相关论文: Interdependence between Green Financial Instrument…

Understanding the dependencies among financial assets is critical for portfolio optimization. Traditional approaches based on correlation networks often fail to capture the nonlinear and directional relationships that exist in financial…

Screening combinatorial space for novel materials - such as perovskite-like ones for photovoltaics - has resulted in a high amount of simulated high-troughput data and analysis thereof. This study proposes a comprehensive comparison of…

This study examines the relationship between GDP growth and Gross Fixed Capital Formation (GFCF) across developed economies (G7, EU-15, OECD) and emerging markets (BRICS). We integrate Random Forest machine learning (non-linear regression)…

We examine a green transition policy involving a tax on brown goods in an economy where preferences for green consumption consist of a constant intrinsic individual component and an evolving social component. We analyse equilibrium dynamics…

We study the implications of model uncertainty in a climate-economics framework with three types of capital: "dirty" capital that produces carbon emissions when used for production, "clean" capital that generates no emissions but is…

Can constantly comparing ourselves to others lead to overconsumption, ultimately increasing the ecological footprint? How do social comparisons shape green preferences over time? To answer these questions, we develop an environmental…

We derive simple return models for several classes of bond portfolios. With only one or two risk factors our models are able to explain most of the return variations in portfolios of fixed rate government bonds, inflation linked government…

Green bonds have been shown to be effective tool for sustainability however market growth is impeded by high issuance and transaction costs. The lack of appropriate standardisation and frameworks raise fear of greenwashing. In this paper,…

As a core policy tool for China in addressing climate risks, green finance plays a strategically important role in shaping carbon mitigation outcomes. This study investigates the nonlinear and interaction effects of green finance on carbon…

We investigate connectedness within and across two major groups or assets: i) five popular cryptocurrencies, and ii) six major asset classes plus two commonly employed risk factors. Granger-causality tests uncover six direct channels of…

The time dependence of the recently introduced minimum spanning tree description of correlations between stocks, called the ``asset tree'' have been studied to reflect the economic taxonomy. The nodes of the tree are identified with stocks…

To reduce global biodiversity loss, there is an urgent need to determine the most efficient allocation of conservation resources. Recently, there has been a growing trend for many governments to supplement public ownership and management of…

Recently there have been several considerations by different authors of viscosity and the Green-Kubo stress correlation function from the microscopic perspective. In most of these and earlier works the atomic level stress is the minimal…

The importance of considering related stocks data for the prediction of stock price movement has been shown in many studies, however, advanced graphical techniques for modeling, embedding and analyzing the behavior of interrelated stocks…

The aim of this paper is the study of the relationship between two objects, the Green-Lazarsfeld set and the Bieri Neumann Strebel invariant.

The critical infrastructures of the nation such as the power grid and the communication network are highly interdependent. Also, it has been observed that there exists complex interdependent relationships between individual entities of the…

We investigate the properties of correlation based networks originating from economic complex systems, such as the network of stocks traded at the New York Stock Exchange (NYSE). The weaker links (low correlation) of the system are found to…

Fifty North Sea oil & gas investment transactions were analysed using traditional spreadsheet based financial modelling methods. The purpose of the analysis was to determine if there was a statistically significant relationship between the…

We propose a comprehensive treatment of the leverage effect, i.e. the relationship between returns and volatility of a specific asset, focusing on energy commodities futures, namely Brent and WTI crude oils, natural gas and heating oil.…

We investigate the concept of network momentum, a novel trading signal derived from momentum spillover across assets. Initially observed within the confines of pairwise economic and fundamental ties, such as the stock-bond connection of the…