141 documents found, page 1 of 15
Global Dynamics of Environmental Kuznets Curve: A Cross-Correlation Analysis of...
Almeida, Dora; Carvalho, Luísa; Ferreira, Paulo; Dionísio, Andreia; Ul Haq, InzamamThe environmental Kuznets curve (EKC) hypothesis posits an inverted U-shaped relationship between economic growth and environmental degradation. However, there is no consensus regarding the EKC hypothesis among countries and regions of different income groups. This study revisits the EKC hypothesis by employing cross-correlation analysis to explore the income–CO2 emissions relationship across 158 countries and ...
Exploring the connection between geopolitical risks and energy markets
Almeida, Dora; Ferreira, Paulo; Dionísio, Andreia; Aslam, FaheemThis study delves into the complexities of energy commodity futures and clean energy indexes, analyzing their responses to geopolitical risk. The detrended fluctuation analysis was applied, and the efficiency index was estimated to assess energy market behavior better. This approach allows the evaluation of long-range dependence and market efficiency. The findings show evolving patterns influenced by significan...
Regressão linear múltipla
Dionísio, AndreiaO tema desta Lição, "Regressão linear múltipla", terá um cariz teórico-prático. Numa primeira fase é feita a ligação entre a regressão linear simples e a regressão linear múltipla, no sentido de justificar a utilização de mais variáveis no modelo de regressão com vista à melhor explicação da variável dependente. O Método dos Mínimos Quadrados (MMQ), já apresentado em aula anterior aquando da regressão linear si...
INVESTMENT AND PRODUCTIVITY IN THE AGRO-INDUSTRIAL SECTOR: A CASE STUDY
Sequeira, Teresa; Rego, Conceição; Dionísio, AndreiaThe productivity of a sector, an important determinant of competitiveness, depends, among other factors, on the investment made. In this context, the main aim of this work is to explore the relation between investment and productivity trends, based on the amounts of investment made in the agri-food industry in Northern Portugal (NUT II), as well as the asymmetries at sub-regional level, during the last two EU s...
Impression Management in Corporate Social Responsibility Reporting: An Analysis...
Pombinho, Miguel; Fialho, Ana; Dionísio, AndreiaThis study aims to investigate the external and internal determinants that lead Chief Executive Officers (CEOs) of oil and gas companies to obfuscate and manipulate Corporate Social Responsibility (CSR) reporting. The analysis focuses on CEO letters from CSR and integrated reports of 24 companies, between 2008 and 2021. A total of 336 company-year observations were analyzed. Quantitative methods based on readab...
Information flow between asset classes during extreme events
Almeida, Dora; Dionísio, Andreia; Ferreira, Paulo; Aslam, Faheem; Quintino, DerickThe interconnectedness between asset classes becomes particularly relevant during extreme events, as market stress amplifies risk spillovers and impacts asset relationships, influencing risk transmission and financial market stability. While existing studies often examine financial interdependencies, including extended periods, they frequently focus on specific markets or asset classes, limiting the understandi...
Exploring the connection between geopolitical risks and energy markets
Almeida, Dora; Ferreira, Paulo; Dionísio, Andreia; Aslam, FaheemThis study delves into the complexities of energy commodity futures and clean energy indexes, analyzing their responses to geopolitical risk. The detrended fluctuation analysis was applied, and the efficiency index was estimated to assess energy market behavior better. This approach allows the evaluation of long-range dependence and market efficiency. The findings show evolving patterns influenced by significan...
The European tango between market risk and credit risk: A non-linear approach
Almeida, Dora; Ferreira, Paulo; Dionísio, AndreiaFinancial markets are closely connected, with credit and market risks dynamically influencing each other, particularly during extreme events. While their interdependence is well-documented in the literature, the direction and intensity of information flow remain uncertain. Using transfer entropy on European credit and stock volatility indices, we quantify this flow and its dynamics during the most recent extrem...
More Is Still Not Enough—What Is Necessary and Sufficient for Happiness?
Kaminska, Joanna; Dionísio, Andreia; Infante, Paulo; Carrilho, RitaHappiness is defined as well-being and contentment with life. The growing imperative to evaluate well-being beyond economic growth alone has led to the formulation of holistic indices that better reflect quality of life and sustainable development goals. This has resulted in the emergence of the Happiness Score (HS), which adopts a more holistic and human-centred perspective on development and well-being. The p...
DETERMINANTS OF DEMAND FOR CITIES WITH HIGHER EDUCATION INSTITUTIONS: AN APPROA...
Dionísio, Andreia; Rolim, Cassio; Rego, ConceiçãoHigher education institutions are typically situated in urban areas, making them appealing destinations for students seeking advanced education. This paper aims to explore the factors influencing the demand for cities with these institutions, focusing on the Portuguese context. By analysing distance and the quality of life in municipalities, we can better understand what attracts students to these university ci...