Articles (Departament d'Economia)

 

Articles de recerca, en accés obert, del Departament d'Ecomia de la UPF.

Recent Submissions

  • Glitz, Albrecht Christian Ekkehard, 1978-; Rapoport, Hillel (Cambridge University Press, 2024)
    This article introduces the Labour Economics Special Issue on Immigration Economics. We summarize the twelve papers that were selected for publication and outline their contributions to the broader migration literature. ...
  • González López-Valcárcel, Beatriz; Librero, Julián; García-Sempere, Aníbal; Peña, Luz María; Bauer, Sofía; Puig i Junoy, Jaume; Oliva, Juan; Peiró, Salvador, 1956-; Sanfélix-Gimeno, Gabriel (BMJ Publishing Group, 2017)
    Objectives Cost-sharing scheme for pharmaceuticals in Spain changed in July 2012. Our aim was to assess the impact of this change on adherence to essential medication in patients with acute coronary syndrome (ACS) in the ...
  • López-Nicolás, Ángel; Trapero-Bertran, Marta; Muñoz, Celia (Elsevier, 2017)
    Objetivo. Realizar un análisis coste-utilidad del consejo médico para dejar de fumar en la Región de Murcia. Diseño. Se realiza un análisis coste-utilidad del consejo médico para dejar de fumar versus la no intervención. ...
  • García López, Maria José; Amat Salas, Oriol; Rocafort Nicolau, Alfredo (OmniaScience, 2016)
    Purpose: This article aims to research into the perception that companies have of their ethical behavior. Design/methodology/approach: A questionnaire was conducted in June 2014 among the listed companies that comprise the ...
  • Longford, Nicholas T. (Główny Urząd Statystyczny, 2015)
    We show on an application to small-area statistics that efficient estimation is not always conducive to good policy decisions because the established inferential procedures have no capacity to incorporate the priorities ...
  • Alòs, Elisa; Gatheral, Jim; Radoicic, Rados (Taylor & Francis, 2020)
    We use the Itô Decomposition Formula (see Alòs (2012)) to express certain conditional expectations as exponentials of iterated integrals. As one application, we compute an exact formal expression for the leverage swap for ...
  • Alòs, Elisa; Antonelli, Fabio; Ramponi, Alessandro; Scarlatti, Sergio (World Scientific Publishing, 2021)
    This work aims to provide an efficient method to evaluate the Credit Value Adjustment (CVA) for a vulnerable European option, which is an option subject to some default event concerning the issuer solvability. Financial ...
  • Alòs, Elisa; García-Lorite, David; Muguruza Gonzalez, Aitor (SIAM (Society for Industrial and Applied Mathematics), 2022)
    We develop a method to study the implied volatility of exotic underlyings, with special focus on volatility derivatives such as VIX options. Remarkably, our approach is flexible enough to be applied to any underlying, ...
  • Alòs, Elisa; García-Lorite, David; Pravosud, Makar (Taylor & Francis, 2023)
    In this paper, we study the relationship between the short-end of the local and the implied volatility surfaces. Our results, based on Malliavin calculus techniques, recover the recent 1H+3/2 rule (where H denotes the ...
  • Alòs, Elisa; Rolloos, Frido; Shiraya, Kenichiro (MDPI, 2023)
    In the short time to maturity limit, it is proved that for the conditionally lognormal SABR model the zero vanna implied volatility is a lower bound for the volatility swap strike. The result is valid for all values of the ...
  • Abatal, Ahmed; Alaoui, Khadija; Bahaj, Mohamed; Alaoui, Larbi (SAI Organization, 2019)
    With the advances in native storage means of RDF data and associated querying capabilities using SPARQL, there is a need to let SQL users benefit from such capabilities for interoperability objectives and without any ...
  • Navarro-Martinez, Daniel; Loomes, Graham; Isoni, Andrea; Butler, David; Alaou, Larbi (Nature Research, 2018)
    We build a satisficing model of choice under risk which embeds Expected Utility Theory (EUT) into a boundedly rational deliberation process. The decision maker accumulates evidence for and against alternative options ...
  • Usuari de càrrega; EL Saili, Chama; Alaoui, Larbi (SAI Organization, 2020)
    Existing approaches for text clustering are either agglomerative, divisive or based on frequent itemsets. However, most of the suggested solutions do not take the semantic associations between words into account and ...
  • El Haji, Hasna; Alaoui, Larbi (SAI Organization, 2020)
    Sequence Alignment is an active research subfield of bioinformatics. Today, sequence databases are rapidly and steadily increasing. Thus, to overcome this issue, many efficient algorithms have been developed depending ...
  • Panadero, Javier; De Armas, Jésica; Serra, Xavier; Marquès, Joan Manuel (Elsevier, 2018)
    Volunteer computing is a type of distributed computing in which a part or all the resources (processing power and storage) necessary to run the system are donated by users. In other words, participants contribute their ...
  • De Armas, Jésica; Melián-Batista, Belén (Elsevier, 2015)
    A Dynamic Rich Vehicle Routing Problem with Time Windows has been tackled as a real-world application, in which customers requests can be either known at the beginning of the planning horizon or dynamically revealed over ...
  • De Armas, Jésica; Miranda, Gara; León, Coromoto (Elsevier, 2012)
    This work introduces several improvements in the solution of the Constrained 2D Cutting Problem. Such improvements combine the detection of dominated and duplicated cutting patterns with the implementation of parallel ...
  • Lalla-Ruiz, Eduardo; De Armas, Jésica; Expósito-Izquierdo, Christopher; Melián-Batista, Belén; Moreno-Vega J. Marcos (ACM Association for Computer Machinery, 2017)
    In this paper, we present multi-leader migrating birds optimisation. This algorithm is a nature-inspired population-based approach that exploits the concepts of self-organisation, cooperation, and distribution of migrating ...
  • De Armas, Jésica; León, Coromoto; Miranda, Gara; Segura, Carlos (Taylor & Francis, 2010)
    This paper considers a real-world two-dimensional strip packing problem involving specific machinery constraints and actual cutting production industry requirements. To adapt the problem to a wider range of machinery ...
  • De Armas, Jésica; Ferrer, Albert; Juan, Angel A.; Lalla-Ruiz, Eduardo (Elsevier, 2018)
    This paper considers the non-smooth arc routing problem (NS-ARP) with soft constraints in order to capture in more perceptive way realistic constraints violations arising in transportation and logistics. To appropriately ...

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