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@article{DBLP:journals/anor/AbidAGM22,
author = {Ilyes Abid and
Rim Ayadi and
Khaled Guesmi and
Farid Mkaouar},
title = {A new approach to deal with variable selection in neural networks:
an application to bankruptcy prediction},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {605--623},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04236-4},
doi = {10.1007/S10479-021-04236-4},
timestamp = {Tue, 28 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/AbidAGM22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/AdamCHLP22,
author = {Alexandre Adam and
Hamza Cherrat and
Mohamed Houkari and
Jean Paul Laurent and
Jean{-}Luc Prigent},
title = {On the risk management of demand deposits: quadratic hedging of interest
rate margins},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {1319--1355},
year = {2022},
url = {https://doi.org/10.1007/s10479-020-03726-1},
doi = {10.1007/S10479-020-03726-1},
timestamp = {Tue, 28 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/AdamCHLP22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/AkebLR22,
author = {Hakim Akeb and
Aldo L{\'{e}}vy and
Mohamed Rdali},
title = {A quantitative method for opinion ratings and analysis: an event study},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {625--638},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04023-1},
doi = {10.1007/S10479-021-04023-1},
timestamp = {Tue, 28 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/AkebLR22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/AkyildirimBNS22,
author = {Erdinc Akyildirim and
Aurelio Fern{\'{a}}ndez Bariviera and
Duc Khuong Nguyen and
Ahmet Sensoy},
title = {Forecasting high-frequency stock returns: a comparison of alternative
methods},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {639--690},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04464-8},
doi = {10.1007/S10479-021-04464-8},
timestamp = {Mon, 05 Feb 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/AkyildirimBNS22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/AkyildirimFGS22,
author = {Erdinc Akyildirim and
Frank J. Fabozzi and
Ahmet G{\"{o}}nc{\"{u}} and
Ahmet Sensoy},
title = {Statistical arbitrage in jump-diffusion models with compound Poisson
processes},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {1357--1371},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-03965-w},
doi = {10.1007/S10479-021-03965-W},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/AkyildirimFGS22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/Amedee-ManesmeB22,
author = {Charles{-}Olivier Am{\'{e}}d{\'{e}}e{-}Manesme and
Fabrice Barth{\'{e}}l{\'{e}}my},
title = {Proper use of the modified Sharpe ratios in performance measurement:
rearranging the Cornish Fisher expansion},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {691--712},
year = {2022},
url = {https://doi.org/10.1007/s10479-020-03858-4},
doi = {10.1007/S10479-020-03858-4},
timestamp = {Tue, 28 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/Amedee-ManesmeB22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/AmeurFJL22,
author = {Hachmi Ben Ameur and
Zied Ftiti and
Fredj Jawadi and
Wa{\"{e}}l Louhichi},
title = {Measuring extreme risk dependence between the oil and gas markets},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {755--772},
year = {2022},
url = {https://doi.org/10.1007/s10479-020-03796-1},
doi = {10.1007/S10479-020-03796-1},
timestamp = {Mon, 26 Jun 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/AmeurFJL22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/AmeurFL22,
author = {Hachmi Ben Ameur and
Zied Ftiti and
Wa{\"{e}}l Louhichi},
title = {Revisiting the relationship between spot and futures markets: evidence
from commodity markets and {NARDL} framework},
journal = {Ann. Oper. Res.},
volume = {313},
number = {1},
pages = {171--189},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04172-3},
doi = {10.1007/S10479-021-04172-3},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/AmeurFL22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/AmeurL22,
author = {Hachmi Ben Ameur and
Wa{\"{e}}l Louhichi},
title = {The Brexit impact on European market co-movements},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {1387--1403},
year = {2022},
url = {https://doi.org/10.1007/s10479-020-03899-9},
doi = {10.1007/S10479-020-03899-9},
timestamp = {Tue, 28 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/AmeurL22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/AntunesGMW22,
author = {Jorge Junio Moreira Antunes and
Rangan Gupta and
Zinnia Mukherjee and
Peter Fernandes Wanke},
title = {Information entropy, continuous improvement, and {US} energy performance:
a novel stochastic-entropic analysis for ideal solutions {(SEA-IS)}},
journal = {Ann. Oper. Res.},
volume = {313},
number = {1},
pages = {289--318},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04428-y},
doi = {10.1007/S10479-021-04428-Y},
timestamp = {Tue, 28 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/AntunesGMW22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/AntunesGRTW22,
author = {Jorge Junio Moreira Antunes and
Luis Alberiko Gil{-}Alana and
Rossana Riccardi and
Yong Tan and
Peter Fernandes Wanke},
title = {Unveiling endogeneity and temporal dependence in energy prices and
demand in Iberian countries: a stochastic hidden Markov model approach},
