Annals of Operations Research

1997 - 2025

Current editor(s): Endre Boros

From Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 314, month 7, 2022

Preface pp. 1-3

Yves Crama, Michel Grabisch and Silvano Martello

Sixty-one surveys in operations research pp. 5-13

Yves Crama, Michel Grabisch and Silvano Martello

Nonlinear optimization and support vector machines pp. 15-47

Veronica Piccialli and Marco Sciandrone

Recent studies of agent incentives in internet resource allocation and pricing pp. 49-76

Yukun Cheng, Xiaotie Deng and Dominik Scheder

A selective survey of game-theoretic models of closed-loop supply chains pp. 77-116

Pietro De Giovanni and Georges Zaccour

Metaheuristics for data mining: survey and opportunities for big data pp. 117-140

Clarisse Dhaenens and Laetitia Jourdan

Quantum bridge analytics I: a tutorial on formulating and using QUBO models pp. 141-183

Fred Glover, Gary Kochenberger, Rick Hennig and Yu Du

Quantum Bridge Analytics II: QUBO-Plus, network optimization and combinatorial chaining for asset exchange pp. 185-212

Fred Glover, Gary Kochenberger, Moses Ma and Yu Du

Essentials of numerical nonsmooth optimization pp. 213-253

Manlio Gaudioso, Giovanni Giallombardo and Giovanna Miglionico

Vehicle routing problems over time: a survey pp. 255-275

A. Mor and M. G. Speranza

Mathematical programming formulations for the alternating current optimal power flow problem pp. 277-315

Daniel Bienstock, Mauro Escobar, Claudio Gentile and Leo Liberti

Preface: Contributions of OR to solve agricultural problems pp. 317-318

Antonio Mauttone and Lluís M. Plà-Aragonés

Modeling and optimization of biomass quality variability for decision support systems in biomass supply chains pp. 319-346

Mario Aboytes-Ojeda, Krystel K. Castillo-Villar and Sandra D. Eksioglu

Exact and heuristic methods to solve a bi-objective problem of sustainable cultivation pp. 347-376

Angelo Aliano Filho, Helenice Oliveira Florentino, Margarida Vaz Pato, Sônia Cristina Poltroniere and João Fernando Silva Costa

Selecting an agricultural technology package based on the flexible and interactive tradeoff method pp. 377-392

Pavel Anselmo Alvarez Carrillo, Lucia Reis Peixoto Roselli, Eduarda Asfora Frej and Adiel Teixeira Almeida

Two-part fractional regression model with conditional FDH responses: an application to Brazilian agriculture pp. 393-409

Geraldo Souza, Eliane Gonçalves Gomes and Eliseu Roberto Alves

Improving harvesting operations in an oil palm plantation pp. 411-449

Mariana Escallón-Barrios, Daniel Castillo-Gomez, Jorge Leal, Carlos Montenegro and Andrés L. Medaglia

An optimization model for combined selecting, planting and harvesting sugarcane varieties pp. 451-469

Helenice de O. Florentino, Dylan F. Jones, Chandra Ade Irawan, Djamila Ouelhadj, Banafesh Khosravi and Daniela R. Cantane

Cross-country comparison of the efficiency of the European forest sector and second stage DEA approach pp. 471-496

Ester Gutiérrez and Sebastián Lozano

A Lagrangian relaxation algorithm for optimizing a bi-objective agro-supply chain model considering CO2 emissions pp. 497-527

Fatemeh Keshavarz-Ghorbani and Seyed Hamid Reza Pasandideh

A simulation model to investigate impacts of facilitating quality data within organic fresh food supply chains pp. 529-550

Magdalena Leithner and Christian Fikar

Determination of feeding strategies in aquaculture farms using a multiple-criteria approach and genetic algorithms pp. 551-576

Manuel Luna, Ignacio Llorente and Angel Cobo

A decision support method for designing vegetation layers with minimised irrigation need pp. 577-600

Tobias Maschler, Bastian Stürmer-Stephan, Jörg Morhard, Thomas Stegmaier, Meike Tilebein and Hans W. Griepentrog

Pricing decisions in a dual supply chain of organic and conventional agricultural products pp. 601-616

Yael Perlman, Yaacov Ozinci and Sara Westrich

Optimizing pig marketing decisions under price fluctuations pp. 617-644

Reza Pourmoayed and Lars Relund Nielsen

Certify or not? An analysis of organic food supply chain with competing suppliers pp. 645-675

