Research

CORE Recent Publications


Journal Articles


1. 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). http://hdl.handle.net/2078.1/256282

2. Nishimura, Yukihiro; Pestieau, Pierre. Old age or dependence. Which social insurance?. In: Journal of Public Economic Theory, (2022). (Accepté/Sous presse). http://hdl.handle.net/2078.1/256284

3. Hacardiaux, Thomas; Defryn, Christof; Tancrez, Jean-Sébastien; Verdonck, Lotte. Balancing partner preferences for logistics costs and carbon footprint in a horizontal cooperation. In: OR Spectrum, Vol. 44, p. 121-153 (2022). (Accepté/Sous presse). http://hdl.handle.net/2078.1/250455

4. Hacardiaux, Thomas; Tancrez, Jean-Sébastien. Assessing the Benefits of Horizontal Cooperation for the Various Stages of the Supply Chain. In: Operational Research An International Journal, (2022). doi:10.1007/s12351-021-00688-5 (Accepté/Sous presse). http://hdl.handle.net/2078.1/259040

5. 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). http://hdl.handle.net/2078.1/255446

6. 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). http://hdl.handle.net/2078.1/255560

7. Kilani, Moez; Diop, Ngagne; De Wolf, Daniel. A Multimodal Transport Model to Evaluate Transport Policies in the North of France. In: Sustainability, Vol. 14, no. 3, p. 1535 (2022). doi:10.3390/su14031535. http://hdl.handle.net/2078.1/257850

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). http://hdl.handle.net/2078.1/256786

9. Lété, Quentin; Smeers, Yves; Papavasiliou, Anthony. An analysis of zonal electricity pricing from a long-term perspective. In: Energy Economics, (2022). doi:10.1016/j.eneco.2022.105853 (Accepté/Sous presse). http://hdl.handle.net/2078.1/259114

10. 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. http://hdl.handle.net/2078.1/253688

IRES Recent Publications


Journal Articles


1. Rolla, Cecilia; Vitale, Mara. Scholars and Literati at the University of Parma (1412–1800). In: Repertorium eruditorum totius Europae, Vol. 6, no. 1, p. 1-8 (2022). doi:10.14428/rete.v6i0/Parma. http://hdl.handle.net/2078.1/258747

2. Biermann, Marcus. The role of management practices in acquisitions and the FDI location decision. In: Review of International Economics, Vol. 30, no. 1, p. 137-165 (2022). doi:10.1111/roie.12561. http://hdl.handle.net/2078.1/257059

3. de la Croix, David; Spolverini, Gaia. Scholars and Literati at the University of Cracow (1364–1800). In: Repertorium eruditorum totius Europae, Vol. 6, p. 35-42 (2022). doi:10.14428/rete.v6i0/Cracow. http://hdl.handle.net/2078.1/259260

4. de la Croix, David. Literati at the Académie Française (1635-1793). In: Repertorium eruditorum totius Europae, Vol. 6, no.3, p. 17-23 (2022). doi:10.14428/rete.v6i0/AcadFr. http://hdl.handle.net/2078.1/258771

5. Debois, Valentine; de la Croix, David. Scholars and Literati at the Royal Dublin Society (1757–1800). In: Repertorium eruditorum totius Europae, Vol. 6, no.2, p. 6-9 (2022). doi:10.14428/rete.v6i0/ADublin. http://hdl.handle.net/2078.1/258769

6. de la Croix, David; Stelter, Robert. Scholars and Literati at the University of Heidelberg (1386–1800). In: Repertorium eruditorum totius Europae, Vol. 6, no.4, p. 25-34 (2022). doi:10.14428/rete.v6i0/Heidelberg. http://hdl.handle.net/2078.1/258772

7. Barsoum, Ghada; Crépon, Bruno; Gardiner, Drew; Michel, Bastien; Parienté, William. Evaluating the Impact of Entrepreneurship Edutainment in Egypt: An Experimental Approach. In: Economica, Vol. 89, no. 353, p. 82-109 (2022). doi:10.1111/ecca.12391. http://hdl.handle.net/2078.1/251384

8. Chatterjee, Aroop; Czajka, Léo; Gethin, Amory. Wealth Inequality in South Africa, 1993–2017. In: The World Bank Economic Review, Vol. 36, no. 1, p. 19-36 (2022). doi:10.1093/wber/lhab012. http://hdl.handle.net/2078.1/257018

9. Breinlich, Holger; Leromain, Elsa; Novy, Dennis; Sampson, Thomas. The Brexit Vote, Inflation, and U.K Living Standards. In: International Economic Review, Vol. 63, no. 1, p. 63-93 (2022). doi:10.1111/iere.12541. http://hdl.handle.net/2078.1/256964

10. de la Croix, David; Gobbi, Paula Eugenia. Population Homeostasis in Sub-Saharan Africa. In: Economics and Human Biology, Vol. 45, p. 101102 (2022). doi:10.1016/j.ehb.2021.101102. http://hdl.handle.net/2078.1/259259