journal = {Ann. Oper. Res.},
volume = {313},
number = {1},
pages = {191--229},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04211-z},
doi = {10.1007/S10479-021-04211-Z},
timestamp = {Wed, 27 Jul 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/AntunesGRTW22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/Barone-AdesiCP22,
author = {Giovanni Barone{-}Adesi and
Ephraim Clark and
Jean{-}Luc Prigent},
title = {Risk management decisions and value under uncertainty},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {603--604},
year = {2022},
url = {https://doi.org/10.1007/s10479-022-04746-9},
doi = {10.1007/S10479-022-04746-9},
timestamp = {Wed, 22 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/Barone-AdesiCP22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/BehlKMS22,
author = {Abhishek Behl and
P. S. Raghu Kumari and
Harnesh Makhija and
Dipasha Sharma},
title = {Exploring the relationship of {ESG} score and firm value using cross-lagged
panel analyses: case of the Indian energy sector},
journal = {Ann. Oper. Res.},
volume = {313},
number = {1},
pages = {231--256},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04189-8},
doi = {10.1007/S10479-021-04189-8},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/BehlKMS22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/BellalahGWZ22,
author = {Mondher Bellalah and
Xu Guo and
Shuo Wu and
Detao Zhang},
title = {General equilibrium with heterogeneous participants and continuous
consumption with information costs and short selling constraints},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {713--732},
year = {2022},
url = {https://doi.org/10.1007/s10479-020-03663-z},
doi = {10.1007/S10479-020-03663-Z},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/BellalahGWZ22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/BellalahHSZ22,
author = {Mondher Bellalah and
Akeb Hakim and
Kehan Si and
Detao Zhang},
title = {Long term optimal investment with regime switching: inflation, information
and short sales},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {1373--1386},
year = {2022},
url = {https://doi.org/10.1007/s10479-020-03692-8},
doi = {10.1007/S10479-020-03692-8},
timestamp = {Mon, 05 Feb 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/BellalahHSZ22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/BelliniRS22,
author = {Fabio Bellini and
Edit Rroji and
Carlo Sala},
title = {Implicit quantiles and expectiles},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {733--753},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04054-8},
doi = {10.1007/S10479-021-04054-8},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/BelliniRS22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/BernardFM22,
author = {Philippe Bernard and
Najat El Mekkaoui De Freitas and
Bertrand B. Maillet},
title = {A financial fraud detection indicator for investors: an IDeA},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {809--832},
year = {2022},
url = {https://doi.org/10.1007/s10479-019-03360-6},
doi = {10.1007/S10479-019-03360-6},
timestamp = {Wed, 22 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/BernardFM22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/BillioMP22,
author = {Monica Billio and
Bertrand Maillet and
Loriana Pelizzon},
title = {A meta-measure of performance related to both investors and investments
characteristics},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {1405--1447},
year = {2022},
url = {https://doi.org/10.1007/s10479-020-03771-w},
doi = {10.1007/S10479-020-03771-W},
timestamp = {Tue, 28 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/BillioMP22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/BoubakerLZ22,
author = {Sabri Boubaker and
Zhenya Liu and
Yaosong Zhan},
title = {Risk management for crude oil futures: an optimal stopping-timing
approach},
journal = {Ann. Oper. Res.},
volume = {313},
number = {1},
pages = {9--27},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04092-2},
doi = {10.1007/S10479-021-04092-2},
timestamp = {Tue, 28 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/BoubakerLZ22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/BoubakerMM22,
author = {Sabri Boubaker and
Riadh Manita and
Salma Mefteh{-}Wali},
title = {Foreign currency hedging and firm productive efficiency},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {833--854},
year = {2022},
url = {https://doi.org/10.1007/s10479-020-03730-5},
doi = {10.1007/S10479-020-03730-5},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/BoubakerMM22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/BouheniOM22,
author = {Faten Ben Bouheni and
Hassan Obeid and
Elena Margarint},
title = {Nonperforming loan of European Islamic banks over the economic cycle},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {773--808},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04038-8},
doi = {10.1007/S10479-021-04038-8},
timestamp = {Tue, 28 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/BouheniOM22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/ChenEOWX22,
author = {Jilong Chen and
Christian{-}Oliver Ewald and
Ruolan Ouyang and
Sjur Westgaard and
Xiaoxia Xiao},
title = {Pricing commodity futures and determining risk premia in a three factor
model with stochastic volatility: the case of Brent crude oil},
journal = {Ann. Oper. Res.},
volume = {313},
number = {1},
pages = {29--46},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04198-7},
