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Davinder Malhotra and Srinivas Nippani
This study investigates the risk-adjusted performance of energy equity mutual funds across a 23-year period, employing the Cumulative Wealth Index (CWI) to gauge their long-term performance relative to benchmark indices. Despite inherent volatility due t...
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Minh Tran, Duc Pham-Hi and Marc Bui
In this paper, we propose a novel approach to optimize parameters for strategies in automated trading systems. Based on the framework of Reinforcement learning, our work includes the development of a learning environment, state representation, reward fun...
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Dimitar Yalamov, Petar Georgiev and Yordan Garbatov
Natural gas is cheaper than fuel on an energy basis, making it an alternative ship fuel which leads to a reduced operating cost and clean gas environmental conditions. The current study analyses the retrofit of an ageing multi-purpose ship to use liquefi...
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Yaovarate Chaovanapoonphol, Jittima Singvejsakul and Aree Wiboonpongse
Price volatility is a significant risk factor affecting the income of farmers in the agriculture sector, especially for international trade in products such as coffee in Thailand. This study proposes an alternative model to analyze the major factors in t...
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Jovica Stankovic, Ksenija Dencic-Mihajlov, Jelena Z. Stankovic, Evica Petrovic
Pág. 31 - 42
Research Question: This study examined the preconditions and efficiency of socially responsible investing (SRI) in the developing capital market, specifically the Belgrade Stock Exchange (BSE). Motivation: Considering the increasing trend of SRI (GSIA, 2...
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Sakli Hniya,Ahlem Boubker,Fatma Mrad,Sawssen Nafti
Pág. 52 - 67
This article aims to determine the impact of the Real Effective Exchange Rate (REER) and its volatility on Tunisian Foreign Direct Investment (FDI) Inflows for the period from 1980 to 2018. By applying the Auto Regressive Distributed Lag (ARDL) model, we...
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Kejin Wu and Sayar Karmakar
Forecasting volatility from econometric datasets is a crucial task in finance. To acquire meaningful volatility predictions, various methods were built upon GARCH-type models, but these classical techniques suffer from instability of short and volatile d...
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Kuan-Chieh Chen
Pág. 96 - 103
Most studies continue to analyze oil shocks. Earlier authors recognize that oil price volatility plays a critical role in the economy. There is accordingly evidence that oil price shocks negatively impact real gross domestic product (GDP) growth rates an...
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Imam Mustafa Kamal, Hyerim Bae, Sim Sunghyun and Heesung Yun
The Baltic Dry Index (BDI) is a commonly utilized indicator of global shipping and trade activity. It influences stakeholders? and ship-owners? decisions respecting investments, chartering, operational plans, and export and import activities. Accurate pr...
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Leandro Maciel,Rosangela Ballini
Pág. 80 - 99
Stock exchange automation, characterized by the replacement of floor trading systems by electronic trading systems, is one of the main restructuring processes observed in global capital markets in recent decades. This paper investigates the effects of au...
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