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Search results for: UNCERTAINTY, SPECULATIVE ASSET, GEOPOLITICAL RISK, GLOBAL ECONOMIC POLICY, CRYPTOCURRENCY
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Cryptocurrencies as a speculative asset. How much uncertainty is included in cryptocurrency price?
PublicationThe aim of this paper is to examine the relationship between uncertainty indices (Geopolitical Uncertainty Index and Global Economic Policy Uncertainty Index) and cryptocurrencies. In order to conduct research, the authors collected the data on the major cryptocurrencies (Bitcoin, Ethereum, Tether, Dogecoin and USD coin) which account for 78% of the total market cap. Using panel OLS regression, this study finds that Bitcoin...
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Cryptocurrencies as a Speculative Asset: How Much Uncertainty is Included in Cryptocurrency Price?
PublicationThe aim of this paper is to examine the relationship between uncertainty indices (Geopolitical Uncertainty Index and Global Economic Policy Uncertainty Index) and cryptocurrencies. This study evaluated the behavior of cryptocurrencies with the evolution of uncertainties (GPU, EPU) on returns and volatility in terms of safe heaven as in traditional specualtive assets it increases their volaitility and reduces risk. For this purpose,...
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Aleksandra Parteka dr hab. inż.
PeopleAbout me: I am an associate professor and head of doctoral studies at the Faculty of Management and Economics, Gdansk University of Technology (GdanskTech, Poland). I got my MSc degree in Economics from Gdansk University of Technology (2003) and Universita’ Politecnica delle Marche (2005), as well as MA degree in Contemporary European Studies from Sussex University (2006, with distinction). I received my PhD in Economics...
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Is geopolitical risk priced in the cross-section of cryptocurrency returns?
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QUANTITATIVE EASING POLICY AND ITS IMPACT ON THE GLOBAL ECONOMY
PublicationBased on the analysis of the impact of quantitative easing policies on the global economy, there was concluded that the world’s largest central banks and widespread debt stimulation have created the model of economic growth. This model was based on the productivity growth. The lack of productivity growth in the developed world, the active integration of developing countries (first of all China and India) in the global economy have...
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Global Competitiveness and Economic Growth: A One-Way or Two-Way Relationship?
PublicationThe Global Competitiveness Index is treated as a standard to measure the competitiveness of countries. Leaders look at it to make policy and resource allocation decisions because global competitiveness is expected to be related to economic growth. However, studies which analyze the empirical relationship between these two economic categories are very rare. It is still an open question in the literature whether economic growth can...
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Energy Efficiency and Economic Policy: Comprehensive Theoretical, Empirical, and Policy Review
PublicationIn this paper, we analyze the role of economic policy in prompting energy efficiency. This study reviews three aspects, theoretical, empirical, and existing policies to evaluate the relationship of energy efficiency and economic policy. This study furthermore identifies the existing issues from a policy perspective in energy efficiency. Although not all public policies may be justified, it suggests that these types of financial...
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Twitter-Based uncertainty and cryptocurrency returns
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Cryptocurrency anomalies and economic constraints
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Global Surrogate Modeling by Neural Network-Based Model Uncertainty
PublicationThis work proposes a novel adaptive global surrogate modeling algorithm which uses two neural networks, one for prediction and the other for the model uncertainty. Specifically, the algorithm proceeds in cycles and adaptively enhances the neural network-based surrogate model by selecting the next sampling points guided by an auxiliary neural network approximation of the spatial error. The proposed algorithm is tested numerically...
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Global energy transition: From the main determinants to economic challenges regions
PublicationDynamic global energy transition has been accelerating for the last decade. Interestingly, the energy transition is multidimensional and concerns both the dimensions of technique/ technology and the economic, social, institu-tional, and legal spheres (Shuguang et al., 2022; Tzeremes et al., 2022; Ram-zan et al., 2022; Tzeremes et al., 2022). The literature also points to the signif-icant impact of the digitization of the global...
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JOURNAL OF RISK AND UNCERTAINTY
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Michał Bernard Pietrzak dr hab.
PeopleMichal Pietrzak is head of the Department of Statistics and Econometrics at the Faculty of Economics and Management, Gdańsk University of Technology, and Deputy Editor-in-Chief for Statistical Reviewing of the journals: Oeconomia Copernicana and Equilibrium. Quarterly Journal of Economics and Economic Policy. Until October 2021, he worked as an associate professor at the Faculty of Economic Sciences and Management, Nicolaus...
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Tackling microplastics pollution in global environment through integration of applied technology, policy instruments, and legislation
PublicationMicroplastic pollution is a serious environmental problem that affects both aquatic and terrestrial ecosystems. Small particles with size of less than 5 mm, known as microplastics (MPs), persist in the environment and pose serious threats to various species from micro-organisms to humans. However, terrestrial environment has received less attention than the aquatic environment, despite being a major source of MPs that eventually...
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Probability Uncertainty and Quantitative Risk
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EQUILIBRIUM Quarterly Journal of Economics and Economic Policy
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Strategies can be expensive too! The value spread and asset allocation in global equity markets
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Economic Foundations for Creative Ageing Policy, Volume II
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Economic Foundations for Creative Ageing Policy, Volume I
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Uncertainty assessment in the safety and security oriented risk analyses
PublicationW artykule przedstawiono uwzględnienie oceny niepewności w procesie związanym z analizą ryzyka i analizą bezpieczeństwa oraz ochroną informacji. Przedstawiona została koncepcja oceny bezpieczeństwa i zarządzania ryzykiem z uwzględnieniem analizy warstw zabezpieczeń LOPA. W artykule nakreślono wyzwania związane z integracją podejścia oceny bezpieczeństwa (safety) i ochrony informacji (security) w projektowaniu systemów zabezpieczeń...