doi = {10.1007/S10479-021-04198-7},
timestamp = {Tue, 28 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/ChenEOWX22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/ChenVY22,
author = {Peng Chen and
Andrew Vivian and
Cheng Ye},
title = {Forecasting carbon futures price: a hybrid method incorporating fuzzy
entropy and extreme learning machine},
journal = {Ann. Oper. Res.},
volume = {313},
number = {1},
pages = {559--601},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04406-4},
doi = {10.1007/S10479-021-04406-4},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/ChenVY22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/ChenXWLS22,
author = {Jiandong Chen and
Chong Xu and
Yinyin Wu and
Zihao Li and
Malin Song},
title = {Drivers and trajectories of China's renewable energy consumption},
journal = {Ann. Oper. Res.},
volume = {313},
number = {1},
pages = {441--459},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04131-y},
doi = {10.1007/S10479-021-04131-Y},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/ChenXWLS22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/ClarkQ22,
author = {Ephraim Clark and
Zhuo Qiao},
title = {Stock exchange efficiency and convergence: international evidence},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {855--875},
year = {2022},
url = {https://doi.org/10.1007/s10479-020-03869-1},
doi = {10.1007/S10479-020-03869-1},
timestamp = {Tue, 28 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/ClarkQ22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/Dorfleitner22,
author = {Gregor Dorfleitner},
title = {On the use of the terminal-value approach in risk-value models},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {877--897},
year = {2022},
url = {https://doi.org/10.1007/s10479-020-03644-2},
doi = {10.1007/S10479-020-03644-2},
timestamp = {Wed, 27 Jul 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/Dorfleitner22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/Errais22,
author = {Eymen Errais},
title = {Pricing insurance premia: a top down approach},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {899--914},
year = {2022},
url = {https://doi.org/10.1007/s10479-019-03459-w},
doi = {10.1007/S10479-019-03459-W},
timestamp = {Tue, 28 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/Errais22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/FtitiTB22,
author = {Zied Ftiti and
Kais Tissaoui and
Sahbi Boubaker},
title = {On the relationship between oil and gas markets: a new forecasting
framework based on a machine learning approach},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {915--943},
year = {2022},
url = {https://doi.org/10.1007/s10479-020-03652-2},
doi = {10.1007/S10479-020-03652-2},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/FtitiTB22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/Garnier22,
author = {R{\'{e}}my Garnier},
title = {Concurrent neural network: a model of competition between times series},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {945--964},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04253-3},
doi = {10.1007/S10479-021-04253-3},
timestamp = {Tue, 28 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/Garnier22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/GiudiciPS22,
author = {Paolo Giudici and
Gloria Polinesi and
Alessandro Spelta},
title = {Network models to improve robot advisory portfolios},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {965--989},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04312-9},
doi = {10.1007/S10479-021-04312-9},
timestamp = {Wed, 27 Jul 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/GiudiciPS22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/GubarevaB22,
author = {Mariya Gubareva and
Maria Rosa Borges},
title = {Governed by the cycle: interest rate sensitivity of emerging market
corporate debt},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {991--1019},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-03972-x},
doi = {10.1007/S10479-021-03972-X},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/GubarevaB22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/Guillaume22,
author = {Tristan Guillaume},
title = {Closed form valuation of barrier options with stochastic barriers},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {1021--1050},
year = {2022},
url = {https://doi.org/10.1007/s10479-020-03860-w},
doi = {10.1007/S10479-020-03860-W},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/Guillaume22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/HenriquesNCN22,
author = {Carla Oliveira Henriques and
Maria Elisabete Neves and
Lic{\'{\i}}nio Castel{\~{a}}o and
Duc Khuong Nguyen},
title = {Assessing the performance of exchange traded funds in the energy sector:
a hybrid {DEA} multiobjective linear programming approach},
journal = {Ann. Oper. Res.},
volume = {313},
number = {1},
pages = {341--366},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04323-6},
doi = {10.1007/S10479-021-04323-6},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/HenriquesNCN22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/Hermoso-OrzaezG22,
author = {Manuel J. Hermoso{-}Orz{\'{a}}ez and
J. Garz{\'{o}}n{-}Moreno},
title = {Risk management methodology in the supply chain: a case study applied},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {1051--1075},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04220-y},