ISBA Recent Publications


Journal Articles


1. Yang, Bingduo; Cai, Zongwu; Hafner, Christian; Liu, Guannan. Time-Varying Mixture Copula Models with Copula Selection. In: Statistica Sinica, (2022). (Accepté/Sous presse). http://hdl.handle.net/2078.1/258923

2. Hafner, Christian; Wang, Linqi. A dynamic conditional score model for the log correlation matrix. In: Journal of Econometrics, (2022). doi:10.1016/j.jeconom.2021.09.004 (Accepté/Sous presse). http://hdl.handle.net/2078.1/258975

3. Hafner, Christian; Wang, Linqi. Dynamic portfolio selection with sector-specific regularization. In: Econometrics and Statistics, (2022). doi:10.1016/j.ecosta.2022.01.001 (Accepté/Sous presse). http://hdl.handle.net/2078.1/258976

4. Hafner, Christian; Herwartz, Helmut. Dynamic score driven independent component analysis. In: Journal of Business and Economic Statistics, (2022). doi:10.1080/07350015.2021.2013244 (Accepté/Sous presse). http://hdl.handle.net/2078.1/258973

5. Mathieu, Sophie; Lefèvre, Laure; von Sachs, Rainer; Delouille, Véronique; Ritter, Christian; Clette, Frédéric. Nonparametric monitoring of sunspot number observations. In: Journal of Quality Technology, (2022). doi:10.1080/00224065.2020.1805378 (Accepté/Sous presse). http://hdl.handle.net/2078.1/258343

6. Hainaut, Donatien. Lévy Interest Rate Models with a Long Memory. In: Risks, Vol. 10, no.1, p. 2 (2022). doi:10.3390/risks10010002. http://hdl.handle.net/2078.1/257588

7. 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. http://hdl.handle.net/2078.1/257590

8. 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). http://hdl.handle.net/2078.1/257592

9. Pircalabelu, Eugen; Artemiou, Andreas. High-dimensional Sufficient Dimension Reduction through principal projections. In: Electronic Journal of Statistics, (2022). (Accepté/Sous presse). http://hdl.handle.net/2078.1/258818

10. Haedo, Christian; Mouchart, Michel. Two-mode clustering through profiles of regions and sectors. In: Empirical Economics, (2022). doi:10.1007/s00181-022-02201-z (Accepté/Sous presse). http://hdl.handle.net/2078.1/259444


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. http://hdl.handle.net/2078.1/152470

LFIN Recent Publications


Journal Articles


1. Thewissen, James. Unpacking the black box of ICO white papers: A topic modeling approach. In: Journal of Corporate Finance, (2022). (Accepté/Sous presse). http://hdl.handle.net/2078.1/255958

2. Henry, Elaine; Thewissen, James; Torsin, Wouter. International Earnings Announcements: Tone, Forward-looking Statements, and Informativeness. In: The European Accounting Review, (2022). (Accepté/Sous presse). http://hdl.handle.net/2078.1/249436

3. Thewissen, James; Özgür Arslan-Ayaydin; Torsin, Wouter. Earnings Management Methods and CEO Political Affiliation. In: Comptabilite Contrôle Audit, (2022). (Accepté/Sous presse). http://hdl.handle.net/2078.1/254690

4. Hafner, Christian; Wang, Linqi. A dynamic conditional score model for the log correlation matrix. In: Journal of Econometrics, (2022). doi:10.1016/j.jeconom.2021.09.004 (Accepté/Sous presse). http://hdl.handle.net/2078.1/258975

5. Hafner, Christian; Wang, Linqi. Dynamic portfolio selection with sector-specific regularization. In: Econometrics and Statistics, (2022). doi:10.1016/j.ecosta.2022.01.001 (Accepté/Sous presse). http://hdl.handle.net/2078.1/258976

6. Hasse, Jean-Baptiste; Lajaunie, Quentin. Does the yield curve signal recessions? New evidence from an international panel data analysis. In: The Quarterly Review of Economics and Finance, Vol. 84, p. 9-22 (2022). doi:10.1016/j.qref.2022.01.001. http://hdl.handle.net/2078.1/258877

7. Lassance, Nathan; Vrins, Frédéric; DeMiguel, Victor. Optimal portfolio diversification via independent component analysis. In: Operations Research, Vol. 70, no. 1, p. 55-72 (2022). doi:10.1287/opre.2021.2140. http://hdl.handle.net/2078.1/248130

8. Roccazzella, Francesco; Gambetti, Paolo; Vrins, Frédéric. Optimal and robust combination of forecasts via constrained optimization and shrinkage. In: International Journal of Forecasting, Vol. 38, no. 1, p. 97-116 (2022). doi:10.1016/j.ijforecast.2021.04.002. http://hdl.handle.net/2078.1/248305

9. Lassance, Nathan. Reconciling mean-variance portfolio theory with non-Gaussian returns. In: European Journal of Operational Research, Vol. 297, no. 2, p. 729-740 (2022). doi:10.1016/j.ejor.2021.06.016 (Accepté/Sous presse). http://hdl.handle.net/2078.1/248132

10. 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, Vol. 122, p. 102545 (2022). doi:10.1016/j.jimonfin.2021.102545 (Accepté/Sous presse). http://hdl.handle.net/2078.1/257597