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accessRights:"restricted"
~person:"Cavazos-Cadena, Rolando"
~person:"Chang, Kuang-Liang"
~person:"Feinberg, Eugene A."
~subject:"Crude oil"
~subject:"Theorie"
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Crude oil
Theorie
Markov chain
18
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5
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5
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5
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5
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Cavazos-Cadena, Rolando
Chang, Kuang-Liang
Feinberg, Eugene A.
Tsionas, Efthymios G.
12
Serletis, Apostolos
8
Xu, Libo
7
Cavicchioli, Maddalena
6
Elliott, Robert J.
6
Casarin, Roberto
5
Goyal, Vineet
5
Guérin, Pierre
5
Houtum, Geert-Jan van
5
Li, Yong
5
Lunday, Brian J.
5
Marcellino, Massimiliano
5
Robbins, Matthew J.
5
Siu, Tak Kuen
5
Arts, Joachim
4
Billio, Monica
4
Creemers, Stefan
4
Cui, Lirong
4
D'Amico, Guglielmo
4
Dimitrakopoulos, Stefanos
4
Dufays, Arnaud
4
Gerlach, Richard
4
Kang, Kyu Ho
4
Lee, Hsiang-Tai
4
Lesage, James P.
4
Maheu, John M.
4
Wang, Chao
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Yang, Hailiang
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Yang, Qiao
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Zhang, Hao
4
Assaf, A. Georges
3
Badescu, Andrei L.
3
Bianchi, Francesco
3
Boute, Robert N.
3
Buchholz, Peter
3
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Ching, Wai Ki
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Mathematics of operations research
3
Operations research letters
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Mathematical methods of operations research : ZOR
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International Series in Operations Research & Management Science
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International review of economics & finance : IREF
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Journal of international money and finance
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Naval research logistics : an international journal
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ECONIS (ZBW)
14
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14
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1
Contractive approximations in average Markov decision chains driven by a risk-seeking controller
Portillo-Ramírez, Gustavo
;
Cavazos-Cadena, Rolando
; …
- In:
Mathematical methods of operations research : ZOR
98
(
2023
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10014334626
Saved in:
2
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
3
Sufficiency of Markov policies for continuous-time jump Markov decision processes
Feinberg, Eugene A.
;
Mandava, Manasa
;
Širjaev, Alʹbert N.
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 1266-1286
Persistent link: https://www.econbiz.de/10013365293
Saved in:
4
MDPs with setwise continuous transition probabilities
Feinberg, Eugene A.
;
Kasʹjanov, Pavlo O.
- In:
Operations research letters
49
(
2021
)
5
,
pp. 734-740
Persistent link: https://www.econbiz.de/10013207440
Saved in:
5
Discounted approximations in risk-sensitive average Markov cost chains with finite state space
Blancas-Rivera, Rubén
;
Cavazos-Cadena, Rolando
; …
- In:
Mathematical methods of operations research : ZOR
91
(
2020
)
2
,
pp. 241-268
Persistent link: https://www.econbiz.de/10012229529
Saved in:
6
An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
Saved in:
7
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
8
Complexity bounds for approximately solving discounted MDPs by value iterations
Feinberg, Eugene A.
;
He, Gaojin
- In:
Operations research letters
48
(
2020
)
5
,
pp. 543-548
Persistent link: https://www.econbiz.de/10012303405
Saved in:
9
Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted MDPs
Feinberg, Eugene A.
;
Huang, Jefferson
- In:
Operations research letters
46
(
2018
)
2
,
pp. 179-184
Persistent link: https://www.econbiz.de/10011824851
Saved in:
10
Characterization of the optimal risk-sensitive average cost in denumerable Markov decision chains
Cavazos-Cadena, Rolando
- In:
Mathematics of operations research
43
(
2018
)
3
,
pp. 1025-1050
Persistent link: https://www.econbiz.de/10011914392
Saved in:
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