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Market-based conservation instruments, such as payments, auctions or tradable permits, are environmental policies that create financial incentives for landowners to engage in voluntary conservation on their land. But what if ecological…

Physics and Society · Physics 2010-09-06 Florian Hartig , Martin Drechsler

We price European options in a class of models in which the volatility of the underlying risky asset depends on the short rate of interest. Our study results in an explicit pricing formula that depends on knowledge of a characteristic…

Mathematical Finance · Quantitative Finance 2026-02-03 Tim Leung , Matthew Lorig

The money market and the capital market of the Indian financial markets have a symbiotic relationship in the development of the Indian economy. The nature and the characteristics of the markets differ to a large extent as the money market…

Statistical Finance · Quantitative Finance 2023-03-21 Bilal Hungund , Shilpa Rastogi

Do low corporate taxes always favor multinational production over economic integration? We propose a two-country model in which multinationals choose the locations of production plants and foreign distribution affiliates and shift profits…

General Economics · Economics 2022-02-09 Hayato Kato , Hirofumi Okoshi

We show that some specific market risk measures implied by current international capital regulation (the Basel Accords and the Capital Adequacy Directive of the European Union) violate the obvious requirement of convexity in some regions in…

Statistical Mechanics · Physics 2008-12-10 Imre Kondor , Andras Szepessy , Tunde Ujvarosi

Over the last decades, in disciplines as diverse as economics, geography, and complex systems, a perspective has arisen proposing that many properties of cities are quantitatively predictable due to agglomeration or scaling effects. Using…

Physics and Society · Physics 2015-10-06 Luis M. A. Bettencourt , Jose Lobo

In line with the recent policy discussion on the use of macroprudential measures to respond to cross-border risks arising from capital flows, this paper tries to quantify to what extent macroprudential policies (MPPs) have been able to…

Econometrics · Economics 2020-09-15 Markus Eller , Niko Hauzenberger , Florian Huber , Helene Schuberth , Lukas Vashold

Agent-based computational economics (ACE) - while adopted comparably widely in other domains of managerial science - is a rather novel paradigm for management accounting research (MAR). This paper provides an overview of opportunities and…

General Economics · Economics 2020-11-09 Friederike Wall , Stephan Leitner

The interdependence of electricity and natural gas markets is becoming a major topic in energy research. Integrated energy models are used to assist decision-making for businesses and policymakers addressing challenges of energy transition…

General Finance · Quantitative Finance 2020-09-11 Iegor Riepin , Thomas Möbius , Felix Müsgens

Agricultural research has fostered productivity growth, but the historical influence of anthropogenic climate change on that growth has not been quantified. We develop a robust econometric model of weather effects on global agricultural…

General Economics · Economics 2021-04-05 Ariel Ortiz-Bobea , Toby R. Ault , Carlos M. Carrillo , Robert G. Chambers , David B. Lobell

Macroeconomic factors have a critical impact on banking credit risk, which cannot be directly controlled by banks, and therefore, there is a need for an early credit risk warning system based on the macroeconomy. By comparing different…

Information Retrieval · Computer Science 2024-01-29 Hemlata Sharma , Aparna Andhalkar , Oluwaseun Ajao , Bayode Ogunleye

Using the Minority Game model we study a broad spectrum of problems of market mechanism. We study the role of different types of agents: producers, speculators as well as noise traders. The central issue here is the information flow :…

Statistical Mechanics · Physics 2009-10-31 Damien Challet , Matteo Marsili , Yi-Cheng Zhang

The history of research in finance and economics has been widely impacted by the field of Agent-based Computational Economics (ACE). While at the same time being popular among natural science researchers for its proximity to the successful…

Computational Finance · Quantitative Finance 2018-01-26 J. Lussange , A. Belianin , S. Bourgeois-Gironde , B. Gutkin

As the development and use of artificial intelligence (AI) continues to grow, policymakers are increasingly grappling with the question of how to regulate this technology. The most far-reaching international initiative is the European Union…

General Economics · Economics 2026-03-25 Jonas Tallberg , Magnus Lundgren , Johannes Geith

Biodiversity-associated ecosystem services such as pollination and biocontrol may be severely affected by emerging nano/micro-plastics (NMP) pollution. We synthesized the little-explored effects of NMP on pollinators and biocontrol agents…

Other Quantitative Biology · Quantitative Biology 2024-10-01 Dong Sheng , Siyuan Jing , Xueqing He , Alexandra-Maria Klein , Heinz-R. Köhler , Thomas C. Wanger

Since the beginning of the 1990s, Brazil has introduced different policies for increasing agricultural production among family farms, such as the National Program for Strengthening Family Farming (Pronaf), the technical assistance and rural…

General Economics · Economics 2021-06-01 Valdemar J. Wesz Junior , Simone Piras , Catia Grisa , Stefano Ghinoi

In the coming decade, artificially intelligent agents with the ability to plan and execute complex tasks over long time horizons with little direct oversight from humans may be deployed across the economy. This chapter surveys recent…

General Economics · Economics 2025-09-03 Gillian K. Hadfield , Andrew Koh

We investigate the effects of stockholding on households' attention to the macroeconomy. Households' attentiveness is measured by their accuracy of inflation expectations and perceptions. Relative to non-stockholders, stockholders produce…

General Economics · Economics 2024-07-24 Hie Joo Ahn , Shihan Xie

This paper deals with the stability properties of a closed market, where capital and labour force are acting like a predator-prey system in population-dynamics. The spatial movement of the capital and labour force are taken into account by…

Dynamical Systems · Mathematics 2013-02-19 Laszlo Balazsi , Krisztina Kiss

What are the effects of authoritarian regimes on scholarly research in economics? And how might economic theory survive ideological pressures? The article addresses these questions by focusing on the mathematization of economics over the…

History and Overview · Mathematics 2024-07-22 Ivan Boldyrev
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