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Green or grey stocks? Dynamic effects of carbon markets based on Chinese practices
Carbon trading and new energy markets are two key mechanisms for carbon reduction. However, theoretical analysis cannot reveal the complex links...
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Grey Verhulst model and its chaotic behaviour with application to Bitcoin adoption
The study applies the grey model (GM(1,1)) to the Verhulst differential equation for forecasting the Bitcoin transaction counts. The grey Verhulst...
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Greymodels : AShiny Package for Grey Forecasting Models in RThe
Greymodels package presents an interactive interface in R for the statistical modelling and forecasting of incomplete or small datasets using...
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Taxation and evasion: a dynamic model
In this paper we study tax evasion by means of a unified framework, based on a behavioral approach, where each individual decision with respect to...
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Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model
The determination of weights and the measurement of risk have been the core problems of portfolio optimization. In this paper, we propose the...
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Estimating Census Tract House Price Indexes: A New Spatial Dynamic Factor Approach
Geographically and temporally granular housing price indexes are difficult to construct. Data sparseness, in particular, is a limiting factor in...
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Debt Stabilisation and Dynamic Interaction Between Monetary Authority and National Fiscal Authorities
The main aim of the present research is to consider a monetary union’s economy consisting of N countries, N fiscal authorities (one for each country)...
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Dynamic Competition, Price Frictions and Institution Building: the CMA in 2022–2023
This article discusses three projects of economic significance that the Competition and Markets Authority (CMA) completed in the last year: First, we...
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The Dynamic Strategy Theory, a Formal Statement
The DST was independently developed by Graeme Snooks in a series of landmark works going back to The Dynamic Society in 1996. This chapter presents...
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Wage bargaining as an optimal control problem: a dynamic version of the efficient bargaining model
In this paper, I develop a dynamic version of the efficient bargaining model grounded on optimal control in which a firm and a union bargain over the...
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The forecasting of consumer exchange-traded funds (ETFs) via grey relational analysis (GRA) and artificial neural network (ANN)
Our study uses the grey relational analysis (GRA) and artificial neural network (ANN) models for the prediction of consumer exchange-traded funds...
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A modified EDAS model for comparison of mobile wallet service providers in India
The present paper has two-fold purposes. First, the current work provides an integrated theoretical framework to compare popular mobile wallet...
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A Novel ARMA Type Possibilistic Fuzzy Forecasting Functions Based on Grey-Wolf Optimizer (ARMA-PFFs)
This study proposes a new time series forecasting method that employs possibilistic fuzzy c-means, an autoregressive moving average model (ARMA), and...
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A time series approach to study the dynamic effects of bilateral trade agreements
In this work, the effects of 103 bilateral regional trade agreements (RTAs: partial scope agreements — PSAs — and free trade agreements — FTAs) are...
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Lee–Carter model: assessing the potential to capture gender-related mortality dynamics
We investigate the ability of the Lee–Carter model to effectively estimate the gender gap ratio (GGR), the ratio between the male death rates over...
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Monitoring the Dynamic Networks of Stock Returns with an Application to the Swedish Stock Market
In this paper, two approaches for measuring the distance between stock returns and the network connectedness are presented that are based on the...
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Dynamic Integrated Model for Assessing Fisheries: Discard Bans as an Implicit Value-Added Tax
Integrated economic models have become popular for assessing climate change. In this paper we show how these methods can be used to assess the impact...
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The dynamic response of Russian exchange rate to precious metals and minerals prices
The macroeconomic performance of a resource-dependent economy is highly associated with the market values of its natural processions including...
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A modified radiation model based on the characteristics of airline network under large-scale disruptions
The radiation model is widely used in traffic demand forecasting. However, when applying the radiation model in the aviation field, it overestimates...
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Animal spirits, bankruptcies, and monetary policy effectiveness in a hybrid macroeconomic agent-based financial accelerator model
This paper develops a hybrid model with an agent-based financial accelerator framework embedded in a standard new Keynesian economy. It explores the...
