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Research

LIDAM Research Areas

Given LIDAM is a cross-sector research institute, it is not surprising that it covers a wide range of research areas. For the sake of consistency, we present them by disciplines subdivided in topics.

Research at LIDAM revolves around 5 main disciplines :

For each discipline, you will find the researchers active in this discipline, the ongoing research projects and the recent publications.

Inside these disciplines, LIDAM researchers focus on more specific topics. To discover which topic are investigated, please visit our discipline pages.

CORE Recent Publications


Journal Articles


1. Defryn, Christof; Verdonck, Lotte; Hacardiaux, Thomas; Tancrez, Jean-Sébastien. 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

2. 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

3. Papavasiliou, Anthony; Smeers, Yves; Lété, Quentin. 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

4. Trujillo, Lourdes; Agrell, Per Joakim; Manrique-de-Lara-Peñate, Casiano; Herrera Rodriguez, Manuel. 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). http://hdl.handle.net/2078.1/251789

5. Devolder, Pierre; Hindriks, Jean. Une pension légale sous forme d’un compte pension. In: Regards économiques, , no.Focus 28 (2022). doi:10.14428/regardseco2022.02.03.01. http://hdl.handle.net/2078.1/259744

6. Mou, Yuting; Avila Girardot, Daniel; Gérard, Céline; Papavasiliou, Anthony; Chevalier, Philippe. Comparison of Priority Service with Multilevel Demand Subscription. In: IEEE Transactions on Smart Grid, (2022). doi:10.1109/TSG.2022.3153186 (Accepté/Sous presse). http://hdl.handle.net/2078.1/260003

7. Otranto, Edoardo; Bauwens, Luc. Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models. In: Journal of Financial Econometrics, , p. nbac007 (2022). doi:10.1093/jjfinec/nbac007. http://hdl.handle.net/2078.1/259693

8. Defryn, Christof; Verdonck, Lotte; Hacardiaux, Thomas; Tancrez, Jean-Sébastien. The impact of product characteristics and innovativeness on the benefits of collaboration. In: International Transactions in Operational Research, (2022). doi:https://doi.org/10.1111/itor.13158; 10.1111/itor.13158; https://doi.org/10.14428/DVN/DRLCBX (Accepté/Sous presse). http://hdl.handle.net/2078.1/262716

9. Papavasiliou, Anthony; Cartuyvels, Jacques. Calibration of Operating Reserve Demand Curves Using a System Operation Simulator. In: IEEE Transactions on Power Systems, (2022). doi:10.1109/TPWRS.2022.3200125 (Accepté/Sous presse). http://hdl.handle.net/2078.1/264605

10. Stevens, Nicolas; Papavasiliou, Anthony. Application of the Level Method for Computing Locational Convex Hull Prices. In: IEEE Transactions on Power Systems, Vol. 37, no. 5, p. 3958-3968 (2022). doi:10.1109/TPWRS.2022.3142567. http://hdl.handle.net/2078.1/256786

IRES Recent Publications


Journal Articles


1. 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

2. Stelter, Robert; de la Croix, David. 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

3. 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

4. de la Croix, David; Debois, Valentine. 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

5. Spolverini, Gaia; de la Croix, David. 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

6. 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

7. Barsoum, Ghada; Crépon, Bruno; Parienté, William; Gardiner, Drew; Michel, Bastien. 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. Gethin, Amory; Czajka, Léo; Chatterjee, Aroop. 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. Gobbi, Paula Eugenia; de la Croix, David. 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. Denuit, Michel; Robert, Christian Y. From risk reduction to risk elimination by conditional mean risk sharing of independent losses. In: Insurance: Mathematics and Economics, Vol. 108, p. 46-59 (2022). doi:10.1016/j.insmatheco.2022.11.003. http://hdl.handle.net/2078.1/267676

2. 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

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

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. 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. 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

7. Mouchart, Michel; Haedo, Christian. 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

8. Devolder, Pierre; Ngugnie Diffouo, Pauline. Solvency measurement of life annuity products. In: International Journal of Theoretical and Applied Finance, Vol. 25, no.2, p. 2250003 (2022). doi:10.1142/S0219024922500030 (Accepté/Sous presse). http://hdl.handle.net/2078.1/259742

9. Devolder, Pierre; Hindriks, Jean. Une pension légale sous forme d’un compte pension. In: Regards économiques, , no.Focus 28 (2022). doi:10.14428/regardseco2022.02.03.01. http://hdl.handle.net/2078.1/259744

10. Legrand, Catherine; Tubeuf, Sandy. Le développement des vaccins anti-Covid-19 est-il allé trop vite ?. In: Regars Economiques, Vol. Focus, no.29, p. 6 (2022). http://hdl.handle.net/2078.1/259615


Working Papers


1. El Ghouch, Anouar; Scolas, Sylvie; 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. Lassance, Nathan; DeMiguel, Victor; Vrins, Frédéric. 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

2. Gambetti, Paolo; Roccazzella, Francesco; 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

3. Lajaunie, Quentin; Hasse, Jean-Baptiste. 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

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

5. 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

6. 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

7. 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

8. Vrins, Frédéric; Mbaye, Cheikh. Affine term structure models: a time-change approach with perfect fit to market curves. In: Mathematical Finance, Vol. 32, no. 2, p. 678-724 (2022). doi:10.1111/mafi.12342. http://hdl.handle.net/2078.1/254447

9. Chen, Shimin; Thewissen, James; Ni, Serene Xu; Arslan-Ayaydin, Özgür. Is cross-listing a panacea for improving earnings quality? The case of H- and B-share firms in China. In: International Review of Financial Analysis, Vol. 81, p. 102113 (2022). doi:10.1016/j.irfa.2022.102113 (Accepté/Sous presse). http://hdl.handle.net/2078.1/259858

10. Vrins, Frédéric; Sagna, Abass; Mbaye, Cheikh. A general firm value model under partial information. In: The Journal of Computational Finance, Vol. 26, no. 1 (2022). doi:10.21314/JCF.2022.020. http://hdl.handle.net/2078.1/259523