Dynamic Modeling and Econometrics in Economics and Finance

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The Partial Differential Equation Approach Under Geometric Brownian Motion: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Utmost Fear Hypothesis Explores Green Technology Driven Energy for Sustainable Growth: Chihiro Watanabe and Jae-Ho Shin
Growth and Cycles as a Struggle: Lotka–Volterra, Goodwin and Phillips: Giuseppe Orlando and Mario Sportelli
Financing Sustainable Growth Through Energy Exports and Implications for Human Capital Investment: Unurjargal Nyambuu
Dynamic Behavior of Oil Importers and Exporters Under Uncertainty: Lucas Bretschger and Alexandra Vinogradova
An Algorithmic Equilibrium Solution for n-Person Dynamic Stackelberg Difference Games with Open-Loop Information Pattern: Philipp Hungerländer and Reinhard Neck
Dynamic Oligopoly with Capital Accumulation and Environmental Externality: Davide Dragone, Luca Lambertini and Arsen Palestini
A Multi-Country Closed-Economy MU Model: Joseph Plasmans, Jacob Engwerda, Bas van Aarle, Giovanni Di Bartolomeo and Tomasz Michalak
Option Pricing: W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani
Commodity Prices in Empirical Research: Jean-François Carpantier
Fiscal and Monetary Policies in a Monetary Union: Conflict or Cooperation?: Dmitri Blueschke and Reinhard Neck
Multi-agent Optimal Control Problems and Variational Inequality Based Reformulations: George Leitmann, Stefan Pickl and Zhengyu Wang
Bilinear Forecast Risk Assessment for Non-systematic Inflation: Theory and Evidence: Wojciech Charemza, Yuriy Kharin and Vladislav Maevskiy
Pricing Derivative Securities: A General Approach: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Stable Periodic Economic Cycles from Controlling: Ruedi Stoop
Complex Network Analysis in Socioeconomic Models: Luis M. Varela, Giulia Rotundo, Marcel Ausloos and Jesús Carrete
Robust Control of a Spatially Distributed Commercial Fishery: William A. Brock, Anastasios Xepapadeas and Athanasios N. Yannacopoulos
On a Decentralized Boundedly Rational Emission Reduction Strategy: Arkady Kryazhimskiy
Transition Towards Renewable Energy Supply—A System Dynamics Approach: Bo Hu, Armin Leopold and Stefan Pickl
On the Optimal Trade-Off Between Fire Power and Intelligence in a Lanchester Model: A. J. Novák, Gustav Feichtinger and G. Leitmann
Time-Consistent Equilibria in a Differential Game Model with Time Inconsistent Preferences and Partial Cooperation: Jesús Marín-Solano
Macroeconomic Risk, Fiscal Policy Rules and Aggregate Volatility in Asymmetric Currency Unions: A Behavioral Perspective: Christian Proaño and Benjamin Lojak
Short and Long Term Growth Effects of Financial Crises: Fredrik Andersson and Peter Karpestam
Inclusion of ESG Ratings in Optimization: W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs: Marcel Aloy, Floris Laly, Sébastien Laurent and Christelle Lecourt
Accession to a Monetary Union: Joseph Plasmans, Jacob Engwerda, Bas van Aarle, Giovanni Di Bartolomeo and Tomasz Michalak
Currency Crises, Exchange Rate Regimes and Capital Account Liberalization: A Duration Analysis Approach: Mohammad Karimi and Marcel Voia
Drivers of the Change in Social Welfare in European Countries: Mikuláš Luptáčik, Eduard Nežinský and Martin Lábaj
Applying the General Pricing Framework: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Environmental Mortality and Long-Run Growth: Ulla Lehmijoki and Elena Rovenskaya
Interactions Between Fiscal and Monetary Authorities in a Three-Country New-Keynesian Model of a Monetary Union: Tomasz Michalak, Jacob Engwerda and Joseph Plasmans
On the Effect of Resource Exploitation on Growth: Domestic Innovation vs. Technological Diffusion Through Trade: Francisco Cabo, Guiomar Martin-Herran and María Pilar Martínez-García
Asset Accumulation with Heterogeneous Households: The Rise of Wealth Disparity: Willi Semmler and Damien Parker
Inclusion of ESG Ratings in Option Pricing: W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu and Abootaleb Shirvani
Kaldor–Kalecki New Model on Business Cycles: Giuseppe Orlando
Measuring Risk Aversion Across Countries from the Consumption-CAPM: A Spectral Approach: Ekaterini Panopoulou and Sarantis Kalyvitis
Dynamics of Industrial Oligopoly Market Involving Capacity Limits and Recurrent Investment: Anastasiia Panchuk
Jump-Diffusion Processes: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Organizational Nimbleness and Operational Policies: The Case of Optimal Control of Maintenance Under Uncertainty: Ali Dogramaci and Suresh Sethi
Development of Transportation Infrastructure in the Context of Economic Growth: Manuel Benjamin Ortiz-Moctezuma, Denis Pivovarchuk, Jana Szolgayova and Sabine Fuss
Revisiting the Glick–Rogoff Current Account Model: An Application to the Current Accounts of BRICS Countries: Yushi Yoshida and Weiyang Zhai
Forest Management and Biodiversity in Size-Structured Forests Under Climate Change: Renan Goetz, Carme Cañizares, Joan Pujol and Angels Xabadia
Recurrence Quantification Analysis of Business Cycles: Giuseppe Orlando and Giovanna Zimatore
Option Pricing Under Jump-Diffusion Processes: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
World-wide Regional Policy Coordination: Joseph Plasmans, Jacob Engwerda, Bas van Aarle, Giovanni Di Bartolomeo and Tomasz Michalak
R&D Networks: Gian Italo Bischi and Fabio Lamantia
Safety Stocks in Centralized and Decentralized Supply Chains Under Different Types of Random Yields: Karl Inderfurth
An Empirical Test of Harrod’s Model: Giuseppe Orlando and Fabio Della Rossa
Carbon Taxes and Comparison of Trading Regimes in Fossil Fuels: Seiichi Katayama, Ngo Long and Hiroshi Ohta
Subgame Consistent Cooperative Provision of Public Goods Under Accumulation and Payoff Uncertainties: David W. K. Yeung and Leon A. Petrosyan