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Publications 2015

The list below includes all publications by FES faculty and students, as well as units associated with FES, including ICEF, in journals indexed by Scopus (SJR) or Web of Science in the first and second quartile.

Economics and Finance (2015)

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Alexeev M., Chernyavskiy A. Taxation of natural resources and economic growth in Russia's regions Economic Systems
Sokolova A. Fiscal limits and monetary policy: Default vs. inflation Economic Modelling
Parakhonyak A., Sobolev A. Non-Reservation Price Equilibrium and Search without Priors Economic Journal
Belenky A.S. Finding an optimal strategy of incorporating renewable sources of energy and electricity storing systems in a regional electrical grid Energy Systems
Nye J.V.C., Orel E. The influence of prenatal hormones on occupational choice: 2D: 4D evidence from Moscow Personality and Individual Differences
Anderson S.P., Celik L. Product line design Journal of Economic Theory
Dobrynskaya V. Currency exposure to downside risk: Which fundamentals matter? Review of International Economics
Demidova O., Marelli E., Signorelli M. Youth labour market performances in the Russian and Italian regions Economic Systems
Chau H.N., Tankov P. Market models with optimal arbitrage SIAM Journal on Financial Mathematics
Avdasheva S., Tsytsulina D. The effects of M&As in highly concentrated domestic vis-à-vis export markets: By the example of Russian metal industries Research in International Business and Finance
Bremzen A., Khokhlova E., Suvorov A., van de Ven J. Bad news: An experimental study on the informational effects of rewards Review of Economics and Statistics
Seitz M., Tarasov A., Zakharenko R. Trade costs, conflicts, and defense spending Journal of International Economics
Natkhov T. Colonization and development: The long-term effect of Russian settlement in the North Caucasus, 1890s-2000s Journal of Comparative Economics
Peiris M.U., Tsomocos D.P. International monetary equilibrium with default Journal of Mathematical Economics
Teplova T., Mikova E. New evidence on determinants of price momentum in the Japanese stock market Research in International Business and Finance
Mammen E., Martínez Miranda M.D., Nielsen J.P. In-sample forecasting applied to reserving and mesothelioma mortality Insurance: Mathematics and Economics
Karpov A. Alliance incentives under the D'Hondt method Mathematical Social Sciences
Popov S.V. Decentralized Bribery and Market Participation Scandinavian Journal of Economics
Peiris M.U., Vardoulakis A.P. Collateral and the efficiency of monetary policy Economic Theory
Corazzini L., Cotton C., Valbonesi P. Donor coordination in project funding: Evidence from a threshold public goods experiment Journal of Public Economics
Poldin O., Valeeva D., Yudkevich M. Choice of specialization: do peers matter? Applied Economics
Ostrovnaya M., Podkolzina E. Antitrust enforcement in public procurement: The case of Russia Journal of Competition Law and Economics
Belenky A.S. A game-theoretic approach to optimizing the scale of incorporating renewable sources of energy and electricity storing systems in a regional electrical grid Energy Systems
Afanasyev D.O., Fedorova E.A., Popov V.U. Fine structure of the price-demand relationship in the electricity market: Multi-scale correlation analysis Energy Economics
Elie R., Lépinette E. Approximate hedging for nonlinear transaction costs on the volume of traded assets Finance and Stochastics
Belomestny D., Joshi M., Schoenmakers J. Addendum to: Multilevel dual approach for pricing American style derivatives Finance and Stochastics
Maskin E.S. Friedrich von Hayek and mechanism design Review of Austrian Economics
Shiryaev A.N., Zhitlukhin M.V., Ziemba W.T. Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013 Quantitative Finance
Celik L., Karabay B., McLaren J. When is it optimal to delegate: The theory of fast-track authority American Economic Journal: MicroeconomicsAmerican Economic Journal: Microeconomics
Fengler M.R., Mammen E., Vogt M. Specification and structural break tests for additive models with applications to realized variance data Journal of Econometrics
Maskin E. Why haven't global markets reduced inequality in emerging economies? World Bank Economic Review
Yakovlev A., Tkachenko A., Demidova O., Balaeva O. The Impacts of Different Regulatory Regimes on the Effectiveness of Public Procurement International Journal of Public Administration
Janssen M., Shelegia S. Consumer search and double marginalization American Economic Review
Altbach P.G., Yudkevich M., Rumbley L.E. Academic inbreeding: local challenge, global problem Asia Pacific Education Review
Fridman A. Water pricing reform analysis: alternative scenarios Journal of Economic Policy Reform
Mironov V.V., Petronevich A.V. Discovering the signs of Dutch disease in Russia Resources Policy
Polishchuk L., Syunyaev G. Ruling elites’ rotation and asset ownership: implications for property rights Public Choice
Grigorieva S., Petrunina T. The performance of mergers and acquisitions in emerging capital markets: new angle Journal of Management Control
Nye J.V.C., Vasilyeva O. When does local political competition lead to more public goods?: Evidence from Russian regions Journal of Comparative Economics
Acemoglu D., Egorov G., Sonin K. Political economy in a changing world Journal of Political Economy
Guriev S., Vakulenko E. Breaking out of poverty traps: Internal migration and interregional convergence in Russia Journal of Comparative Economics
Boulatov A., Bernhardt D. Robustness of equilibrium in the Kyle model of informed speculation Annals of Finance
Asaturov K., Teplova T., Hartwell C.A. Volatility Spillovers and contagion in emerging Europe Journal of Applied Economic Sciences
Teplova T.V., Sokolova T.V. Bond liquidity indicators: Can new thomson reuters indices explain difference in bond returns? Journal of Applied Economic Sciences
Avdasheva S., Kryuchkova P. The 'reactive' model of antitrust enforcement: When private interests dictate enforcement actions - The Russian case International Review of Law and Economics
Moretti L., Valbonesi P. Firms' qualifications and subcontracting in public procurement: An empirical investigation Journal of Law, Economics, and Organization
Biró P., Kiselgof S. College admissions with stable score-limits Central European Journal of Operations Research
Fantazzini D., Toktamysova Z. Forecasting German car sales using Google data and multivariate models International Journal of Production Economics
Hepenstrick C., Tarasov A. Per capita income and the extensive margin of bilateral trade Canadian Journal of Economics

