Econometric Institute Research Papers

From Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
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114971: Reducing Passenger Delays by Rolling Stock Rescheduling

Rowan Hoogervorst, Twan Dollevoet, Gábor Maróti and Dennis Huisman

114964: An Adjustable Robust Optimization Approach for Periodic Timetabling

Gert-Jaap Polinder, Thomas Breugem, Twan Dollevoet and Gábor Maróti

114947: Strategic Time Slot Management: A Priori Routing for Online Grocery Retailing

Thomas Visser and Martin Savelsbergh

114791: Spare Parts Inventory Control based on Maintenance Planning

Sha Zhu, Willem van Jaarsveld and Rommert Dekker

114114: A Lagrangian Relaxation Approach Based on a Time-Space-State Network for Railway Crew Scheduling

Y. Wang (Ying), Z. Shang (Zheming), Dennis Huisman, Andrea D'Ariano and J.C. Zhang (Jinchuan)

114113: Evaluating heterogeneous forecasts for vintages of macroeconomic variables

Philip Hans Franses and Max Welz

113842: Reducing Passenger Delays by Rolling Stock Rescheduling

Rowan Hoogervorst, Twan Dollevoet, Gábor Maróti and Dennis Huisman

113303: An Adjustable Robust Optimization Approach for Periodic Timetabling

Gert-Jaap Polinder, Thomas Breugem, Twan Dollevoet and Gábor Maróti

113132: Financial Inclusion and Macroeconomic Stability in Emerging and Frontier Markets

Anh The Vo, Loan Thi-Hong Van, Duc Hong Vo and Michael McAleer

112981: Forecasting social conflicts in Africa using an Epidemic Type Aftershock Sequence model

Gilian van den Hengel and Philip Hans Franses

112499: Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections

Chia-Lin Chang, Michael McAleer and Wing-Keung Wong

112492: Improving warehouse responsiveness by job priority management

Thai Young Kim

112486: Aggregate statistics on trafficker-destination relations in the Atlantic slave trade

Philip Hans Franses and Wilco van den Heuvel

112228: Determining and Evaluating Alternative Line Plans in (Near) Out-of-Control Situations

Rolf van Lieshout, Paul Bouman and Dennis Huisman

111616: Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks

Chia-Lin Chang, Jukka Ilomäki, Hannu Laurila and Michael McAleer

111615: Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains

WeiMing Mou, Wing-Keung Wong and Michael McAleer

111614: Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan

Michael McAleer, Tamotsu Nakamura and Clinton Watkins

111613: Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018

Chia-Lin Chang, Michael McAleer and Wing-Keung Wong

111557: Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018

Chia-Lin Chang, Michael McAleer and Wing-Keung Wong

111556: Long Run Returns Predictability and Volatility with Moving Averages

Chia-Lin Chang, Jukka Ilomäki, Hannu Laurila and Michael McAleer

111555: Analyzing a Family of Formulations for Cyclic Crew Rostering

Thomas Breugem, Twan Dollevoet and Dennis Huisman

111553: Asymptotic Theory for Rotated Multivariate GARCH Models

Manabu Asai, Chia-Lin Chang, Michael McAleer and Laurent Pauwels

111552: Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK

Chia-Lin Chang, Tai-Lin Hsieh and Michael McAleer

110018: Cointegrated Dynamics for A Generalized Long Memory Process

Manabu Asai, Shelton Peiris, Michael McAleer and David Allen

110017: "Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond": Comment

David Allen and Michael McAleer

110016: Spurious Cross-Sectional Dependence in Credit Spread Changes

Marcin Jaskowski and Michael McAleer

110015: Market Timing with Moving Averages

Jukka Ilomäki, Hannu Laurila and Michael McAleer

109916: Intertemporal Similarity of Economic Time Series

Philip Hans Franses and Thomas Wiemann

109056: Financial Credit Risk and Core Enterprise Supply Chains

WeiMing Mou, Wing-Keung Wong and Michael McAleer

109054: A Next Step in Disruption Management: Combining Operations Research and Complexity Science

Mark Dekker, Rolf van Lieshout, Robin Ball, Paul Bouman, Stefan Dekker, Henk Dijkstra, Rob Goverde, Dennis Huisman, Deb Panja, Alfons Schaafsma and Marjan van den Akker

107294: Asymmetric Risk Impacts of Chinese Tourists to Taiwan

Chia-Lin Chang, Shu-Han Hsu and Michael McAleer

107292: Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs

Chia-Lin Chang, Michael McAleer and Yu-Ann Wang

107291: Why did Warrant Markets Close in China but not Taiwan?

Wing-Keung Wong, Hooi Hooi Lean, Michael McAleer and Feng-Tse Tsai

107290: Simple Market Timing with Moving Averages

Jukka Ilomäki, Hannu Laurila and Michael McAleer

107289: Aggregate statistics on trafficker-destination relations in the Atlantic slave trade

Philip Hans Franses and Wilco van den Heuvel

107288: Two-Echelon Lot-Sizing with Asymmetric Information and Continuous Type Space

Rutger Kerkkamp, Wilco van den Heuvel and Albert Wagelmans

105884: Risk Spillovers in Returns for Chinese and International Tourists to Taiwan

Chia-Lin Chang, Shu-Han Hsu and Michael McAleer

105880: Establishing National Carbon Emission Prices for China

Chia-Lin Chang, Te-Ke Mai and Michael McAleer

105879: Model-based forecast adjustment; with an illustration to inflation

Philip Hans Franses

105878: Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections

Chia-Lin Chang, Michael McAleer and Wing-Keung Wong

105877: Pros and Cons of the Impact Factor in a Rapidly Changing Digital World

Michael McAleer, Judit Oláh and József Popp

105873: Fake News and Indifference to Truth

David Allen, Michael McAleer and David McHardy Reid

105080: Predictive power of inspection outcomes for future shipping accidents

Christiaan Heij and Sabine Knapp

104261: Balancing Expected and Worst-Case Utility in Contracting Models with Asymmetric Information and Pooling

Rutger Kerkkamp, Wilco van den Heuvel and Albert Wagelmans

104259: Bayesian Analysis of Realized Matrix-Exponential GARCH Models

Manabu Asai and Michael McAleer

104258: Management Information, Decision Sciences, and Financial Economics: a connection

Chia-Lin Chang, Michael McAleer and Wing-Keung Wong

104257: Pricing Carbon Emissions in China

Chia-Lin Chang, TeKe Mai and Michael McAleer

104256: A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan

Chia-Lin Chang, Michael McAleer and Yu-Chieh Wu

104254: An Event Study of Chinese Tourists to Taiwan

Chia-Lin Chang, Shu-Han Hsu and Michael McAleer

103193: One-block train formation in large-scale railway networks: An exact model and a tree-based decomposition algorithm

Chongshuang Chen, Twan Dollevoet and Jun Zhao