Recurrence based entropies for sustainability indices

Derbentsev, Vasily; Семеріков, Сергій Олексійович; Serdyuk, Olexander; Solovieva, V. I.; Soloviev, Vladimir

doi:10.1051/e3sconf/202016613031

Cited by 23 publications

(12 citation statements)

References 16 publications

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“…That is why, in our opinion, the optimization of foreign trade relations of Ukraine is of vital importance since it will not only improve the country's economy, but also enable Ukraine to become a better functioning element of the global economic system [8]. Our hope is that Ukraine will be able to adapt to the new realities and become a more confident and sufficient player of the modern world economy -an open complex stochastic nonlinear system, the elements of which are highly interconnected and interdependent [9][10][11][12][13][14][15][16][17][18][19][20].…”

Section: Introductionmentioning

confidence: 99%

Ukraine’s foreign trade: responses to global challenges

Radzivivska

2021

SHS Web Conf.

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The overview of the country’s trade with all the continents during the period of 2000-2019 is given. The description of the commodity structure of exports/imports of goods, with particular attention to the industrial products, is followed by the detailed analysis of Ukraine’s foreign trade in 2020. The decrease in Ukraine’s foreign trade in 2020 by 6.4% is fully consistent with the projected WTO reduction of world trade in 2020 by 9.2%. Although COVID-19 had negative impact on Ukraine’s trade with the EU and the EAEU, it contributed to closer trade ties with Asia, improving Ukraine’s trade balance. The government and the national business elite should aim at solving the problems of increasing the volume and improving the commodity structure of Ukraine’s foreign trade with emphasis on the development of transport system for exporting agricultural and food products to the developed countries of the West and to the prospective economies of the East and the South. It is essential, on the one hand, to focus on the inflows of FDI and their appropriate use, and, on the other hand, on Ukraine’s participation in the formation of GVCs, global production networks. In the conditions of the Fourth industrial revolution, the economy finds itself transformed due to the fundamental changes. The optimization of foreign trade relations of Ukraine will not only improve the economy, but also enable the country to become a better functioning element of the global economic system.

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Section: Introductionmentioning

confidence: 99%

Ukraine’s foreign trade: responses to global challenges

Radzivivska

2021

SHS Web Conf.

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“…xlii This article highlights further research by the authors, begun in [36,45,46,73,182,196,210,236].…”

Section: Session 5: Cloud-based E-learning Platforms Tools and Servicesmentioning

confidence: 93%

9th Workshop on Cloud Technologies in Education: Report

Kiv

Семеріков

Shyshkina³

et al. 2022

CTE Workshop Proc.

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“…Srivastava (2007) investigated the long-term co-integrating relationship between Asian and USA markets. Derbentsev et al (2020), Armin Razmjoo et al (2019) compare the complexity of typical market indices with sustainable indices. Sherwood and Pollard (2018) look at the integration of ESG and non-ESG indices in the emerging stock market.…”

Section: Literature Reviewmentioning

confidence: 99%

“…A rising number of investors, governments and financial institutions engage in a productive discussion about the relationship between economic development and environmental protection. Financial market participants collaborate with the UN environment programme finance initiative 1 to better comprehend ESG problems, why they matter to finance, and how to tackle them (Derbentsev et al, 2020). The underlying assumption of ESG-based investment is to identify and evaluate the economic value possessed by socially conscious, environmentally sustainable companies with robust governance policies in place.…”

Section: Introductionmentioning

confidence: 99%

Integration and Volatility Spillover Among Environmental, Social and Governance Indices: Evidence from BRICS Countries

Sahoo

Kumar

2022

Global Business Review

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The current research examines the integration of environmental, social and governance (ESG) equity indices among emerging markets, that is, Brazil, Russia, India, China and South Africa (BRICS). Daily data of the ESG equity index from 1 January 2012 to 31 December 2021 are collected from Morgan Stanley Capital International (MSCI). The article employs Johansen’s co-integration test for long-term co-movement and Granger causality tests for causality among ESG equity indices. The study also used the BEKK model to investigate the volatility spillover among the ESG indices. Further, the study also calculated hedge ratios and portfolio weights. The results indicate that none of the ESG indices is co-integrated and short-run bi-directional causality exists across the four ESG indices. All the indices are significantly affected by their past shock and volatility. However, India’s ESG index is influenced by the past shock of South Africa and the past volatility of China. The findings suggest that the flow of information between the ESG indices of emerging countries is not developed yet to the point where they may be integrated into the BRICS countries. As a result, these sustainable equity indices must be promoted even more to become fully integrated.

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Recurrence based entropies for sustainability indices

Cited by 23 publications

References 16 publications

Ukraine’s foreign trade: responses to global challenges

Ukraine’s foreign trade: responses to global challenges

9th Workshop on Cloud Technologies in Education: Report

Integration and Volatility Spillover Among Environmental, Social and Governance Indices: Evidence from BRICS Countries

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