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Search results for: ENERGY MARKETS
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Journal of Energy Markets
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AI-Based Computational Model in Sustainable Transformation of Energy Markets
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Transformation of Energy Markets: Description, Modeling of Functioning Mechanisms and Determining Development Trends
PublicationOne of the key contemporary economic and social issues today is the global energy transition. Energy transition processes are having a significant impact on the development of world economies, increasing their TFP and leading to an increase in their level of innovation through the transfer of myriad new technologies. These processes also contribute to an increase in foreign direct investment and, consequently, an increase in the...
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COVID-19 Vaccinations and the Volatility of Energy Companies in International Markets
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Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020
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Markets of Energy (Dezhou)
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Markets of Energy (Dezhou University)
e-Learning CoursesMarkets of Energy course for Dezhou University - materials and online lessons
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Markets of Energy 21/22
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Markets of Energy 2021/22
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Labor Markets
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Labor Markets
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The Financialization of Commodity Markets
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Spectral Analysis of Capital Markets
PublicationIn this paper the problem of cycles existence in capital markets is addressed. A spectral analysis algorithm, which reduces signal-to-noise ratio, is proposed to derive cycle periodograms for the yield function of DJIA, WIG~20, and NIKKEI 225 indices. Peaks of the the periodograms provide premises to postulate the existence of some possible cycles. The 3.5 year periodicity in all 3 indices, which can be related to Kitchin cycle...
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The investment risk forecasting in a local energy market
PublicationThe paper considers the general problems faced when evaluating the risk of investing in a local energy market by computer tools. The proposal formulated for the emerging local energy markets suggests broadening the method of evaluating investment risk so as to include elements of cluster analysis. The paper also discusses the significance of estimating investment risk in market terms and the importance and range of the local energy...
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Financial Markets and Bankruptcy Systems: Is there a Relationship?
PublicationPurpose: Filling the cognitive gap in the theory of ex-post transaction costs, i.e., at the stage of enforcing market transactions by examining the relationship between friendliness/severity of the bankruptcy and restructuring law towards debtors, the level of development of financial markets, the effectiveness of the judicial system and the rate of debt recovery. Design/Methodology/Approach: In the research, the following methods...
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Regulation of Telecommunications Markets. Conference Report
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Sources of Return in the Index Futures Markets
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Price Changes in Wholesale Market of Electrical Energy in Poland
PublicationThe article discusses the Price changes on the wholesale electricity market in Poland Moreover, The price levels on the futures electricity markets and the spot transactions market are presented. The impact of emission charges under the EU ETS on the price of electricity in the domestic market has been taken into consideration Furthermore, the basic determinants of the generation structure in Poland that influence the level of...
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Stock markets in BRIC: development levels and macroeconomic implications
PublicationThe main purpose of the article is the presentation of changes in the stock market development level and their implications for the real economy in BRIC, i.e. Brazil, Russia, India and China. Research method was case studies based on qualitative and quantitative data. First part of the text is devoted to presenting main concepts regarding theoretical linkages between the stock market and real economy. Empirical part begins with...
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Merger imbalance and returns in international equity markets
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The impact of mega sports events on the stock markets
PublicationWpływ wielkoformatowych imprez sportowych na gospodarkę może być rozpatrywany na różnych płaszczyznach. Najczęściej przywołuje się zmiany w zakresie PKB kraju lub regionu goszczącego, zmiany na rynku pracy, rozbudowę bądź modernizację infrastruktury oraz tendencje w zakresie przepływu turystycznego. Kanały oddziaływania tak dużych wydarzeń są jednak dużo szersze i obejmują ponadto: życie publiczne, polityczne i kulturalne, informację,...
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Internationalization and Europeanization of Businesses in the Single European Markets
PublicationThe aim of the article is to determine internationalization and Europeization of businesses in the Single European Market, especially the territorial scope of their international activities
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Advancing Knowledge Quality and Quantity in Knowledge Markets
PublicationZaproponowano modelowe podejscie do oceny jakosci i ilosci wiedzy na powstajacych rynkach wiedzy. Przedstawiony model oparty jest na systemach wieloagentowych.
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Models and soft modelling in economics and virtual markets.
PublicationPrzedstawiono wprowadzenie do rynków wirtualnych, następnie zaproponowano podstawy miękkiego opisowego modelowania tych rynków. Przedstawione podejście potraktowano jako pierwszy krok w procesie budowy docelowego modelu wyjaśniającego.