Yanan Yu, Yong He, Xuan Zhao and Li Zhou

Contract design for technology sharing between two farmers pp. 677-707

Qing Zhang, Juan Li and Tiaojun Xiao

Volume 313, month 6, 2022

Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future pp. 1-7

Rabin K. Jana, Aviral Tiwari, Shawkat Hammoudeh and Claudiu Albulescu

Risk management for crude oil futures: an optimal stopping-timing approach pp. 9-27

Sabri Boubaker, Zhenya Liu and Yaosong Zhan

Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil pp. 29-46

Jilong Chen, Christian-Oliver Ewald, Ruolan Ouyang, Sjur Westgaard and Xiaoxia Xiao

Financial modelling, risk management of energy instruments and the role of cryptocurrencies pp. 47-75

Toan Luu Duc Huynh, Muhammad Shahbaz, Muhammad Ali Nasir and Subhan Ullah

Intra-day co-movements of crude oil futures: China and the international benchmarks pp. 77-103

Qiang Ji, Dayong Zhang and Yuqian Zhao

Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty: evidence from oil-importing and oil-exporting countries pp. 105-143

Rabeh Khalfaoui, Sakiru Solarin, Adel Al-Qadasi and Sami Ben Jabeur

Oil price risk exposure of BRIC stock markets and hedging effectiveness pp. 145-170

Syed Jawad Hussain Shahzad, Elie Bouri, Mobeen Ur Rehman, Muhammad Abubakr Naeem and Tareq Saeed

Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework pp. 171-189

Hachmi Ben Ameur, Zied Ftiti and Waël Louhichi

Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach pp. 191-229

Jorge Antunes, Luis Gil-Alana, Rossana Riccardi, Yong Tan and Peter Wanke

Exploring the relationship of ESG score and firm value using cross-lagged panel analyses: case of the Indian energy sector pp. 231-256

Abhishek Behl, P. S. Raghu Kumari, Harnesh Makhija and Dipasha Sharma

Dependence structure between Indian financial market and energy commodities: a cross-quantilogram based evidence pp. 257-287

Avik Sinha, Arshian Sharif, Arnab Adhikari and Ankit Sharma

Information entropy, continuous improvement, and US energy performance: a novel stochastic-entropic analysis for ideal solutions (SEA-IS) pp. 289-318

Jorge Antunes, Rangan Gupta, Zinnia Mukherjee and Peter Wanke

Technology, price instruments and energy intensity: a study of firms in the manufacturing sector of the Indian economy pp. 319-339

Santosh Kumar Sahu, Prantik Bagchi, Ajay Kumar and Kim Hua Tan

Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach pp. 341-366

Carla Henriques, Maria Elisabete Neves, Licínio Castelão and Duc Khuong Nguyen

Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach pp. 367-400

Mohamed Arbi Madani and Zied Ftiti

Portfolio optimization of financial commodities with energy futures pp. 401-439

Lu Wang, Ferhana Ahmad, Gong-li Luo, Muhammad Umar and Dervis Kirikkaleli

Drivers and trajectories of China’s renewable energy consumption pp. 441-459

Jiandong Chen, Chong Xu, Yinyin Wu, Zihao Li and Malin Song

Has Korean growth become greener? Spatial econometric evidence for energy use and renewable energy pp. 461-494

Erik Hille and Bernhard Lambernd

Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs pp. 495-524

Syed Kumail Abbas Rizvi, Bushra Naqvi and Nawazish Mirza

A non-parametric decomposition of the environmental performance-income relationship: evidence from a non-linear model pp. 525-558

Béchir Ben Lahouel, Younes Ben Zaied, Guo-liang Yang, Maria-Giuseppina Bruna and Yaoyao Song

Forecasting carbon futures price: a hybrid method incorporating fuzzy entropy and extreme learning machine pp. 559-601

Peng Chen, Andrew Vivian and Cheng Ye

Risk management decisions and value under uncertainty pp. 603-604

Giovanni Barone-Adesi, Ephraim Clark and Jean-Luc Prigent

A new approach to deal with variable selection in neural networks: an application to bankruptcy prediction pp. 605-623

Ilyes Abid, Rim Ayadi, Khaled Guesmi and Farid Mkaouar

A quantitative method for opinion ratings and analysis: an event study pp. 625-638

