This study examines the dynamic transmission of international rubber prices along the SHFE-FOB Bangkok-local farm-gate chain in Thailand using weekly data and an integrated econometric-machine-learning framework. Engle-Granger cointegration tests reveal a stable long-run equilibrium in which...

This study investigates a joint pricing and inventory control problem for fresh agricultural products within dual channels. Considering factors such as service level, holding/lost costs, and consumer demand, this study presents a single-period model, followed by two stochastic dynamic...

We put forward a Dynamic Regularized Parametric (DRP) approach for active portfolio policies. We build upon the parametric policy framework of Brandt et al. (2009) that directly links the portfolio weights to a limited set of asset characteristics. This yields a parsimonious specification that...

We put forward a Dynamic Regularized Parametric (DRP) approach for active portfolio policies. We build upon the parametric policy framework of Brandt et al. (2009) that directly links the portfolio weights to a limited set of asset characteristics. This yields a parsimonious specification that...

This paper aims to investigate the sensitivity of the gas market: Russian Natural Gas and Liquefied Gas, to other commodity categories. It sheds light on the Russian-Ukrainian crisis by using an Autoregressive Distributed Lag model on daily prices of Russian Natural Gas, Liquefied Natural Gas,...

The primary objective of this research is to identify, analyse, and compare the development of risk management approaches adopted by Slovak industrial enterprises in two distinct economic periods: during a phase of economic growth (2019) and during a period of global crises and regional crises...