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Cash Flow Management in Small and Medium Enterprises in Times of Economic Uncertainty
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Global and regional economic inequality: Methods of measurement and evidences
PublicationThe lack of countries’ statistical income data, comparable across countries and years, seems to be the main reason of controversial conjectures concerning global inequality and its evolution over time. In the databases, which purport to collect income data on a worldwide scale, only some summary statistics (quantile income shares, means, Gini indices) are presented. Therefore, the development of efficient methods of extracting...
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Risk of incorrect pass-fail decisions associated with assessment uncertainty
PublicationA mathematical framework for calculation teacher's and student's risks of incorrect pass-fail decisions under uncertainty of assessment, is presented. The probabilistic model of assessment process is adapted from interdisciplinary probabilistic theory of measurement.
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Global Policy
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Andrzej Klimczuk
PeopleAndrzej Klimczuk, PhD, a sociologist and public policy expert, assistant professor in the Department of Social Policy of the Collegium of Socio-Economics at the SGH Warsaw School of Economics, Poland. Editor and correspondent of publications about computer and video games in the years 2002-2009. In 2011-2013, Vice President of the Foundation's Laboratory Research and Social Action "SocLab." External expert of institutions such...
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THE COVID-19 DISEASE AND POLICY RESPONSE TO MITIGATE THE ECONOMIC IMPACT IN THE EU
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Municipality’s financial potencial and policy of flood risk management in Poland
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Challenges of the risk analysis of critical systems for insurance purposes under uncertainty
PublicationProponuje się metodę analizy ryzyka dla celów ubezpieczeniowych. Podkreśla się, że zarządzanie bezpieczeństwem systemów podwyższonego ryzyka i systemów krytycznych, obejmujące instrumenty Ubezpieczeniowe, wymaga stosowania odpowiednich metod szczególnej analizy ryzyka z uwzględnieniem problemu niepewności. Proponuje się podejście reprezentowania niepewności w ocenach ryzyka za pomocą przedziałów liczbowych, ogólnie przedziałów...
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ECONOMIC POLICY
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Uncertainty in maritime risk analysis: Extended case study on chemical tanker collisions
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Country Risk and Expected Returns across Global Equity Markets
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ICT for Global Competitiveness and Economic Growth in Emerging Economies: Economic, Cultural, and Social Innovations for Human Capital in Transition Economies
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Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns
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Information and Communication Technology Management for Global Competitiveness and Economic Growth in Emerging Economies
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City as a product. Architecture as an Economic Instrument. Are Global Cities People-Friendly Places?
PublicationWhile spending time in our everyday urban environment do we ever think how particular architecture influences the economic value of that space? Space has its measurable financial value. From the economic point of view a place can be treated as a product that fights for appearing in tourists’ and investors’ consciousnesses. Space - treated as an object of demand and supply - becomes an element in a marketing game. To reach its...
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Global Economic Review
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THE IMPLICATIONS OF ECONOMIC DEVELOPMENT, CLIMATE CHANGE AND EUROPEAN WATER POLICY ON SURFACE WATER QUALITY THREATS
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Global Social Policy
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Different philosophical approaches to estimating missing data in AHP frameworks for uncertainty representation in risk assessments
PublicationAHP (ang. Analytic Hierarchy Process) jest jedną z metod szeroko stosowaną w wieloatrybutowym podejmowaniu decyzji. Zwykle ekspert lub grupa ekspertów jest proszona o wyrażenie swojej subiektywnej opinii o każdej z par wariantów decyzyjnych. Na tej podstawie tworzone są tzw. macierze ocen. Zdarza się często, że macierze takie są niekompletne i wtedy występuje problem brakujących danych. Referat dotyczy wybranych metod ich uzupełnienia.
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Analysis of Investments in RES Based on the Example of Photovoltaic Panels in Conditions of Uncertainty and Risk—A Case Study
PublicationThe aim of this study is to examine the profitability of investment in a photovoltaic microinstallation, to analyze the impact of legal changes on its profitability, and to perform a sensitivity analysis of the investment profitability to energy price changes. The novelty of the research applies to the financial analysis of two legal systems of discount called net-metering and net-billing. The two systems and the change in energy...
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Risk Management and Healthcare Policy
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CONTEMPORARY ECONOMIC POLICY
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Economic Analysis and Policy
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American Economic Journal-Economic Policy
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Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns
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Improving Social Justice, Environmental Integrity, and Geopolitical Resilience in EU Electric Mobility Transition
PublicationWe recommend improving social justice, environmental integrity, and geopolitical resilience in electric mobility transition. To achieve this policy recommendation, we propose the following: (1) Increase societal acceptance and justice of climate policies by engaging local stakeholders; (2) Prioritize sustainable mobility practices over replacement of internal combustion engine vehicle (ICEV) with battery electric vehicle (BEV);...
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Global & Local Economic Review
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Journal of Global Economic Analysis
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Global Health Research and Policy
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Journal Global Policy and Governance
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