Working Papers: Recent submissions
Now showing items 401-420 of 2627
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Pricing option on commodity futures under string shock
(Indian Institute of Management Ahmedabad, 2017-07-26)Forward curve movements, particularly of industrial and energy commodities, suggests that futures price do not move in tandem with the spot price, and not all futures contracts move in the same direction. We incorporate ... -
Assessment of density forecast for energy commodities in post-financialization era
(Indian Institute of Management Ahmedabad, 2017-07-31)Probability density for the future price of an asset can be estimated from historical asset prices or exchange-traded derivatives. In this paper, prices of futures and options contracts that embed the forward-looking ... -
Managing the power grid ramping challenges critical to success of india’s renewable energy targets
(Indian Institute of Management Ahmedabad, 2017-08-04)Power grids operators around the world have been experiencing challenges in operating the grid with increasing penetration of Variable Generation (VG) sources like Solar PV and Wind. Variability in one form of generation ... -
Globalization and inequality - A pathway through education
(Indian Institute of Management, Ahmedabad, 2017-09-12)This study investigates the effect of globalization on economic inequality in a country through the channel of education. We measure globalization by the KOF globalization index (a composite index consisting of elements ... -
Vertical integration, market structure and competition policy: experiences of indian manufacturing sector during the post reform period
(Indian Institute of Management Ahmedabad, 2017-09-26)In the context of declining degrees of vertical integration in major industries of Indian manufacturing sector during the post-reform period, the present paper is an attempt to examine how such ‘vertical disintegration’ ... -
Mathematical modelling for time-of-use pricing of electricity in monopoly and oligopoly
(Indian Institute of Management Ahmedabad, 2017-10-17)This study establishes the feasibility condition for efficiency gains to arise from time-of-use pricing in the electricity market in a monopolistic and oligopolistic set up using constrained optimization. In an oligopolistic ... -
Exploring linkages between innovation and public policy - Challenges and opportunities
(Indian Institute of Management Ahmedabad, 2017-11-10)Significant research has gone into the analysis of the complex linkages between public policy and innovation. While this research has generated a lot of interesting insights, it has also identified several gaps in our ... -
What does matched bank-firm data tell us about the moral hazard in lending decisions of state-owned banks in india?
(Indian Institute of Management Ahmedabad, 2017-11-11)In this study, we examine quality of the lending decisions of public sector banks (PSBs) in India with a novel dataset which allows the identification of both the banks by the ownership types and their borrowers. We use a ... -
Are the temperature of indian cities increasing? : Some insights using change point analysis with functional data
(Indian Institute of Management Ahmedabad, 2017-08-10)In recent years there has been considerable concern expressed worldwide re- garding increase in temperature popularly called the global warming problem. In this paper we examine monthly temperature data of nine Indian ... -
New approaches to prediction using functional data analysis
(Indian Institute of Management, Ahmedabad, 2017-08-10)In this paper we address the problem of prediction with functional data. We discuss several new methods for predicting the future values of a partially observed curve when it can be assumed that the data is coming from an ... -
Effect of tariff regulation in major port container terminals: The case of Jawaharlal Nehru port trust
(Indian Institute of Management Ahmedabad, 2015)Tariff at India’s centrally-administered major ports, including privately operated terminals therein, are regulated and prescribed by the Tariff Authority for Major Ports (TAMP). TAMP was set up under an amendment of the ... -
Consumers' need for uniqueness: a cross-cultural validation
(Indian Institute of Management Ahmedabad, 2014)We conduct a cross-cultural validation of the Consumers’ Need for Uniqueness (CNFU) scale. Using confirmatory factor analysis, the cross-cultural reliability and validity of the CNFU scale developed by Tian, Bearden and ... -
Relationship marketing in online retailing - a meta-analytic approach
(Indian Institute of Management Ahmedabad, 2014)This study is a meta-analysis of relationship marketing (RM) in online retailing. The study builds on the meta-analytic model suggested by Palmatier, Dant, Grewal, and Evans (2006) and extends the framework in the domain ... -
Strengthening corporate governance in India: A review of legislative and regulatory initiatives in 2013
(Indian Institute of Management Ahmedabad, 2014)The passing of the long awaited Companies Act in 2013 is probably the single most important development in India's history of corporate legislation, next only to the monumental Companies Act 1956 which it replaces. While ... -
Ethics statements on websites of Indian companies
(Indian Institute of Management Ahmedabad, 2014)This paper examines the corporate code of ethics of Indian companies as displayed on their websites. With the Securities and Exchange Board of India (SEBI) having made it mandatory for listed companies to frame a code of ... -
Forecast accuracy along booking profile in the national railways of an emerging Asian economy: comparison of different techniques
(Indian Institute of Management Ahmedabad, 2014)The National Railways of an Emerging Asian Economy (NREAE), the second largest railway network in the world, is facing growing challenges from low fare airlines. To combat these challenges, NREAE has to adopt revenue ... -
A tale of five cities: heat waves, cold spells and mortality risk in urban India
(Indian Institute of Management Ahmedabad, 2014)Background: Temperature extremes as a consequence of changing climate are known to have large morbidity and mortality impacts. Studies assessing mortality risk due to heat waves and cold spells are largely absent in urban ... -
Breadth-first and best-first exact procedures for regular measures of the multi-mode RCPSP
(Indian Institute of Management Ahmedabad, 2014)The multi-mode resource constrained project scheduling problem (MM RCPSP) is a NP-hard problem representing a generalization of the well-studied RCPSP. Depth-first tree search approach by Sprecher & Drexl (1998) is the ... -
Issues in water rights, institutional design and pricing that need resolution
(Indian Institute of Management Ahmedabad, 2014)In this paper the core issues that need resolution before water development especially by the private sector, and efficient usage can happen are very briefly outlined. These are Water rights have to be defined more ... -
State of marketing analytics in India: prospects and potential challenges
(Indian Institute of Management Ahmedabad, 2014)The paper provides an overview of the state of the Marketing Analytics practice in India today, its contribution and its possible challenges for future growth. A diverse set of practitioners from multiple sectors of ...