Search Results - subject:"Simulation"

Simulating the constant cost trade model

Durmaz, Nazif; Thompson, Henry - 2024

Persistent link: https://www.econbiz.de/10014514180

Modeling high-frequency financial data using R and Stan : a bayesian autoregressive conditional duration approach

Tabash, Mosab I.; Navas, T. Muhammed; Thayyib, P. V.; … - In: Journal of open innovation : technology, market, and … 10 (2024) 2, pp. 1-16

statistical inference, and the simulation uses the Hamiltonian Monte Carlo (HMC) algorithm of Markov Chain Monte Carlo (MCMC) to …

Persistent link: https://www.econbiz.de/10014581582

A rolling horizon planning approach for short-term demand supply matching

Herding, Raphael; Mönch, Lars - In: Central European journal of operations research 32 (2024) 3, pp. 865-896

Persistent link: https://www.econbiz.de/10014582862

Analyzing economic and financial risk factors affecting profitability of oil refinery investment projects : a case study from an Iranian Oil Refinery

Shokouhi, Mohammad Reza; Khademvatani, Asgar; Beiky, Farshad - In: Energy strategy reviews 52 (2024), pp. 1-10

quantifying the impact of market risks on the feasibility of petroleum refinery investments by combining simulation and … econometric methods. This method utilizes historical data of risk parameters and Latin Hypercube simulation to measure the … probability distribution of profitability indicators. Then, using the data obtained from the simulation and employing the stepwise …

Persistent link: https://www.econbiz.de/10014583307

Markov-switching models with unknown error distributions : identification and inference within the Bayesian framework

Hwu, Shih-Tang; Kim, Chang-jin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 177-199

Persistent link: https://www.econbiz.de/10014631899

Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods

Hauzenberger, Niko; Huber, Florian; Koop, Gary - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 201-225

Persistent link: https://www.econbiz.de/10014631913

Deploying hybrid modelling to support the development of a digital twin for supply chain master planning under disruptions

Badakhshan, Ehsan; Ball, Peter - In: International journal of production research 62 (2024) 10, pp. 3606-3637

Persistent link: https://www.econbiz.de/10014547081

Wealth, cost, and misperception : empirical estimation of three interaction channels in a financial-macroeconomic agent-based model

Kukacka, Jiri; Zila, Erik - 2024

Financial-macroeconomic agent-based models offer a promising avenue for understanding complex economic interactions, but their use is hindered by challenging empirical estimation. Our paper addresses this gap by constructing a stylized integrated model and estimating its core parameters using US...

Persistent link: https://www.econbiz.de/10014532002

A new optimisation framework based on Monte Carlo embedded hybrid variant mean-variance mapping considering uncertainties

Norhafidzah Mohd Saad; Sujod, Muhamad Zahim; Mohd … - In: Decision analytics journal 10 (2024), pp. 1-19

This study proposes a new optimisation framework based on Monte Carlo embedded hybrid variant mean-variance mapping (MVMO-SH) optimisation for planning Photovoltaic Distributed Generation (PVDG) in the urban Radial Distribution Network (RDN). The Active Power Loss (APL) index was calculated...

Persistent link: https://www.econbiz.de/10014533468

Environmental impacts of enlarging the market share of electric vehicles

De Wolf, Daniel; Diop, Ngagne; Kilani, Moez - In: Environmental economics and policy studies : the … 26 (2024) 2, pp. 219-238

Persistent link: https://www.econbiz.de/10014536542