Market reactions to trade friction between China and the United States: Evidence from the soybean futures market
September 2023
In March 2018, the US used an immense trade deficit as an excuse to provoke trade friction with China. This study uses the EGARCH model and event study methods to study the impact of the major risk...
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Credit ratings of Chinese online loan platforms based on factor scores and K-means clustering algorithm
September 2023
The rapid development of Chinese online loan platforms (OLPs), as well as their risks, has attracted widespread attention, increasing the demand for a complete credit rating mechanism. The present study...
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Understanding how heterogeneous agents affect Principal's returns: Perspectives from short-termism and Bayesian learning
September 2023
We consider a general framework of optimal contract design under the heterogeneity and short-termism of agents. Our research shows that the optimal contract must weigh the agent's information rent,...
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Digital Influencer's choice of product endorsement: A perspective of congruence
September 2023
To infer product fitness information, consumers often consult digital influencers who exert effort to learn and evaluate product features and then propagate information to their followers. However,...
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Joint inventory and transshipment decisions with consumer behavioral heterogeneity
September 2023
Transshipment is an effective method for reducing mismatches between supply and demand among retailers. Consumers attempting to purchase out-of-stock items may wait for transshipment, purchase at another...
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Adding dummy variables: A simple approach for improved volatility forecasting in electricity market
June 2023
This study used dummy variables to measure the influence of day-of-the-week effects and structural breaks on volatility. Considering day-of-the-week effects, structural breaks, or both, we propose three...
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Effects of scenario-based carbon pricing policies on China's dual climate change mitigation goals: Does policy design matter?
June 2023
Although the carbon pricing policy is a critical driving factor that will help China achieve economic growth, energy transition, and dual climate change mitigation goals, the kind of carbon pricing...
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Changes in firm profitability, heterogeneous investor beliefs, and stock returns
June 2023
In this study, we show that changes in profitability predict a firm's stock returns and future profitability. We construct three horizon-based profitability changes, including short-, medium-, and long-term...
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Complimentary return-freight insurance serves the dark side: An innovative online return policy in China
June 2023
E-commerce is a typical form of retail digitalization that introduces online uncertainty and product returns. To decrease the negative influence of online uncertainty, the largest Chinese e-commerce...
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A branch-and-price algorithm to perform single-machine scheduling for additive manufacturing
June 2023
Additive manufacturing (AM) has attracted significant attention in recent years based on its wide range of applications and growing demand. AM offers the advantages of production flexibility and design...
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Realized volatility forecast of financial futures using time-varying HAR latent factor models
June 2023
We forecast realized volatilities by developing a time-varying heterogeneous autoregressive (HAR) latent factor model with dynamic model average (DMA) and dynamic model selection (DMS) approaches. The...
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The effect of high-involvement human resource management practices on supply chain resilience and operational performance
June 2023
Supply chain (SC) resilience is an increasingly important topic for practitioners and academics because it is a competitive weapon for firms to cope with SC disruptive risks. This study examines the...
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Retailers’ incentives for green investment in differentiated competition channels
Available online 30 May 2023
With increasing public environmental awareness, green activities in retail and distribution processes have become crucial tools for retailers to boost demand and enhance competitiveness. This study...
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Using supplementary reviews to improve customer requirement identification and product design development
Available online 28 May 2023
A clear understanding of customer needs is key to the success of new product development and customer-centric product design. Online reviews, particularly initial reviews, are commonly used as effective...
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Application of quantum computing in discrete portfolio optimization
Available online 22 May 2023
This study proposes a novel and more efficient quantum algorithm for portfolio optimization using quantum combinatorial optimization (QCO) techniques. A recent construction developed in 2021 has sparked...
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Optimizing order policy and credit term for items with inventory-level-dependent demand under trade credit limit
Available online 18 April 2023
Under the combined effects of inventory-level-dependent demand (ILDD) and trade credit, the retailer is able to order more quantities to stimulate market demand. However, from the supplier's perspective,...
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Does political propaganda matter in climate change? Insights from the United States of America
Available online 7 April 2023
Literature suggests that some scientists' findings on climate change studies have been the basis of climate denialism and skepticism. Among the actors and organizations, there is formative knowledge...
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Video-based pedestrian grouping model considering long-span space in a big hall
Available online 3 April 2023
Pedestrian group detection is a challenging but significant issue for pedestrian flow control and public safety management. To address the issue that most conventional pedestrian grouping models (PGM)...
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Analysis of technology pathway of China's liquid fuel production with consideration of energy supply security and carbon price
March 2023
Efforts to provide alternative resources and technologies for producing liquid fuel have recently been intensified. Different levels of dependence on oil imports and carbon prices have a significant...
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Supply chain decisions and coordination in the presence of an imperfect spot market
March 2023
This study considers a supply chain consisting of a commodity supplier and a final product manufacturer with uncertain demand. In addition to purchasing from the supplier through a forward contract,...
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Correlation uncertainty, limited participation, and flight to quality
March 2023
This study extends the multi-asset model of Huang et al. (2017), who examine only two types of investors, by adding a new investor type with partial information on the correlation coefficient and re-explores...
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The valuation of barrier options under a threshold rough Heston model
March 2023
In this paper, we propose a novel model for pricing double barrier options, where the asset price is modeled as a threshold geometric Brownian motion time changed by an integrated activity rate process,...
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Manufacturers’ strategy for introducing remanufactured products under a government subsidy: Introduce or not?
March 2023
With strong government advocacy and encouragement, many manufacturers hope to enter the remanufacturing market. Manufacturers who have entered the remanufacturing market hope to increase their profits...
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Interactive information disclosure and non-penalty regulatory review risk
March 2023
Using monthly data from the Shenzhen Stock Exchange's ‘Hudongyi’ platform and comment letters from December 2014 to December 2018, this study investigates the influence of interactive information disclosure...
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Passenger emergency evacuation from bus carriage: Results from realistic data and modeling simulations
December 2022
One of critical challenges in the development of pedestrian models is the lack of relevant data under emergency conditions. In this paper, we reveal several behavior characteristics of passenger emergency...
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