The Engineering economist最新文献

{"title":"An opportunity cost model to value deferral options","authors":"Gyutai Kim, Luke Miller, Jung Woo Baek","doi":"10.1080/0013791x.2024.2340030","DOIUrl":"https://doi.org/10.1080/0013791x.2024.2340030","url":null,"abstract":"","PeriodicalId":92453,"journal":{"name":"The Engineering economist","volume":"10 9","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141020738","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"The inventory bullwhip effect in the online retail supply chain considering the price discount based on different forecasting methods","authors":"Qiang Chen, Xiaoqing Zhang, Shuang Liu, Weixiao Zhu","doi":"10.1080/0013791x.2024.2340029","DOIUrl":"https://doi.org/10.1080/0013791x.2024.2340029","url":null,"abstract":"","PeriodicalId":92453,"journal":{"name":"The Engineering economist","volume":"39 4","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-04-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140676141","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Supply chain cash-flow bullwhip effect: An analytical model for working capital variance propagation","authors":"Chintan Patil, Vittaldas Prabhu","doi":"10.1080/0013791x.2024.2328528","DOIUrl":"https://doi.org/10.1080/0013791x.2024.2328528","url":null,"abstract":"","PeriodicalId":92453,"journal":{"name":"The Engineering economist","volume":"7 9","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-03-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140359501","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Wavelet decomposition-based multi-stage feature engineering and optimized ensemble classifier for stock market prediction","authors":"Satya Prakesh Verma, Satyaprakash Sahu, T. P. Sahu","doi":"10.1080/0013791x.2024.2328526","DOIUrl":"https://doi.org/10.1080/0013791x.2024.2328526","url":null,"abstract":"","PeriodicalId":92453,"journal":{"name":"The Engineering economist","volume":"22 46","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-03-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140226802","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"A deterministic economic model of optimal asset scrapping under the effects of taxes and inflation","authors":"Nattawoot Koowattanatianchai, Michael B. Charles, M. Kortt","doi":"10.1080/0013791x.2024.2314310","DOIUrl":"https://doi.org/10.1080/0013791x.2024.2314310","url":null,"abstract":"","PeriodicalId":92453,"journal":{"name":"The Engineering economist","volume":"17 18","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-02-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140450742","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Fuzzy activity-based costing: An investment evaluation approach for management information system of a smart factory","authors":"Kung-Jeng Wang, Melissa T. A. Simarmata","doi":"10.1080/0013791x.2024.2314673","DOIUrl":"https://doi.org/10.1080/0013791x.2024.2314673","url":null,"abstract":"","PeriodicalId":92453,"journal":{"name":"The Engineering economist","volume":"16 4","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140514866","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"The column generation approach to the mean-risk model for the portfolio selection problem with spillover risk aversion","authors":"Hwayong Choi, Chungmok Lee, S. Park","doi":"10.1080/0013791x.2023.2274063","DOIUrl":"https://doi.org/10.1080/0013791x.2023.2274063","url":null,"abstract":"","PeriodicalId":92453,"journal":{"name":"The Engineering economist","volume":"107 ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-11-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139245597","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Managing a High Uncertainty Scenario through a Real Option Assessment: Evidence from a Copper Concentrate Trader","authors":"Francisco J. Díaz-Borrego, Félix Jiménez Naharro, María del Mar Miras-Rodríguez","doi":"10.1080/0013791x.2023.2275629","DOIUrl":"https://doi.org/10.1080/0013791x.2023.2275629","url":null,"abstract":"AbstractCommodity markets are highly volatile markets where uncertainty management is critical for success. Certain commodities, such as copper concentrates, experience even higher levels of volatility and uncertainty. This is fundamentally due to the absence of a reference market that allows for a transparent price discovery, along with many factors affecting the price and trade of any commodity. Traders also lack the possibility of fully hedging their exposure to copper concentrate prices as there is no derivative market directly available for the commodity. Consequently, this paper analyses the copper concentrate trading business resorting to the Real Options methodology to assess the high volatility and uncertainty which dominates in this area of commodity markets. The results obtained indicate that this method can be applied by copper concentrate traders to separate the price uncertainty from their business operative and financial planning for the future. This provides them with a reliable tool to lower the level of uncertainty affecting their long-term goals, as well as keeping the risk that they are taking under control. It also gives them higher managerial flexibility. Disclosure statementNo potential conflict of interest was reported by the author(s).Notes1 Data from January 2010 to December 2020 for LME daily spot Copper prices and COMEX daily spot gold and silver prices have been obtained from Thomson Reuters’ Eikon tool DataStream from January 2010 to December 2020.2 Historical annual benchmark values from 2010 to 2021 obtained from Díaz-Borrego et. al (2021) have been used to estimate expected annual TC benchmark levels.3 Forecasts and distribution fittings have been obtained using Oracle’s Crystal Ball add-in for Microsoft Excel.4 As observed from non-publicly available and confidential economical and financial data employed as a reference.5 Concentrate prices need to be expressed in USD/DMT as they are quoted internationally in these units regardless of their origin.","PeriodicalId":92453,"journal":{"name":"The Engineering economist","volume":"137 2","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135342510","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Investor expectations and the <i>AIRR</i> model","authors":"Morris G. Danielson","doi":"10.1080/0013791x.2023.2253234","DOIUrl":"https://doi.org/10.1080/0013791x.2023.2253234","url":null,"abstract":"","PeriodicalId":92453,"journal":{"name":"The Engineering economist","volume":"2015 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136071716","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Internal rates of return and shareholder value creation","authors":"C. Magni","doi":"10.1080/0013791X.2020.1867679","DOIUrl":"https://doi.org/10.1080/0013791X.2020.1867679","url":null,"abstract":"Abstract We propose a genuinely internal approach to project valuation and decision based on the average Return On Investment (ROI), obtained as the ratio of total operating profit (NOPAT) to total invested capital or, equivalently, as the ratio of net cash flow to total invested capital. The approach presented enables decomposing the economic value created into the project scale (total capital invested) and the economic efficiency, obtained as the difference between average ROI and a suitably adjusted weighted average cost of capital (WACC). We show that a project’s average ROI is equal to the weighted mean of the average Return On Equity (ROE) (total net income divided by total equity capital) and the average Return On Debt (ROD) (total interest expenses to total debt outstanding) and show that the average ROE itself correctly measures shareholder value creation when compared with a suitably adjusted cost of equity. We show that the internal average-based approach presented is also valid under the more general assumption of time-varying cost of capital.","PeriodicalId":92453,"journal":{"name":"The Engineering economist","volume":"338 1","pages":"279 - 302"},"PeriodicalIF":0.0,"publicationDate":"2021-12-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77604014","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}