Annals of Operations Research,
Journal Year:
2023,
Volume and Issue:
unknown
Published: Dec. 22, 2023
Abstract
The
COVID-19
has
caused
unprecedented
disruptions
to
supply
chains
(SC)
worldwide,
posing
numerous
challenges
for
industries,
particularly
in
the
emerging
economies
(EE).
These
are
undergoing
a
phase
of
recovery
from
pandemic
devastations
now,
requiring
investigation
into
(RCs)
and
propositions
effective
strategies
(RSs)
address
RCs.
Given
this
backdrop,
study
aims
explore
COVID-19-related
RCs
Bangladeshi
leather
industry
build
an
integrated
decision-making
model
formulate
RSs
counteract
while
seeks
recover.
This
used
Pareto
analysis
deduce
lists
nine
most
critical
vital
industry.
also
applied
best
worst
method
(BWM)
identify
long-term
liquidity
crisis
increasing
bankruptcy
business
stakeholders
as
urgent
RCs,
highlighting
financial
sustainability
significant
matter
concern
sector.
With
regard
RSs,
application
fuzzy
Technique
Order
Preference
by
Similarity
Ideal
Solution
(TOPSIS)
indicated
need
solve
existing
problems
central
effluent
treatment
plant
(CETP)
provisioning
solid
waste
management
facilities
long
run
priorities
make
SC
more
financially
operationally
sustainable.
formulated
have
managerial
implications
decision-makers
reducing
adversities
hence
improving
performance
Although
not
totally,
these
valuable
insights
during
following
periods
can
be
generalized
across
other
industries
Bangladesh
EE
regions
affected
pandemic.
IEEE Transactions on Computational Social Systems,
Journal Year:
2024,
Volume and Issue:
11(3), P. 3391 - 3406
Published: Feb. 5, 2024
To
study
the
asymmetric
jump
behaviors
of
stock
markets,
we
propose
a
novel
autoregressive
conditional
intensity
(ARJI)—generalized
heteroskedasticity
(GARCH)
model
with
Markov
chain.
Compared
existing
models,
it
considers
effects
positive
and
negative
shocks
on
volatilities.
It
is
proposed
to
estimate
volatilities
markets
in
mainland
China
Hong
Kong
under
different
volatility
regimes.
Multiple
time-varying
copula
models
are
used
analyze
dynamic
dependences
risks
between
two
markets.
Furthermore,
construct
hedging
portfolios
for
their
spot
futures
minimum
risk
ratios,
measure
performance.
other
benchmark
results
show
that
one
has
best
fitting
effect
Chinese
The
correlations
always
positive.
When
constructing
portfolios,
superior
which
means
introducing
both
normal
into
Markovian
ARJI-GARCH
can
effectively
improve
performance
portfolios.
In
addition,
robustness
test
indicates
our
performs
well
robust.
Research in International Business and Finance,
Journal Year:
2023,
Volume and Issue:
67, P. 102098 - 102098
Published: Sept. 11, 2023
The
study
aims
to
contribute
the
better
understanding
of
potential
diversification
benefits
for
US
and
its
major
trading
partners,
namely
Canada,
Japan,
UK,
across
both
Islamic
conventional
indexes.
We
applied
a
Dynamic
Conditional
Correlations
(DCC)
model
examine
dynamic
correlation
volatility
returns
during
2001-2017.
findings
put
in
evidence
that,
unlike
Canadian
peers,
Japanese
indexes
exhibit
low
with
indexes,
which
ultimately
suggests
opportunities
US-based
investors.
Understanding
volatilities
correlations
patterns
through
international
markets
would
help
investors,
policymakers,
market
participants
take
informed
decisions,
mitigate
risks,
anticipate
spillover
effects.
Annals of Operations Research,
Journal Year:
2023,
Volume and Issue:
unknown
Published: Dec. 22, 2023
Abstract
The
COVID-19
has
caused
unprecedented
disruptions
to
supply
chains
(SC)
worldwide,
posing
numerous
challenges
for
industries,
particularly
in
the
emerging
economies
(EE).
These
are
undergoing
a
phase
of
recovery
from
pandemic
devastations
now,
requiring
investigation
into
(RCs)
and
propositions
effective
strategies
(RSs)
address
RCs.
Given
this
backdrop,
study
aims
explore
COVID-19-related
RCs
Bangladeshi
leather
industry
build
an
integrated
decision-making
model
formulate
RSs
counteract
while
seeks
recover.
This
used
Pareto
analysis
deduce
lists
nine
most
critical
vital
industry.
also
applied
best
worst
method
(BWM)
identify
long-term
liquidity
crisis
increasing
bankruptcy
business
stakeholders
as
urgent
RCs,
highlighting
financial
sustainability
significant
matter
concern
sector.
With
regard
RSs,
application
fuzzy
Technique
Order
Preference
by
Similarity
Ideal
Solution
(TOPSIS)
indicated
need
solve
existing
problems
central
effluent
treatment
plant
(CETP)
provisioning
solid
waste
management
facilities
long
run
priorities
make
SC
more
financially
operationally
sustainable.
formulated
have
managerial
implications
decision-makers
reducing
adversities
hence
improving
performance
Although
not
totally,
these
valuable
insights
during
following
periods
can
be
generalized
across
other
industries
Bangladesh
EE
regions
affected
pandemic.