Hakim Akeb, Aldo Lévy and Mohamed Rdali

Forecasting high-frequency stock returns: a comparison of alternative methods pp. 639-690

Erdinc Akyildirim, Aurelio Fernandez Bariviera, Duc Khuong Nguyen and Ahmet Sensoy

Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion pp. 691-712

Charles-Olivier Amédée-Manesme and Fabrice Barthélémy

General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints pp. 713-732

Mondher Bellalah, Xu Guo, Shuo Wu and Detao Zhang

Implicit quantiles and expectiles pp. 733-753

Fabio Bellini, Edit Rroji and Carlo Sala

Measuring extreme risk dependence between the oil and gas markets pp. 755-772

Hachmi Ben Ameur, Zied Ftiti, Fredj Jawadi and Wael Louhichi

Nonperforming loan of European Islamic banks over the economic cycle pp. 773-808

Faten Ben Bouheni, Hassan Obeid and Elena Margarint

A financial fraud detection indicator for investors: an IDeA pp. 809-832

Philippe Bernard, Najat El Mekkaoui and Bertrand B. Maillet

Foreign currency hedging and firm productive efficiency pp. 833-854

Sabri Boubaker, Riadh Manita and Salma Mefteh-Wali

Stock exchange efficiency and convergence: international evidence pp. 855-875

Ephraim Clark and Zhuo Qiao

On the use of the terminal-value approach in risk-value models pp. 877-897

Gregor Dorfleitner

Pricing insurance premia: a top down approach pp. 899-914

Eymen Errais

On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach pp. 915-943

Zied Ftiti, Kais Tissaoui and Sahbi Boubaker

Concurrent neural network: a model of competition between times series pp. 945-964

Rémy Garnier

Network models to improve robot advisory portfolios pp. 965-989

Paolo Giudici, Gloria Polinesi and Alessandro Spelta

Governed by the cycle: interest rate sensitivity of emerging market corporate debt pp. 991-1019

Mariya Gubareva and Maria Rosa Borges

Closed form valuation of barrier options with stochastic barriers pp. 1021-1050

Tristan Guillaume

Risk management methodology in the supply chain: a case study applied pp. 1051-1075

M. J. Hermoso-Orzáez and J. Garzón-Moreno

Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises pp. 1077-1116

M. Karanasos, S. Yfanti and John Hunter

Transmission of the Greek crisis on the sovereign debt markets in the euro area pp. 1117-1139

Oussama Kchaou, Makram Bellalah and Sofiane Tahi

Goal-based investing based on multi-stage robust portfolio optimization pp. 1141-1158

Jang Ho Kim, Yongjae Lee, Woo Chang Kim and Frank J. Fabozzi

The Dynkin game with regime switching and applications to pricing game options pp. 1159-1182

Siyu Lv, Zhen Wu and Qing Zhang

Spatial contagion between financial markets: new evidence of asymmetric measures pp. 1183-1220

Wafa Miled, Zied Ftiti and Jean-Michel Sahut

A fuzzy multifactor asset pricing model pp. 1221-1241

Alfred Mbairadjim Moussa and Jules Sadefo Kamdem

Sourcing decision under interconnected risks: an application of mean–variance preferences approach pp. 1243-1268

Soumyatanu Mukherjee and Sidhartha S. Padhi

A model for the optimal selection of lenders pp. 1269-1284

Inmaculada Rodríguez-Puerta and Alberto A. Álvarez-López

Optimal feedback control of stock prices under credit risk dynamics pp. 1285-1318

Jinghai Shao, Sovan Mitra and Andreas Karathanasopoulos

On the risk management of demand deposits: quadratic hedging of interest rate margins pp. 1319-1355

Alexandre Adam, Hamza Cherrat, Mohamed Houkari, Jean-Paul Laurent and Jean-Luc Prigent

Statistical arbitrage in jump-diffusion models with compound Poisson processes pp. 1357-1371

Erdinc Akyildirim, Frank J. Fabozzi, Ahmet Goncu and Ahmet Sensoy

Long term optimal investment with regime switching: inflation, information and short sales pp. 1373-1386

Mondher Bellalah, Akeb Hakim, Kehan Si and Detao Zhang

The Brexit impact on European market co-movements pp. 1387-1403

Hachmi Ben Ameur and Waël Louhichi

A meta-measure of performance related to both investors and investments characteristics pp. 1405-1447

Monica Billio, Bertrand Maillet and Loriana Pelizzon