The profitability of remanufacturing depends on the quantity and quality of product returns and on the demand for remanufactured products. The quantity and quality of product returns can be influenced by varying quality dependent acquisition prices, i.e., by using product acquisition management....

The paper examines the performance of four multivariate volatility models, namely CCC, VARMA-GARCH, DCC and BEKK, for the crude oil spot and futures returns of two major benchmark international crude oil markets, Brent and WTI, to calculate optimal portfolio weights and optimal hedge ratios, and...

In this article, we investigate the profitability of remanufacturing option when the manufactured and remanufactured products are segmented to different markets and the production capacity is finite. It is assumed that remanufactured products can be substituted by the manufactured ones. A single...

One of the basic assumptions of the classical dynamic lot-sizing model is that the aggregate demand of a given period must be satisfied in that period. Under this assumption, if backlogging is not allowed then the demand of a given period cannot be delivered earlier or later than the period. If...

The paper models the dynamic conditional correlations in emerging stock, bond and foreign exchange markets using the DCC model of Engle (2002) and the GARCC model of McAleer et al. (2008). The highly restrictive DCC model suggests that the conditional correlations of the overall returns are...

Asia is presently the most important market for the production and consumption of natural rubber. World prices of rubber are not only subject to changes in demand, but also to speculation regarding future markets. Japan and Singapore are the major futures markets for rubber, while Thailand is...

This paper considers a dynamic lot-sizing problem with storage capacity limitation in which backlogging is allowed. For general concave production and inventory costs, we present an O(T2) dynamic programming algorithm where ï”is the length of the planning horizon. Furthermore, for...

This paper investigates the conditional correlations and volatility spillovers between crude oil returns and stock index returns. Daily returns from 2 January 1998 to 4 November 2009 of the crude oil spot, forward and futures prices from the WTI and Brent markets, and the FTSE100, NYSE, Dow...

The management and monitoring of very large portfolios of financial assets are routine for many individuals and organizations. The two most widely used models of conditional covariances and correlations in the class of multivariate GARCH models are BEKK and DCC. It is well known that BEKK...

We study the following lot-sizing models that recently appeared in the literature: a lot-sizing model with a remanufacturing option, a lot-sizing model with production time windows, and a lot-sizing model with cumulative capacities. We show the equivalence of these models with a classical model:...