3. Herr, Donovan; Clausse, Emilien; Vrins, Frédéric. Migration to the PRIIPs framework: what impact on the European risk indicator of UCITS funds ?. In: Revue Bancaire et Financière, (2022). (Accepté/Sous presse).

4. Thewissen, James. Unpacking the black box of ICO white papers: A topic modeling approach. In: Journal of Corporate Finance, (2022). (Accepté/Sous presse).

5. Candelon, Bertrand; Luisi, Angelo; Roccazzella, Francesco. Fragmentation in the European Monetary Union: Is it really over?. In: Journal of International Money and Finance : theoretical and empirical research in international economics and finance, (2022). doi:10.1016/j.jimonfin.2021.102545 (Accepté/Sous presse).

6. Babii, Andrii; Ghysels, Eric; Striaukas, Jonas. Machine Learning Time Series Regressions With an Application to Nowcasting. In: Journal of Business and Economic Statistics, (2021). doi:10.1080/07350015.2021.1899933 (Accepté/Sous presse).

7. D'Hondt, Catherine; McGowan, Richard; Roger, Patrick. Trading leveraged Exchange-Traded products is hazardous to your wealth. In: The Quarterly Review of Economics and Finance, Vol. 80, p. 287-302 (2021). doi:10.1016/j.qref.2021.02.012.

8. Iania, Leonardo; De Backer, Bruno; Dewachter, Hans. Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?. In: Finance Research Letters, (2021). doi:10.1016/ (Accepté/Sous presse).

9. Desagre, Christophe; D'Hondt, Catherine. Googlization and retail trading activity. In: Journal of Behavioral and Experimental Finance, no. 29 (2021) 100453, p. 14 (2021). doi:10.1016/j.jbef.2020.100453 (Accepté/Sous presse).

10. Candelon, Bertrand; Ferrara, Laurent; Joëts, Marc. Global financial interconnectedness: a non-linear assessment of the uncertainty channel. In: Applied Economics, (2021). doi:10.1080/00036846.2020.1870651.