Sozial verantwortliches Investieren (Socially Responsible Investing, SRI) gewinnt an den Finanzmärkten aus verschiedenen Gründen zunehmend an Bedeutung, beispielsweise aufgrund der sich abzeichnenden Auswirkungen des Klimawandels oder des Strebens nach einer Netto-Null-Wirtschaft. Bestehende...

Socially responsible investing (SRI) continues to gain momentum in the financial market space for various reasons, starting with the looming effect of climate change and the drive toward a net-zero economy. Existing SRI approaches have included environmental, social, and governance (ESG)...

Socially responsible investing (SRI) continues to gain momentum in the financial market space for various reasons, starting with the looming effect of climate change and the drive toward a net-zero economy. Existing SRI approaches have included environmental, social, and governance (ESG)...

The price volatility of energy assets such as natural gas, crude oil, and coal among others do influence electricity prices, which altogether directly have significant economic impacts on different sectors of the economy. From this viewpoint, accurate energy price volatility predictions are very...

Socially responsible investing (SRI) continues to gain momentum in the financial market space for various reasons, starting with the looming effect of climate change and the drive toward a net-zero economy. Existing SRI approaches have included environmental, social, and governance (ESG)...

This paper presents the estimation methods of the Bayesian Graphical Vector Auto-regression with and without innovations such as external regressors (BG-VARX) and Bayesian Graphical Systems Equation Modelling (BG-SEM), which are developed to examine risk network structures embedded in...

Participants in electricity zonal markets are mostly concerned with two layers of value-chain in the production, investment, consumption of electricity and its derived products. On the other hand, achieving the goal of restructuring, policy regulations and transformation, requires accurately...

Sustainable responsible investing is gaining traction globally because of its contribution to climate change solutions and has therefore led to the growth in professionally managed assets linked to sustainability characterizations. In this sense, environmental, social, and governance (ESG)...

Because of the non-linearity inherent in energy commodity prices, traditional mono-scale smoothing methodologies cannot accommodate their unique properties. From this viewpoint, we propose an extended mode decomposition method useful for the time-frequency analysis, which can adapt to various...

Ensuring the security of stable, efficient, and reliable energy supplies has intensified the Interconnections among energy markets. Imbalances between supply and demand due to operational failures, congestions and other sources of risk faced by these connections can lead to a system that is...