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An increase in energy production from renewable energy sources is viewed as a crucial achievement in most industrialized countries. The higher variability of power production via renewables leads to a rise in ancillary service costs over…

General Finance · Quantitative Finance 2017-09-25 Mario Mureddu , Hildegard Meyer-Ortmanns

We present a new approach to the problems of evaluating and learning personalized decision policies from observational data of past contexts, decisions, and outcomes. Only the outcome of the enacted decision is available and the historical…

Machine Learning · Statistics 2019-06-04 Nathan Kallus

Many applications require the collection of data on different variables or measurements over many system performance metrics. We term those broadly as measures or variables. Often data collection along each measure incurs a cost, thus it is…

Methodology · Statistics 2021-11-30 Donghui Yan , Zhiwei Qin , Songxiang Gu , Haiping Xu , Ming Shao

Real estate markets depend on various methods to predict housing prices, including models that have been trained on datasets of residential or commercial properties. Most studies endeavor to create more accurate machine learning models by…

Machine Learning · Computer Science 2023-02-28 Georgios Kamtziridis , Dimitris Vrakas , Grigorios Tsoumakas

The correct understanding of commodity price dynamics can bring relevant improvements in terms of policy formulation both for developing and developed countries. Agricultural, metal and energy commodity prices might depend on each other:…

Economics · Quantitative Finance 2016-10-13 Luca Barbaglia , Ines Wilms , Christophe Croux

I show that house prices can be modeled using machine learning (kNN and tree-bagging) and a small dataset composed of macro-economic factors (MEF), including an inflation metric (CPI), US treasury rates (10-yr), Gross Domestic Product…

Statistical Finance · Quantitative Finance 2025-05-16 Nicolas Houlié

There are clear benefits associated with a particular consumer choice for many current markets. For example, as we consider here, some products might carry environmental or `green' benefits. Some consumers might value these benefits while…

General Finance · Quantitative Finance 2008-12-02 Gérard Weisbuch , Vincent Buskens , Luat Vuong

We provide a novel inferential framework to estimate the exact affine Stone index (EASI) model, and analyze welfare implications due to price changes caused by taxes. Our inferential framework is based on a non-parametric specification of…

Econometrics · Economics 2021-09-17 Andrés Ramírez-Hassan , Alejandro López-Vera

The study aims to identify the institutional flaws of the current EU waste management model by analysing the economic model of extended producer responsibility and collective waste management systems and to create a model for measuring the…

Econometrics · Economics 2018-04-19 Shteryo Nozharov

Fixed effects models are very flexible because they do not make assumptions on the distribution of effects and can also be used if the heterogeneity component is correlated with explanatory variables. A disadvantage is the large number of…

Methodology · Statistics 2015-12-17 Moritz Berger , Gerhard Tutz

The estimation of causal effects with observational data continues to be a very active research area. In recent years, researchers have developed new frameworks which use machine learning to relax classical assumptions necessary for the…

Machine Learning · Statistics 2024-05-01 Jonathan Fuhr , Philipp Berens , Dominik Papies

The analysis of markets with indivisible goods and fixed exogenous prices has played an important role in economic models, especially in relation to wage rigidity and unemployment. This research report provides a mathematical and…

General Finance · Quantitative Finance 2015-08-11 Stefano Nasini , Jordi Castro , Pau Fonseca i Casas

Numerous studies have shown the harmful effects of airborne pollutants on human health. Vulnerable groups and communities often bear a disproportionately larger health burden due to exposure to airborne pollutants. Thus, there is a need to…

Methodology · Statistics 2026-01-05 Raphael C. Kim , Rachel C. Nethery , Kevin L. Chen , Falco J. Bargagli-Stoffi

Motivated by real-world applications such as rental and cloud computing services, we investigate pricing for reusable resources. We consider a system where a single resource with a fixed number of identical copies serves customers with…

Optimization and Control · Mathematics 2025-06-24 Santiago R. Balseiro , Will Ma , Wenxin Zhang

Linear regressions with period and group fixed effects are widely used to estimate policies' effects: 26 of the 100 most cited papers published by the American Economic Review from 2015 to 2019 estimate such regressions. It has recently…

Econometrics · Economics 2022-06-22 Clément de Chaisemartin , Xavier D'Haultfœuille

This paper studies how household heterogeneity affects the level and cyclical behavior of the optimal carbon tax in a real economy. We demonstrate that an equity-efficiency trade-off arises due to income inequality and heterogeneity in the…

Theoretical Economics · Economics 2025-03-04 Cristiano Cantore , Giovanni Di Bartolomeo , Francesco Saverio Gaudio

We propose a novel method for estimating heterogeneous treatment effects based on the fused lasso. By first ordering samples based on the propensity or prognostic score, we match units from the treatment and control groups. We then run the…

To choose between two discrete goods, a consumer pays attention to only those with prices below a threshold. From these, she chooses her most preferred good. We assume consumers in a population have the same preference but may have…

Theoretical Economics · Economics 2025-11-07 Kaushil Patel

In settings where units' outcomes are affected by others' treatments, there has been a proliferation of ways to quantify effects of treatments on outcomes, including via indirect exposure to other units' treatments. Here we consider two…

Methodology · Statistics 2026-03-10 Sahil Loomba , Dean Eckles

Causal mediation analysis aims at disentangling a treatment effect into an indirect mechanism operating through an intermediate outcome or mediator, as well as the direct effect of the treatment on the outcome of interest. However, the…

Econometrics · Economics 2020-05-05 Martin Huber , Lukáš Lafférs
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