doi = {10.1007/S10479-021-04220-Y},
timestamp = {Wed, 27 Jul 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/Hermoso-OrzaezG22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/HilleL22,
author = {Erik Hille and
Bernhard Lambernd},
title = {Has Korean growth become greener? Spatial econometric evidence for
energy use and renewable energy},
journal = {Ann. Oper. Res.},
volume = {313},
number = {1},
pages = {461--494},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04197-8},
doi = {10.1007/S10479-021-04197-8},
timestamp = {Wed, 27 Jul 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/HilleL22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/HuynhSNU22,
author = {Toan Luu Duc Huynh and
Muhammad Shahbaz and
Muhammad Ali Nasir and
Subhan Ullah},
title = {Financial modelling, risk management of energy instruments and the
role of cryptocurrencies},
journal = {Ann. Oper. Res.},
volume = {313},
number = {1},
pages = {47--75},
year = {2022},
url = {https://doi.org/10.1007/s10479-020-03680-y},
doi = {10.1007/S10479-020-03680-Y},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/HuynhSNU22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/JanaTHA22,
author = {Rabin K. Jana and
Aviral Kumar Tiwari and
Shawkat Hammoudeh and
Claudiu Tiberiu Albulescu},
title = {Financial modeling, risk management of energy and environmental instruments
and derivatives: past, present, and future},
journal = {Ann. Oper. Res.},
volume = {313},
number = {1},
pages = {1--7},
year = {2022},
url = {https://doi.org/10.1007/s10479-022-04723-2},
doi = {10.1007/S10479-022-04723-2},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/JanaTHA22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/JiZZ22,
author = {Qiang Ji and
Dayong Zhang and
Yuqian Zhao},
title = {Intra-day co-movements of crude oil futures: China and the international
benchmarks},
journal = {Ann. Oper. Res.},
volume = {313},
number = {1},
pages = {77--103},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04097-x},
doi = {10.1007/S10479-021-04097-X},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/JiZZ22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/KaranasosYH22,
author = {Menelaos Karanasos and
Stavroula Yfanti and
John Hunter},
title = {Emerging stock market volatility and economic fundamentals: the importance
of {US} uncertainty spillovers, financial and health crises},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {1077--1116},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04042-y},
doi = {10.1007/S10479-021-04042-Y},
timestamp = {Wed, 27 Jul 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/KaranasosYH22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/KchaouBT22,
author = {Oussama Kchaou and
Makram Bellalah and
Sofiane Tahi},
title = {Transmission of the Greek crisis on the sovereign debt markets in
the euro area},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {1117--1139},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-03938-z},
doi = {10.1007/S10479-021-03938-Z},
timestamp = {Tue, 28 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/KchaouBT22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/KhalfaouiSAJ22,
author = {Rabeh Khalfaoui and
Sakiru Adebola Solarin and
Adel Al{-}Qadasi and
Sami Ben Jabeur},
title = {Dynamic causality interplay from {COVID-19} pandemic to oil price,
stock market, and economic policy uncertainty: evidence from oil-importing
and oil-exporting countries},
journal = {Ann. Oper. Res.},
volume = {313},
number = {1},
pages = {105--143},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04446-w},
doi = {10.1007/S10479-021-04446-W},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/KhalfaouiSAJ22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/KimLKF22,
author = {Jang Ho Kim and
Yongjae Lee and
Woo Chang Kim and
Frank J. Fabozzi},
title = {Goal-based investing based on multi-stage robust portfolio optimization},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {1141--1158},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04473-7},
doi = {10.1007/S10479-021-04473-7},
timestamp = {Mon, 26 Jun 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/KimLKF22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/LahouelZYBS22,
author = {B{\'{e}}chir Ben Lahouel and
Younes Ben Zaied and
Guo{-}liang Yang and
Maria{-}Giuseppina Bruna and
Yaoyao Song},
title = {A non-parametric decomposition of the environmental performance-income
relationship: evidence from a non-linear model},
journal = {Ann. Oper. Res.},
volume = {313},
number = {1},
pages = {525--558},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04019-x},
doi = {10.1007/S10479-021-04019-X},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/LahouelZYBS22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/LvWZ22,
author = {Siyu Lv and
Zhen Wu and
Qing Zhang},
title = {The Dynkin game with regime switching and applications to pricing
game options},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {1159--1182},
year = {2022},
url = {https://doi.org/10.1007/s10479-020-03656-y},
doi = {10.1007/S10479-020-03656-Y},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/LvWZ22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/MadaniF22,
author = {Mohamed Arbi Madani and
Zied Ftiti},
title = {Is gold a hedge or safe haven against oil and currency market movements?
