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Networks of log returns and volatilities of international stock market indexes

Sandoval Junior, Leonidas - In: The journal of network theory in finance 3 (2017) 3, pp. 41-82

Persistent link: https://www.econbiz.de/10011879065

Research on financing ecology and financing efficiency of strategic emerging industries in China

Xu, Ke; Geng, Chengxuan; Wei, Xiaoshu - In: Journal of business economics and management 20 (2019) 2, pp. 311-329

After integrating external ecological and endogenous factors of the development of the industry, the paper builds a financing ecology index system, and analyses the financing ecology of strategic emerging industries in recent years. Then the paper further analyses the influence of external and...

Persistent link: https://www.econbiz.de/10015444264

Integrating economics, environment, social, and governance (EESG) : a more comprehensive sustainable framework

Ma, Yan; Loh, Lawrence; Yin, Zhu-Jia - In: Innovation and green development 4 (2025) 1, pp. 1-9

paper proposes an EESG (Economics, Environment, Social, and Governance) evaluation system. This paper uses the entropy …

Persistent link: https://www.econbiz.de/10015405011

Global risk and the dollar

Georgiadis, Georgios; Müller, Gernot J.; Schumann, Ben - 2021

How does global risk impact the world economy? In taking up this question, we focus on the dollar’s role in the international adjustment mechanism. First, we rely on high-frequency surprises in the price of gold to identify the effects of global risk shocks in a Bayesian Proxy VAR model. They...

Persistent link: https://www.econbiz.de/10012705529

Never a Dull Moment : Entropy Risk in Commodity Markets

Chabi-Yo, Fousseni - 2020

. Using the concept of entropy, a summary of all moments of a risky security, we derive the relationship between expected … returns and their compensation for entropy risk. Entropy risk premium (ERP), the difference of entropy under the physical and …

Persistent link: https://www.econbiz.de/10012850653

Entropy of Global Financial Linkages

Lee, Daeyup - 2015

This paper proposes network entropy as a tool for measuring diversity of highly connected financial networks. The … computation of network entropy hinges on eigenvector centrality and Shannon entropy. Two policy-related findings emerge from this … research. First, regarding time variation of network entropy, international diversification of the global financial network …

Persistent link: https://www.econbiz.de/10013026008

Multifrequency-based non-linear approach to analyzing implied volatility transmission across global financial markets

Boateng, Ebenezer; Asafo-Adjei, Emmanuel; Gatsi, John … - In: Oeconomia Copernicana 13 (2022) 3, pp. 699-743

Persistent link: https://www.econbiz.de/10013449327

Global Entropy

Croce, Mariano (Max) Massimiliano; Nguyen, Thien Tung; … - 2015

generate global growth shocks. When agents have concerns for robustness, country-specific shocks (1) alter global entropy, and …

Persistent link: https://www.econbiz.de/10014037596

Never a dull moment : entropy risk in commodity markets

Chabi-Yo, Fousseni; Doshi, Hitesh; Zurita, Virgilio - In: Review of asset pricing studies : RAPS 13 (2023) 4, pp. 734-783

Persistent link: https://www.econbiz.de/10014445754

Competitive conditions in the public procurement markets : an investigation with network analysis

Fountoukidis, Ioannis G.; Antoniou, Ioannis E.; … - In: Journal of industrial and business economics 50 (2023) 2, pp. 347-368

Persistent link: https://www.econbiz.de/10014384748