We introduce a new model in order to describe the fluctuation of tick-by-tick financial time series. Our model, based on marked point process, allows us to incorporate in a unique process the duration of the transaction and the corresponding volume of orders. The model is motivated by the fact...

Forecasting in a risky situation is a very important function for managers to assist in decision making. One of the fluctuated markets in stock exchange market is chemical market. In this research the target item for prediction is PET (Poly Ethylene Terephthalate) which is the raw material for...

Nowadays, forecasting what will happen in economic environments plays a crucial role. We showed that in PET market how a neuro-fuzzy hybrid model can assist the managers in decision-making. In this research, the target is to forecast the same item through another intelligent tool which obeys the...

The discovery of new oil fields and the bid for ecological fuels make Brazil world energy leader. However, this achievement cannot only be maintained thanks to the country's wealth of natural resources but rather it requires a model based on efficient and sustainable energy policies. Brazil's...

The present article generalyses economic litterature on consumption tax incidence to general forms of consumption taxes. Previous studies were limited to the cases of per unit and ad valorem taxes. Three main contributions are provided. From a methodological point of view, the elasticity of the...

Bi-cooperative games were introduced by Bilbao et al. as a generalization of TU cooperative games, in which each player can participate positively, negatively, or not at all. In this paper, we propose a definition of a share of the worth obtained by some players after they decided on their...

This documents aims at bridging productivity measurement and weak sustainability in a specific data envelopment analysis framework that allows for negative output. In this framework countries use two inputs: capital and labour and seeks to maximize output and adjusted net saving. The indicator...