Abstract. The goal of the paper is development of the conception of sustainable return investment decisions strategy in capital and money markets and modeling of investment decisions along sustainable development concept in capital and money markets. The research was performed with an experiment in FOREX and in some matured and emerging capital markets. The adequate for investments decisions reliability assessment portfolio will be presented and analysed as main instrument for developing sustainable return investment decisions strategy. The cases of practical implementation of adequate portfolio will be widely described. Further, the pragmatical problems how to use the strategy as innovative and effective financial instrument for investors and stock treasury will be discussed. Practical calculation was made on the very last data of different markets.
Abstract. Country risk and economic sustainability become more and more important in the contemporary economic world. This paper proposes the analysis on relationship between country risk and economic sustainability in EU Baltic Sea region countries, based on statistical data of the year 2012. Investigations and calculations of rankings for country risk and sustainability were made and the results were optimized by implementing MOORA (Multi-Objective Optimization by Ratio analysis) and MULTIMOORA (MOORA plus Full Multiplicative Form) methods. Furthermore, correlation analysis was prepared and the informative results were obtained. Starting with a system of 8 alternative responses on 21 objectives (indicators), from several approaches the unambiguous results were obtained, which could be engaged in the process of creating new model for country risk assessment and its dependent sustainability indicators for EU Baltic Sea region countries.
Abstract. Country risk, sustainability an economic safety are becoming more important in the contemporary economic world. The aim of this paper is to present the importance of comparison formalisation of country risk, sustainability, and economic safety indices for strategic alignment. The work provides an analysis on the relationship between country risk, sustainability an economic safety in EU countries, based on statistical data. Investigations and calculations of rankings provided by Euromoney Country Risk Index, European Economic Sustainability Index as well as for Economic Security Index were made and the results of EU country ranking based on three criteria were provided. Furthermore, the data for the Baltic States was summarised and the corresponding index of consistency for random judgments was evaluated.Keywords: country risk, sustainability, economic safety, EU region. Santrauka. Šalies rizikos, tvarumo ir ekonominio saugumo įvertinimas tampa vis labiau svarbus šiuolaikiniame ekonominiame pasaulyje. Šio straipsnio tikslas -formalizuoti šalies rizikos, tvarumo ir ekonominio saugumo rodiklių palyginimo procesą siekiant strateginių tikslų. Straipsnyje analizuojamas sąryšis tarp šalies rizikos, tvarumo ir ekonominio saugumo ES šalyse re miantis statistiniais duomenimis. Tiriamas ir skaičiuojamas šalių rangavimas pagal Euromoney šalies rizikos indeksą, Europos ekonomikos tvarumo indeksą, taip pat pagal Ekonominio saugumo indeksą. Pateikiamas apibendrintas reitingavimas pagal tris kriterijus. Be to, Baltijos šalių duomenys yra atskirai išanalizuoti ir apibendrinti.
JELReikšminiai žodžiai: šalies rizika, tvarumas, ekonomimis saugumas, ES regionas.2014 15(1): 1-10
The purpose of the paper is to investigate the influence of changes of commodity price level in the world commodity exchanges on variation of general price level index in Lithuania. Object of the research is commodity price level in the world commodity exchanges. The methodology applied is following: study of the recent scientific literature, collection and analysis of statistical data, correlation regression analysis. The conclusion can be made that variation of general price level in Lithuania depends on changes of commodity prices in world commodity exchanges, mostly from the prices of aluminium, cocoa, coal and oil. Regression function made with analysed commodities is adequate to real situation and chosen variables X explain the 64% of inflation variability and 36% are explained by other factors. The results show that the determinate regression function could be practically used to forecast the dependence of inflation rate on the particular factors.
Though a country᾽s economy is growing, separate regional development disparities could be even more significant. This paper aims to identify the situation of inequality of Lithuania᾽s regions, taking into consideration the most important factors of regional economic growth and investments. Evaluation of regions by 15 criteria is carried out by a ranking method. Results show a big disparity between regions. Significant Spearman correlation is found between FDI and total investment with all investigated group of factors of economic growth in the group of City Municipalities, but in the group of District Municipalities, it differs. Four scenarios for regional policy formation were distinguished.
The purpose of this study is to suggest a complex model of market price development for liquid assets, which is able to simulate all of the main features particular to the real price development and has a realistic financial explanation. First, the paper defines assumptions for the model construction from empirically observed processes. Then, the model is implemented in the real simulation environment. Finally, the ability of the model is checked to simulate empirically observed features, e.g. leptokurtic characteristics or skewness of the price distribution. Also, this paper newly defines and implements the resonance effect. FFT analysis is used to support oscillation processes. Finally, selected markets are provided with parameter optimisation of the model based on empirical observations. It was found that the model built under the previously mentioned assumptions was able to explain empirically observed effects that reversely support the correctness of those assumptions. The practical value of the constructed model can be found in many areas, including risk management and asset valuation.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.