12 documents found, page 1 of 2

The European tango between market risk and credit risk: A non-linear approach

Financial 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...

Dynamic Cross-Correlation Between BRICS Markets, Commodities and Green Bonds

This paper evaluated the cross-correlation between the BRICS (Brazil, Russia, India, China and South Africa) markets with commodities and green bonds. For this purpose, the detrended moving-average cross-correlation coefficient (ρDMCA) was used, based on a sliding windows approach, with data covering a sample before the COVID-19 pandemic, during the COVID-19 pandemic and after Russia invaded Ukraine. The result...

Information flow between asset classes during extreme events

US Gasoline Prices: A Dynamic Persistence Analysis Under COVID-19 and Russia-Uk...

The European tango between market risk and credit risk: A non-linear approach

Company Management in the Insurance Sector: Valuing Employees and their Work Co...

This study focuses mainly on the role of employees in insurance companies in Portugal, analysing the importance of valuing them and their commitment to their work. Considering the above, this research aims to examine which aspects lead to greater commitment on the part of employees and what makes them feel valued within the organisations where they work. A quantitative methodology was used to fulfil this object...

Information flow dynamics between cryptocurrency returns and electricity consum...

Understanding energy consumption associated with cryptocurrency mining gained increasing attention, with the literature focusing mainly on Bitcoin. This study uses data from the two energy consumption indices, to estimate static and dynamic transfer entropies. The results provide a nuanced understanding of the bidirectional relationships and their implications. The dominant direction of information flow for Bit...

Exploring the connection between geopolitical risks and energy markets

This 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 depen dence and market efficiency. The findings show evolving patterns influenced by significa...

Dynamic linkage between environmental segments of stock markets: the role of gl...

This study evaluates the links between representative indices of companies with high environmental performance and the propensity of such indices to economic and financial shocks. Five indices, representing environmental segments and four global macroeconomic and financial variables, were analyzed over a thirteen-year period, which included various crisis moments, such as the sovereign debt crisis, the COVID-19...

Quality Education for All: A Fuzzy Set Analysis of Sustainable Development Goal...

The relationship between education and societal development is unquestionable. Education contributes to achieving both societies’ and individuals’ social and economic goals. Quality education is recognized as one of the Sustainable Development Goals (SDGs), which, jointly with other behaviors and attitudes, could impact the development of societies in other fields like health and well-being, cultural preservati...