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The better turbulence index? : forecasting adverse financial markets regimes with persistent homology

Baitinger, Eduard; Flegel, Samuel - In: Financial markets and portfolio management 35 (2021) 3, pp. 277-308

Persistent link: https://www.econbiz.de/10012616161

Dynamic associations between gdp and crude oil prices in Brazil : structural shifts and nonlinear causality

Oliveira, E. M. de; Oliveira, Fernando Luiz Cyrino; … - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 10, pp. 2767-2791

Persistent link: https://www.econbiz.de/10012607411

Staring at the abyss : a neurocognitive grounded agent-based model of collective-risk social dilemma under the threat of environmental disaster

Liuzzi, Danilo; Vié, Aymeric - In: Journal of economic interaction and coordination 17 (2022) 2, pp. 613-637

Persistent link: https://www.econbiz.de/10013271959

Coalition formation in fisheries with potential regime shift

Miller, Steve; Nkuiya, Bruno - In: Journal of environmental economics and management : … 79 (2016), pp. 189-207

Persistent link: https://www.econbiz.de/10011614085

Stochastic impulse control with regime-switching dynamics

Korn, Ralf; Melnyk, Yaroslav; Seilfried, Frank Thomas - In: European journal of operational research : EJOR 260 (2017) 3, pp. 1024-1042

Persistent link: https://www.econbiz.de/10011714277

Transboundary pollution game with potential shift in damages

Nkuiya, Bruno - In: Journal of environmental economics and management : … 72 (2015), pp. 1-14

Persistent link: https://www.econbiz.de/10011575096

Best friend or worst enemy? : dynamics and multiple equilibria with financial arbitrage, production and collateral constraints

Zhang, Quan - 2017 - Last update: March 23, 2017

We develop a tractable model to study the macroeconomic impacts of limited arbitrage by linking arbitrage activities with the macroeconomy through collateralization. We show that the interactions between speculative trading and the business cycle can work as a powerful transmission mechanism,...

Persistent link: https://www.econbiz.de/10011626467

Are there price bubbles in the Swedish equity market?

Nydahl, Stefan; Sellin, Peter - 1999

Persistent link: https://www.econbiz.de/10011584314

Stock market liquidity and economic cycles : a non-linear approach

Switzer, Lorne N.; Picard, Alan - In: Economic modelling 57 (2016), pp. 106-119

Persistent link: https://www.econbiz.de/10011646819

Regime shifts and resilience in fisheries management : a case study of the Argentinean hake fishery

Li, Chuan-Zhong; Villasante, Sebastian; Zhu, Xueqin - In: Environmental & resource economics : the official … 65 (2016) 3, pp. 623-637

Persistent link: https://www.econbiz.de/10011648706