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ICT, financial markets and their impact on firms’ performance and internationalisation
PublicationThe effects of information and communication technology (ICT) and financial development on growth are highly debated in the literature. Motivated by previous studies and their mixed results, in this study, we propose an analysis to re-examine the ICT-finance puzzle. We go beyond country-specific or sector-specific studies and conduct cross-country analysis with firm-level data. It enables obtaining a broad picture of the ICT-finance-growth...
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LABOUR SHARE IN THE DOMESTIC INCOME COMPARED TO DIFFERENT LABOUR MARKETS
PublicationThe purpose of this paper is to examine the changes in the share of labour in the domestic income in the years 1995-2010 in the Visegrád Group states, taking into account the level of development of the domestic labour markets. The study involves a review of the literature relating to the labour market issues, collecting sources and their use in the empirical part. The study used the induction method, the elements of descriptive...
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Forecast of basic fuel prices in imports to Poland (constant prices in USD in 2007)
Open Research DataThis dataset presents price growth forecasts for conventional energy sources. It should be noted that the Ministry of Economy forecasts a more than two-fold increase in oil prices (although these forecasts may be greatly underestimated) over 23 years, an almost two-fold increase in natural gas prices and a 40% increase in coal prices.
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Renewable energy transition in Europe in the context of renewable energy transition processes in the world. A review
PublicationBoth the global and European energy sectors have been undergoing a deep transition for several years, associated with a reduction in the overall share of conventional coal-based energy in favor of new technologies, especially energy from renewable sources (RES). This transition is moving from centralized production towards distributed technologies and from providing only energy to end users towards combining innovative products...
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Overview of problems in mathematics related analysis of capital markets
PublicationCelem pracy jest przedstawienie niektórych zjawisk w rynkach kapitałowych i problemów z ich analizą przy użyciu metod matematyki i nauk od niej pochodnych. Na wstępie określono cel analizy rynków. Kolejno przedstawiono historyczne podejścia do problemu ich analizy. Pokrótce przedyskutowano zagadnienie postrzegania rynków w kategoriach deterministycznych jak i stochastycznych. Następnie wskazano na istnienie sprzężeń zwrotnych w...
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Trade competitiveness and the aggregate returns in global stock markets
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Overview of problems in mathematics related analysis of capital markets
PublicationCelem pracy jest przegląd zjawisk i problemów w analizie rynków kapitałowych metodami matematyki. Zdefiniowano główny cel analiz rynkowych. Przedstawiono stosowane podejście w analizie rynków. Przedyskutowano podejście stochastyczne i deterministyczne. Kolejno przedstawiono zjawiska sprężeń zwrotnych w rynkach. Na koniec przedstawiono, specyficzne dla rynków zjawiska, które mają duży wpływ na zniekształcenie wyników analizy.
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Impact of demographic changes in Poland and Ukraine on labor markets
PublicationCelem artykułu jest przedstawienie wpływu sytuacji demograficznej w Polsce i na Ukrainie na rynek pracy w obu panstwach od momentu przystąpienia Polski do Unii Europejskiej, tj. od 2004 r. do końca 2021 r. Przeanalizowano zmiany demograficzne w okresie wybranych lat w kilku aspektach, populacji, przyrostu naturalnego, struktury wiekowej i płciowej, migracji wewnętrznych i zewnętrznych. Malejąca liczba ludności w wieku produkcyjnym...
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Russian companies on foreign stock markets: alternative to domestic market?
PublicationFirst aim of this study is to present the main aspects of the Russian stock market, including obstacles for local companies and investors. Second aim is presentation of the Russian companies listed on foreign stock exchanges. In order to perform such analysis, descriptive statistics and information about qualitative features were used. Assessment of the Russian stock market’s development level covered 2003-2012 time period. According...
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Financial markets diffusion patterns. The case of Mexican investment funds
PublicationExchange traded funds (ETFs) are one of the most influential financial innovations, reshaping the investment funds market in many countries, including Mexico. Due to their similar investment objectives, ETFs are considered substitutes for mutual funds. The aim of the article is to provide an in-depth insight into the issues associated with the development of financial markets in Mexico...