{A} revisit using multifractal approach},
journal = {Ann. Oper. Res.},
volume = {313},
number = {1},
pages = {367--400},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04288-6},
doi = {10.1007/S10479-021-04288-6},
timestamp = {Mon, 26 Jun 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/MadaniF22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/MiledFS22,
author = {Wafa Miled and
Zied Ftiti and
Jean{-}Michel Sahut},
title = {Spatial contagion between financial markets: new evidence of asymmetric
measures},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {1183--1220},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04223-9},
doi = {10.1007/S10479-021-04223-9},
timestamp = {Mon, 26 Jun 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/MiledFS22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/MoussaK22,
author = {Alfred Mbairadjim Moussa and
Jules Sadefo Kamdem},
title = {A fuzzy multifactor asset pricing model},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {1221--1241},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04228-4},
doi = {10.1007/S10479-021-04228-4},
timestamp = {Tue, 28 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/MoussaK22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/MukherjeeP22,
author = {Soumyatanu Mukherjee and
Sidhartha S. Padhi},
title = {Sourcing decision under interconnected risks: an application of mean-variance
preferences approach},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {1243--1268},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04485-3},
doi = {10.1007/S10479-021-04485-3},
timestamp = {Wed, 27 Jul 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/MukherjeeP22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/RizviNM22,
author = {Syed Kumail Abbas Rizvi and
Bushra Naqvi and
Nawazish Mirza},
title = {Is green investment different from grey? Return and volatility spillovers
between green and grey energy ETFs},
journal = {Ann. Oper. Res.},
volume = {313},
number = {1},
pages = {495--524},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04367-8},
doi = {10.1007/S10479-021-04367-8},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/RizviNM22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/Rodriguez-Puerta22,
author = {Inmaculada Rodr{\'{\i}}guez{-}Puerta and
Alberto A. {\'{A}}lvarez{-}L{\'{o}}pez},
title = {A model for the optimal selection of lenders},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {1269--1284},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-03988-3},
doi = {10.1007/S10479-021-03988-3},
timestamp = {Tue, 28 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/Rodriguez-Puerta22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/SahuBKT22,
author = {Santosh Kumar Sahu and
Prantik Bagchi and
Ajay Kumar and
Kim Hua Tan},
title = {Technology, price instruments and energy intensity: a study of firms
in the manufacturing sector of the Indian economy},
journal = {Ann. Oper. Res.},
volume = {313},
number = {1},
pages = {319--339},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04295-7},
doi = {10.1007/S10479-021-04295-7},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/SahuBKT22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/ShahzadBRNS22,
author = {Syed Jawad Hussain Shahzad and
Elie Bouri and
Mobeen Ur Rehman and
Muhammad Abubakr Naeem and
Tareq Saeed},
title = {Oil price risk exposure of {BRIC} stock markets and hedging effectiveness},
journal = {Ann. Oper. Res.},
volume = {313},
number = {1},
pages = {145--170},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04078-0},
doi = {10.1007/S10479-021-04078-0},
timestamp = {Mon, 05 Feb 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/ShahzadBRNS22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/ShaoMK22,
author = {Jinghai Shao and
Sovan Mitra and
Andreas S. Karathanasopoulos},
title = {Optimal feedback control of stock prices under credit risk dynamics},
journal = {Ann. Oper. Res.},
volume = {313},
number = {2},
pages = {1285--1318},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04002-6},
doi = {10.1007/S10479-021-04002-6},
timestamp = {Wed, 27 Jul 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/ShaoMK22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/SinhaSAS22,
author = {Avik Sinha and
Arshian Sharif and
Arnab Adhikari and
Ankit Sharma},
title = {Dependence structure between Indian financial market and energy commodities:
a cross-quantilogram based evidence},
journal = {Ann. Oper. Res.},
volume = {313},
number = {1},
pages = {257--287},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04511-4},
doi = {10.1007/S10479-021-04511-4},
timestamp = {Tue, 28 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/SinhaSAS22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/WangALUK22,
author = {Lu Wang and
Ferhana Ahmad and
Gong{-}li Luo and
Muhammad Umar and
Dervis Kirikkaleli},
title = {Portfolio optimization of financial commodities with energy futures},
journal = {Ann. Oper. Res.},
volume = {313},
number = {1},
pages = {401--439},
year = {2022},
url = {https://doi.org/10.1007/s10479-021-04283-x},
doi = {10.1007/S10479-021-04283-X},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/WangALUK22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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