99 citations · 219 across the 19 of their papers we have counts for
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Interdependence between Green Financial Instruments and Major Conventional Assets: A Wavelet-Based Network Analysis
Roman Ferrer, Rafael Benitez, Vicente J. Bolos
This paper examines the interdependence between green financial instruments, represented by green bonds and green stocks, and a set of major conventional assets, such as Treasury,…
Continuous models combining slacks-based measures of efficiency and super-efficiency
Vicente J. Bolos, Rafael Benitez, Vicente Coll-Serrano
In the framework of data envelopment analysis (DEA), Tone (2001) introduced the slacks-based measure (SBM) of efficiency, which is a nonradial model that incorporates all the slack…
Chance constrained directional models in stochastic data envelopment analysis
Vicente J. Bolos, Rafael Benitez, Vicente Coll-Serrano
We construct a new family of chance constrained directional models in stochastic data envelopment analysis, generalizing the deterministic directional models and the chance constra…
wavScalogram: an R package with wavelet scalogram tools for time series analysis
Vicente J. Bolos, Rafael Benitez
In this work we present the wavScalogram R package, which contains methods based on wavelet scalograms for time series analysis. These methods are related to two main wavelet tools…
nlstac: Non-Gradient Separable Nonlinear Least Squares Fitting
J. A. F. Torvisco, R. Benítez, M. R. Arias +1
A new package for nonlinear least squares fitting is introduced in this paper. This package implements a recently developed algorithm that, for certain types of nonlinear curve fit…