Cryptocurrency markets, macroeconomic news announcements and energy consumption
Motivated by recent evidence showing that shocks in cryptocurrencies’ trade volume increase their energy consumption and carbon footprint, this study seeks to identify the news-based determinants of the volume and number of trades of Bitcoin and Ethereum.
Does adhering to the principles of green finance matter for stock valuation? Evidence from testing for (co-) explosiveness
We use a test for co-explosiveness to improve our understanding of the effects of green finance on the valuation of stocks.
Patients’ behavioral intentions toward robotic adoption in healthcare: An approach on apprehension of embedding robotics
The ubiquitous healthcare sector requires a variegated set of emerging innovations and advanced technologies in the healthcare sector.
PGP for portfolio optimization: application to ESG index family
The conventional portfolio design approach assumes Gaussian return distributions, but this is not accurate in practice. Asymmetric and heavy-tailed return distributions necessitate consideration of higher-order moments such as skewness and kurtosis, in addition to mean and variance.
The inflation loop is not a myth
This paper is part of the current debate around the wage-price spiral as inflation surges rapidly, and it assesses empirically whether the prevalence of wage indexation arrangements and the balance of bargaining power between workers and firms can explain cross-country differences in the dynamics
Time–frequency dependence and connectedness between financial technology and green assets
This paper provides new evidence on the dynamic dependence and connectedness between investments in Financial Technology (FinTech) and green assets across different market conditions and investment horizons.