Econometric Institute Research Papers

From Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
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32416: An Iterative Optimization Framework for Delay Management and Train Scheduling

Twan Dollevoet, Francesco Corman, Andrea D'Ariano and Dennis Huisman

32410: Statistical Institutes and Economic Prosperity

Philip Hans Franses and Rianne Legerstee

32409: Scheduling Movements in the Network of an Express Service Provider

Ilse Louwerse, Jos Mijnarends, Ineke Meuffels, Dennis Huisman and Hein Fleuren

32399: Prioritizing Replenishments of the Forward Reserve

Harwin de Vries, Ruth Carrasco-Gallego, Taoying Farenhorst-Yuan and Rommert Dekker

32175: The Time Window Assignment Vehicle Routing Problem

Remy Spliet and Adriana Gabor

32136: Robust Ranking of Journal Quality: An Application to Economics

Chia-Lin Chang, Michael McAleer and Esfandiar Maasoumi

32133: A note on "The Economic Lot Sizing Problem with Inventory Bounds"

Mehmet Onal, Wilco van den Heuvel and Tieming Liu

32132: Mitigating the Cost of Anarchy in Supply Chain Systems

Edwin Romeijn, Wilco van den Heuvel and Joseph Geunes

31985: Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models

Manabu Asai, Massimiliano Caporin and Michael McAleer

31966: Volatility Spillovers from the Chinese Stock Market to Economic Neighbours

David Allen, Michael McAleer and Ron Amram

31599: What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance

Chia-Lin Chang and Michael McAleer

31230: How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environment and Resource Economics

Chia-Lin Chang and Michael McAleer

31226: Estimating Loss Functions of Experts

Philip Hans Franses, Rianne Legerstee and Richard Paap

30665: Note on "An efficient approach for solving the lot-sizing problem with time-varying storage capacities"

Wilco van den Heuvel, Jose Miguel Gutierrez and Hark-Chin Hwang

30589: Guides and Shortcuts in Graphs

Martyn Mulder and L. Nebesky

26880: The Rise and Fall of S&P500 Variance Futures

Chia-Lin Chang, Juan Jimenez-Martin, Michael McAleer and Teodosio Pérez-Amaral

26867: Evaluating the Rationality of Managers' Sales Forecasts

Bert de Bruijn and Philip Hans Franses

26866: Fast Heuristics for Delay Management with Passenger Rerouting

Twan Dollevoet and Dennis Huisman

26710: Emigration, wage differentials and brain drain: The case of Suriname

Tina Dulam and Philip Hans Franses

26664: Consensus Strategies for Signed Profiles on Graphs

Kannan Balakrishnan, Manoj Changat, Martyn Mulder and Ajitha Subhamathi

26660: Do experts incorporate statistical model forecasts and should they?

Rianne Legerstee, Philip Hans Franses and Richard Paap

26656: Do experts' SKU forecasts improve after feedback?

Rianne Legerstee and Philip Hans Franses

25819: Operations Research for Green Logistics – An Overview of Aspects, Issues, Contributions and Challenges

Rommert Dekker, Jacqueline Bloemhof-Ruwaard and Ioannis Mallidis

25628: A simple axiomatization of the median procedure on median graphs

Martyn Mulder and Beth Novick

25614: Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures

Roberto Casarin, Chia-Lin Chang, Juan Jimenez-Martin, Michael McAleer and Teodosio Pérez-Amaral

25611: Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan

Chia-Lin Chang, Michael McAleer and Christine Lim

25610: GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies

Paulo Araújo Santos, Juan Jimenez-Martin, Michael McAleer and Teodosio Pérez-Amaral

25607: Citations and Impact of ISI Tourism and Hospitality Journals

Chia-Lin Chang and Michael McAleer

25605: Spare parts inventory control for an aircraft component repair shop

Willem van Jaarsveld and Twan Dollevoet

25603: Risk evaluation methods at individual ship and company level

Christiaan Heij and Sabine Knapp

23798: The Generalized Fisher Index: the Generic Formulae of Siegel and of Shapley

Paul de Boer

23795: Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range

Cathy W. S. Chen, Richard Gerlach, Bruce Hwang and Michael McAleer

23785: Analyzing Fixed-event Forecast Revisions

Philip Hans Franses, Chia-Lin Chang and Michael McAleer

23784: Customer Differentiated End-of-Life Inventory Problem

Morteza Pourakbar and Rommert Dekker

23590: The Dynamics of Energy-Grain Prices with Open Interest

Shawkat Hammoudeh, Soodabeh Sarafrazi, Chia-Lin Chang and Michael McAleer

23582: Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation

Massimiliano Caporin and Michael McAleer

23560: Maximal outerplanar graphs as chordal graphs, path-neighborhood graphs, and triangle graphs

R.C. Laskar, Martyn Mulder and Beth Novick

23120: Risk Spillovers in Oil-Related CDS, Stock and Credit Markets

Shawkat Hammoudeh, Teng Dong Liu, Chia-Lin Chang and Michael McAleer

23115: Causality Between Market Liquidity and Depth for Energy and Grains

Ramazan Sarı, Shawkat Hammoudeh, Chia-Lin Chang and Michael McAleer

23112: Dilworth's Theorem Revisited, an Algorithmic Proof

Wim Pijls and Rob Potharst

23109: End-of-Life Inventory Problem with Phase-out Returns

Morteza Pourakbar, Erwin van der Laan and Rommert Dekker

22807: Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures

Chia-Lin Chang, Juan Jimenez-Martin, Michael McAleer and Teodosio Pérez-Amaral

22806: Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX

Isao Ishida, Michael McAleer and Kosuke Oya

22805: An evolutionary model of price competition among spatially distributed firms

Ludo Waltman, Nees Jan van Eck, Rommert Dekker and Uzay Kaymak

22803: Axiomatic Characterization of the Antimedian Function on Paths and Hypercubes

Kannan Balakrishnan, Manoj Changat, Martyn Mulder and Ajitha Subhamathi

22802: Robust UAV Mission Planning

Lanah Evers, Twan Dollevoet, Ana Barros and Herman Monsuur

22456: Algorithmic Support for Disruption Management at Netherlands Railways

Leo Kroon and Dennis Huisman

22284: Modelling and Forecasting Noisy Realized Volatility

Manabu Asai, Michael McAleer and Marcelo Medeiros

22237: International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord

Michael McAleer, Juan Jimenez-Martin and Teodosio Pérez-Amaral

22236: How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience

Chia-Lin Chang, Michael McAleer and Les Oxley