In Illinois, Alternative Residential Electric Suppliers (ARES) cost consumers an estimated $800 million since 2015 through disadvantageous contracts and other aspects of their business model (CUB 2020). In this paper, I use multiple linear regression (MLR) to determine if deregulation has...

We introduce a method to estimate simultaneously the tail and the threshold parameters of an extreme value regression model. This standard model finds its use in finance to assess the effect of market variables on extreme loss distributions of investment vehicles such as hedge funds. However, a...

Recent advancements in machine learning (ML) algorithms have shown that ML predictive models can be used as a rapid and efficient monitoring tool. This study proposes the capability of Support Vector Regression (SVR) and Extreme Gradient Boost (XGB) algorithms to predict effluent Total Suspended...

This paper investigates the nonlinear relationship between capital structure and firm performance in the MENA region using a sample of 499 listed firms over the 2007-2020 period, or 6986 firm-year observations. Specifically, we examine the size-threshold effect in the capital structure- firm...