Vulnerability–resilience indexes fail to grasp all dimensions of sustainability, whereas sustainable development has gained momentum. We fill this gap with a hierarchical multimetric composite index (Net Vulnerability Resilience Index: NVRI) whose robustness relies on a mathematical algorithm...

We examine the impact, on commodity derivative markets, of two financial crises: the Subprime crisis and the bankruptcy of Lehman Brothers. These crises are "external" for commodity markets: they appeared in the financial sphere. Still, because now commodity markets are highly integrated,...

Small islands developing states constitute a fruitful topic to work on concerning the question of vulnerability and resilience. As debated in the economic literature, these territories present structural characteristics - smallness, remoteness and insularity - that are considered as strong...

This article inves tigates the time evolution of the integra tion of derivative markets through the graph-theory. We focus on three categor ies of underlying as sets : energy and agricultural products , as well as financial assets . Integration is seen as a necessary condition for systemic risk...

This article uses graph theory to provide novel evidence regarding market integration, a favorable condition for systemic risk to appear in. Relying on daily futures returns covering a 12-year period, we examine cross- and intermarket linkages, both within the commodity complex and between...

This chapter summarizes several empirical studies in finance, undertaken through the prism of the graph theory. In these studies, we built graphs in order to investigate integration and systemic risk in derivative markets. Several classes of underlying assets (i.e. energy products, metals,...

Several assessments of vulnerability and resilience have been attempted at a country level through composite indices but they are barely in accord with a holistic view of sustainable development. We suggest graph theory to structure a network of variables that depict vulnerability and resilience...

Our incentive is to assess the impact of demand forecast errors on the cost performance of several lot-sizing techniques in a multi-level context. Unpredicted changes in demand keep on plaguing consumer product companies. However, efforts to improve demand forecast accuracy may not be rewarded...