Applied Mathematics and Statistics (2015)

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Gafarov E.R., Dolgui A., Lazarev A.A. Two-station single-track railway scheduling problem with trains of equal speed Computers and Industrial Engineering
Zlotnik A., Zlotnik I. The high order method with discrete TBCs for solving the Cauchy problem for the 1D Schrödinger equation Computational Methods in Applied Mathematics
Zlotnik A., Romanova A. On a Numerov-Crank-Nicolson-Strang scheme with discrete transparent boundary conditions for the Schrödinger equation on a semi-infinite strip the paper is dedicated to Prof. V.S. Ryabenkii on the occasion of his 90th birthday Applied Numerical Mathematics
Khoroshkin A., Piontkovski D. On generating series of finitely presented operads Journal of Algebra
Ducomet B., Zlotnik A., Romanova A. On a splitting higher-order scheme with discrete transparent boundary conditions for the Schrödinger equation in a semi-infinite parallelepiped Applied Mathematics and Computation
Zlotnik A., Ducomet B., Zlotnik I., Romanova A. Splitting in potential finite-difference schemes with discrete transparent boundary conditions for the time-dependent Schrödinger equation Lecture Notes in Computational Science and Engineering
Bronevich A., Rozenberg I. The choice of generalized Dempster-Shafer rules for aggregating belief functions International Journal of Approximate Reasoning
Victor K., Serguei P. Robust model selection for a semimartingale continuous time regression from discrete data Stochastic Processes and their Applications
Belomestny D., Schoenmakers J. Statistical Skorohod embedding problem: Optimality and asymptotic normality Statistics and Probability Letters
Zlotnik A. The numerov-crank-nicolson scheme on a non-uniform mesh for the time-dependent schrödinger equation on the half-axis Kinetic and Related Models
Delarue F., Menozzi S., Nualart E. The landau equation for maxwellian molecules and the brownian motion on SO<inf>N</inf>(R) Electronic Journal of Probability
Belomestny D., Panov V. Statistical inference for generalized Ornstein-Uhlenbeck processes Electronic Journal of Statistics
Galtchouk L.I., Pergamenshchikov S.M. Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions Bernoulli
Bronevich A.G., Lepskiy A.E. Imprecision indices: Axiomatic, properties and applications International Journal of General Systems
Kutoyants Y.A. On ADF goodness-of-fit tests for perturbed dynamical systems Bernoulli
Gertsik V., Kelbert M., Krichevets A. Earthquake forecasting: Statistics and information Annals of Geophysics