Research & Publications

Members of the RCEM at ESCP Europe Business School regularly publish their research findings in leading academic journals. Below you can find a list of RCEM experts' published papers.

Published papers
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2016
  • JEFFERSON, M.
    For over forty years energy expectations have been riddled with internal contradictions, and all too often a failure to recognise complexity, the nature and scale of the challenges to be faced, and resultant uncertainty. Key elements of Shell’s “World of Internal Contradictions” scenario, issued internally in ...
     
  • JEFFERSON, M. , MCCOMBIE, C.
    Highlights Given the acknowledged hazards of fossil fuels,it is important to compare the impacts of low-carbon alternatives. This report reviews published data to compare nuclear with hydro, wind, solar and biomass electricity production. Environmental impacts and risks to humans are compared. Specific impac ...
     
2015
2013
  • ANDRIOSOPOULOS K., DOUMPOS M., PAPAPOSTOLOU N., POULIASIS P.
    This paper reproduces the performance of an international market capitalization shipping stock index and two physical shipping indexes by investing only in US stock portfolios. The index-tracking problem is addressed using the differential evolution algorithm and the genetic algorithm. Po ...
     
  • MAKRIDOU G., ATSALAKIS G.S. , ZOPOUNIDIS C., ANDRIOSOPOULOS K.
    Following the importance of gold in the global economy and the high interest that has attracted recently, the objective of this paper is twofold: to predict the price of gold by using the Adaptive Neuro-Fuzzy Inference System (ANFIS) and compare its forecasting accuracy with various time-series forecas ...
     
  • VOUDOURIS V., AYRES R.
    Abstract We show that the application of flexible semi-parametric statistical techniques enables significant improvements in model fitting of macroeconomic models. As applied to the explanation of the past economic growth (since 1900) in US, UK and Japan, the new results demonstrate quite conclusivel ...
     
  • VODOURIS V., MATSUMOTO K., SEDGWICK J., RIGBY R., STASINOPOULOS D., JEFFERSON M.
    Due to the increasing importance of natural gas for modern economic activity, and gas's non-renewable nature, it is extremely important to try to estimate possible trajectories of future natural gas production while considering uncertainties in resource estimates, demand growth,production gro ...
     
  • VOUDOURIS, V.
    Abstract   Purpose   The chapter presents a new approach to address energy policy and security based upon the ACEGES (Agent-based Computational Economics of the Global Energy System) model and the SPT (stochastic portfolio theory). Design/Methodology/Approach   The A ...
     
  • KALOGERAS N., PENNINGS ME, BENOS T., DOUMPOS M.
    In this article the financial/ownership structures of agribusiness cooperatives are analyzed to examine whether new cooperative models perform better than the more traditional ones. The assessment procedure introduces a new financial decision-aid approach, which is based on data-analysis techniques in c ...
     
  • SCANDROGLIO G., GORI A., VACCARO E., VOUDOURIS V.
    This paper illustrates the power of modern statistical modelling in estimating measures of market risk, here applied to the Brent and WTI spot price of oil. Both Value-at-Risk (VaR) and Expected Shortfall (ES) are cast in terms of conditional centiles based upon semiparametric regression models. Using t ...
     
  • GALARIOTIS, E.
    This article provides evidence regarding the performance of momentum investment strategies that is consistent with the Neoclassical Theory. More specifically, while momentum investment returns appear orthogonal to systematic risk in the extant literature, this article illustrates that they are due to c ...
     
  • HALLOCK JR. J., WU W., A.S. HALL C., JEFFERSON M.
    Oil and related products continue to be prime enablers of the maintenance and growth of nearly all of the  world's economies. The dramatic increase in the price of oil through mid-2008, along with the coincident (and possibly resultant) global recession, highlight our continued vulnerability to future limitat ...
     
2012
  • ANDRIOSOPOULOS K., NOMIKOS N.
    This paper investigates the behaviour of spot prices in eight energy markets that trade futures contracts on NYMEX. We consider two types of models, a mean-reverting model, and a spike model with mean reversion that incorporates two different speeds of mean reversion; one for the fast mean-reverting beh ...
     
  • MATSUMOTO K., VOUDOURIS V., STASINOPOULOS D., RIGBY R., DI MAIO C.
    Abstract As the world economy highly depends on crude oil, it is important to understand the dynamics of crude oil production and export capacity of major oil-exporting countries. Since crude oil resources are predominately located in the OPEC Middle East, these countries are expected to have signifi ...
     
  • DOUMPOS, M.
    Abstract Multiattribute additive value functions constitute an important class of models for multicriteria decision making. Such models are often used to rank a set of alternatives or to classify them into pre-defined groups. Preference disaggregation techniques have been used to construct additive ...
     
  • VOUDOURIS V., SEDGWICK J.
    The sustainability agenda is becoming an important element in business education. This is because there is a growing understanding of the need to develop strategic thinking that safeguards the long-term sustainability of business. To that end the Agent-based Computational Economics of the Global Energy ...
     
  • JEFFERSON, M.
    Introduction We all know that the wind is intermittent. As a rough measure, wind turbines can only operate when wind speeds are between 4 metres per second and 24 metres per second. There is a further technical limit, which need not concern us here, Betz's Law - the maximum theoretical efficien ...
     
  • JEFFERSON, M.
    ENERGY EFFICIENCY AND SUSTAINABILITY International Seminar on Nuclear War and Planetary Emergencies - 44th Session: 373-385. At the 1992 Rio Earth Summit, great emphasis was placed on energy efficiency in the Opening Session. That message, and indeed the subject of energy more generally, largely ...
     
2011
2010
 
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