A configurable process model is an integrated representation of multiple variants of a business process. It is designed to be individualized to meet a particular set of requirements. As such, configurable process models promote systematic reuse of proven or common practices. Existing notations...

Configurable process models integrate different variants of a business process into a single model. Through configuration users of such models can then combine the variants to derive a process model optimally fitting their individual needs. While techniques for such models were suggested in...

Reference process models capture common practices in a given domain and variations thereof. Such models are intended to be configured in a specific setting, leading to individualized process models. Although the advantages of reference process models are widely accepted, their configuration...

This study explores dynamic price relationships among nine major stock index futures markets, combining an error correction model with directed acyclic graph (DAG) analysis. DAG-based innovation accounting results show that the Japanese market is isolated from other major stock index futures...

This study investigates financial contagion among seven international stock markets around the October 19, 1987 crash. Building on a recent advance in vector autoregression analysis by Swanson and Granger (1997), data-determined historical decompositions are conducted to provide a day-by-day...

This paper examines the price discovery performance of futures markets for storable and nonstorable commodities in the long run, allowing for the compounding factor of stochastic interest rates. The evidence shows that asset storability does not affect the existence of cointegration between cash...

This study investigates the dynamic structure of nine major stock markets using an error correction model and directed acyclic graphs (DAG). The DAG representation provides a structure of causality among these markets in contemporaneous time. Building on this contemporaneous structure and the...