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Traffic flow routing and scheduling in a food supply network
Bocewicz, Grzegorz; Janardhanan, Mukund Nilakantan; … - In: Industrial Management & Data Systems 117 (2017) 9, pp. 1972-1994
Purpose The purpose of this paper is to focus on the reference model of a grid-like supply network that enables formulation of delivery routing and scheduling problems in the context of the periodic vehicle routing problem. Design/methodology/approach The conditions for seamless (collision-free)...
Persistent link: https://www.econbiz.de/10014826208
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Measuring tail risks
Chen, Kan; Cheng, Tuoyuan - In: The Journal of finance and data science : JFDS 8 (2022), pp. 296-308
Value-at-Risk (VaR) and Expected Shortfall (ES) are common high quantile-based risk measures adopted in financial regulations and risk management. In this paper, we propose a tail risk measure based on the most probable maximum size of risk events (MPMR) that can occur over a length of time....
Persistent link: https://www.econbiz.de/10014433723
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News-driven expectations and volatility clustering
Inoua, Sabiou M. - In: Journal of risk and financial management : JRFM 13 (2020) 1/17, pp. 1-14
Financial volatility obeys two fascinating empirical regularities that apply to various assets, on various markets, and on various time scales: it is fat-tailed (more precisely power-law distributed) and it tends to be clustered in time. Many interesting models have been proposed to account for...
Persistent link: https://www.econbiz.de/10012173087
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Trade clustering and power laws in financial markets
Nirei, Makoto; Stachurski, John; Watanabe, Tsutomu - In: Theoretical economics : TE ; an open access journal in … 15 (2020) 4, pp. 1365-1398
This study provides an explanation for the emergence of power laws in asset trading volume and returns. We consider a two-state model with binary actions, where traders infer other traders' private signals regarding the value of an asset from their actions and adjust their own behavior...
Persistent link: https://www.econbiz.de/10012415412
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Innovation, firm size distribution, and gains from trade
Chen, Yi-Fan; Hsu, Wen-Tai; Peng, Shin Kun - In: Theoretical economics : TE ; an open access journal in … 18 (2023) 1, pp. 341-380
Power laws in productivity and firm size are well documented empirical regularities. As they are upper right-tail phenomena, this paper shows that assuming asymptotic power functions for various model primitives (such as demand and firm heterogeneity) are sufficient for matching these...
Persistent link: https://www.econbiz.de/10014245426
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Pareto extrapolation : an analytical framework for studying tail inequality
Gouin-Bonenfant, Émilien; Akira Toda, Alexis - In: Quantitative economics : QE ; journal of the … 14 (2023) 1, pp. 201-233
We develop an analytical framework designed to solve and analyze heterogeneous‐agent models that endogenously generate fat‐tailed wealth distributions. We exploit the asymptotic linearity of policy functions and the analytical characterization of the Pareto exponent to augment the...
Persistent link: https://www.econbiz.de/10014308536
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The future of transport between digitalization and decarbonization : trends, strategies and effects on energy consumption
Noussan, Michel; Hafner, Manfred; Tagliapietra, Simone - 2020
Energy systems are rapidly transitioning towards decarbonization, thanks in part to innovative digital technologies and changing mobility demands. This open access book examines the decarbonization and digitalization transformation in the transport sector, with a particular focus on energy...
Persistent link: https://www.econbiz.de/10013472694
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Accessibility of Nonprofit Services: Transportation Network Companies and Client Mobility
Mason, Dyana P.; Menard, Miranda - In: Nonprofit Policy Forum 13 (2022) 4, pp. 333-343
adapt to new transportation options and technologies, nonprofit organizations and the services they provide need to be kept … transportation network companies – like Uber and Lyft – on the accessibility of human services provided by nonprofit organizations …
Persistent link: https://www.econbiz.de/10014616817
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Modelling and optimisation of Indian traditional agriculture supply chain to reduce post-harvest loss and CO 2 emission
Chandrasekaran, Manivannan; Ranganathan, Rajesh - In: Industrial Management & Data Systems 117 (2017) 9, pp. 1817-1841
traditional agriculture SC planning model to reduce post-harvest loss and mixed closed transportation to reduce CO 2 emission … estimate the CO 2 emission. The mixed closed transportation method is found to be suitable for short-purpose domestic … transportation. Research limitations/implications The optimized supply structure leads to unemployment through eliminating the …
Persistent link: https://www.econbiz.de/10014826100
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Ring hierarchical hub network design problem : exact and heuristic solution methods
Eydi, Alireza; Khaleghi, Amir; Barzegar, Khaled - In: EURO journal on transportation and logistics 11 (2022), pp. 1-23
also be allocated to each of these hubs (central hubs or secondary hubs). The objective is to minimize transportation costs …
Persistent link: https://www.econbiz.de/10013531931