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Deregulation of the labour markets in the countries of Central and Eastern Europe — selected issues
PublicationThe countries of Central and Eastern Europe in the 1990s pursued the transformation processes which were to result in introducing systemic changes and building market economies. It was a process requiring adjustment of the regulatory and system framework to the requirements of the EU. One of the areas covered by the changes was the labour market. The reforms related to the functioning of national labour markets necessitated taking...
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INCREASING POWER SUPPLY SAFETY IN THE ASPECT OF SUPPORTING THE RENEWABLE ENERGY SOURCES BY CONVENTIONAL AND VIRTUAL POWER STORES
PublicationThis paper presents characteristics and purposefulness of supporting the renewable energy sources (OZE) by means of energy stores. The main emphasis was placed on analysis of virtual energy stores available for implementation in Polish economy conditions. A role which management of Demand Side Response (DSR) may play in balancing Polish electric power system, is discussed. Implementation of such solutions together with conventional...
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Balkan Stock Exchanges – Consideration of the Length of the Estimation Window in Similar Markets
PublicationPurpose: We study if capital markets in the Balkan are closely and positively related in terms of rate of return, risk, efficiency, and maximum cumulative loss in relation to different lengths of the estimation window. Design/Methodology/Approach: The research was carried out for the period from 01/01/2017 to 31/12/2019 using portfolio analysis. It was divided into an estimation window (01/01/2019 to 31/12/2019) and another with...
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Country Risk and Expected Returns across Global Equity Markets
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Performance Persistence in Anomaly Returns: Evidence from Frontier Markets
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Is there momentum in factor premia? Evidence from international equity markets
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The performance of ETFs on developed and emerging markets with consideration of regional diversity
PublicationThis study evaluates the performance of Exchange-Traded Funds (ETFs) by using various tracking error calculation approaches. The aim of the paper is, on the one hand, an evaluation of the performance of ETFs relative to their benchmarking indexes and, on the other, an endeavour to specify any relationship between this performance and both geographical location and the degree of market development. The research was conducted on...
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Analysis of latency between quotations and capital flow in capital markets.
PublicationThe aim of this paper is to prove that the derivative of the log of capital flow understood as price times volume advances the derivative of log of the price. A certain concept of signal processing using linear filtering has been proposed to conduct the research.
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The Impact of Covid-19 on the Performance of Exchange Traded Funds on Developed and Emerging Markets
PublicationIn this paper an endeavour was made to evaluate the impact of Covid-19 on the achievement of the investment objectives by selected ETFs in developed and emerging markets. For this purpose, the tracking errors calculated for 18 different ETFs operating on the basis of American, Asian and European stock indexes were analyzed. The time range of the research was selected in such a way as to compare the period before the pandemic(pre-Covid)...
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The Response of Selected Domestic Capital Markets on the Development of COVID-19 Pandemic – a Broader View
PublicationObjective: The study examines how the record of the first, hundredth, thousandth, ten-thousandth, one-hundred-thousandth, and millionth cases of COVID-19 affected investor behaviour in capital markets. It also looks at whether the month in which the first case was recorded in a given market affected the direction and strength of investor reactions. Lastly, it verifies whether the two announcements made by the WHO related to COVID-19...
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Extended investigation of performance-energy trade-offs under power capping in HPC environments
Publication—In the paper we present investigation of performance-energy trade-offs under power capping using modern processors. The results are presented for systems targeted at both server and client markets and were collected from Intel Xeon E5 and Intel Xeon Phi server processors as well as from desktop and mobile Intel Core i7 processors. The results, when using power capping, show that we can find various interesting combinations of...
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Application of Diffusion Models in the Analysis of Financial Markets: Evidence on Exchange Traded Funds in Europe
PublicationExchange traded funds (ETFs) are financial innovations that may be considered as a part of the index financial instruments category, together with stock index derivatives. The aim of this paper is to explore the trajectories and formulates predictions regarding the spread of ETFs on the financial markets in six European countries. It demonstrates ETFs’ development trajectories with regard to stock index futures and options that...
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Global value chains and labour markets – simultaneous analysis of wages and employment
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Digesting anomalies in emerging European markets: A comparison of factor pricing models
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Explaining Equity Anomalies in Frontier Markets: A Horserace of Factor Pricing Models
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Idiosyncratic risk and cross-section of stock returns in emerging European markets
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