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The mahalanobis distance between the hurst coefficient and the Alpha-Stable parameter: An early warning indicator of crises

2016 , Rodríguez Aguilar, Román , Cruz-Aké, Salvador , Venegas-Martínez, Francisco

The Hurst coefficient and the alpha-stable parameter are useful indicators in the analysis of time series to detect normality and absence of self-similarity. In particular, when these two features met simultaneously the series is driven by white noise. This paper is aimed at developing an index to measure the degree to which a time series departs from white noise. The proposed index is built by using the principal component analysis of the Mahalanobis distances between the Hurst coefficient and the alpha-stable parameter from theoretical values of normality and absence of self-similarity. The proposed index is applied to examine the Mexican Peso exchange rate against the US Dollar. The distinctive characteristic of the index is that it can be used as an early warning indicator of crises, as it is shown for the Mexican case. © 2010, Academic Publications, Ltd.; https://ijpam.eu ©The authors.

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Modeling the Optimal Supply Chain of Liquefied Natural Gas as Fuel in Fishing Vessels in Mexico

2022 , Hernández-Palomo, Giovanna , Rodríguez Aguilar, Román , Venegas-Martínez, Francisco

The global energy transition process has generated a set of modifications in the generation and consumption of energy. Environmental objectives have gained great relevance for regions, countries and companies. The fishing sector has been identified as having a broad environmental impact, which is why the transition to cleaner energy sources in this sector has been considered. One of the proposed strategies is based on the transition from the diesel engines of the ships to the use of liquefied natural gas (LNG), however, this transition requires guaranteeing the supply of fuel as well as the process of reconversion of units in operation and the impulse of LNG gas engines for new units. This work presents a proposal for the design of an LNG gas supply chain for the fishing industry in the State of Tampico in Mexico that allows evaluating the feasibility of the transition from the use of diesel to natural gas in fishing vessels. The main results show the feasibility of the transition in the fuel supply and economic and environmental benefits for the fishing industry. However, there is a significant challenge in converting units in operation to the use of natural gas due to the lack of public policies that promote and support its use in this sector. © Mobile Networks and Applications

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Optimal consumption decisions of family networks with similar felicity functions

2019 , Palafox-Roca, Alfredo Omar , Rodríguez Aguilar, Román , Castillo Ramírez, Claudia Estrella , Venegas-Martínez, Francisco

Family networks have increased at an accelerated pace through social networking through social networking services, online platforms, and social media clubs. This paper develops a model of an economy populated by networks of families with similar preferences (the same functional form of the felicity or utility function) but family members differ in their deep parameters (compulsion for consumption and risk tolerance), which, in turn, leads to some kind o heterogeneity among the families. In this context, the problem of felicity (utility) maximization of the average family in the network is solved. The optimal path of consumption is obtained for the average family and graphical comparative static exercises are performed. Finally, the economic welfare of the typical family in a network is calculated and comparative static experiments are carried out. This approach improves the understanding of the consumption decision making of families interacting in social networking services. © 2019, Springer Science+Business Media, LLC, part of Springer Nature.