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http://elibrary.kdpu.edu.ua/xmlui/handle/123456789/3765Повний запис метаданих
| Поле DC | Значення | Мова |
|---|---|---|
| dc.contributor.author | Derbentsev, Vasily | - |
| dc.contributor.author | Семеріков, Сергій Олексійович | - |
| dc.contributor.author | Serdyuk, Olexander | - |
| dc.contributor.author | Solovieva, Victoria | - |
| dc.contributor.author | Соловйов, Володимир Миколайович | - |
| dc.date.accessioned | 2020-04-24T06:55:46Z | - |
| dc.date.available | 2020-04-24T06:55:46Z | - |
| dc.date.issued | 2020-04-22 | - |
| dc.identifier.citation | Derbentsev V. Recurrence based entropies for sustainability indices [Electronic resource] / Vasily Derbentsev, Serhiy Semerikov, Olexander Serdyuk, Victoria Solovieva, Vladimir Soloviev // The International Conference on Sustainable Futures: Environmental, Technological, Social and Economic Matters (ICSF 2020). Kryvyi Rih, Ukraine, May 20-22, 2020 / Eds. : S. Semerikov, S. Chukharev, S. Sakhno, A. Striuk, V. Osadchyi, V. Solovieva, T. Vakaliuk, P. Nechypurenko, O. Bondarenko, H. Danylchuk // E3S Web of Conferences. – 2020. – Volume 166. – Article 13031. – Access mode : https://www.e3s-conferences.org/articles/e3sconf/abs/2020/26/e3sconf_icsf2020_13031/e3sconf_icsf2020_13031.html. – DOI : 10.1051/e3sconf/202016613031 | uk_UA |
| dc.identifier.issn | 2267-1242 | - |
| dc.identifier.other | DOI : 10.1051/e3sconf/202016613031 | - |
| dc.identifier.uri | https://www.e3s-conferences.org/articles/e3sconf/abs/2020/26/e3sconf_icsf2020_13031/e3sconf_icsf2020_13031.html | - |
| dc.identifier.uri | http://elibrary.kdpu.edu.ua/xmlui/handle/123456789/3765 | - |
| dc.identifier.uri | https://doi.org/10.1051/e3sconf/202016613031 | - |
| dc.description | 1. RobecoSAM, The Sustainability Yearbook 2019 (2019), https://yearbook.robecosam.com/fileadmin/Files/Do cuments/2019/The_Sustainability_Yearbook_2019.p df. Accessed 10 Apr 2020 2. The Global Green Finance Index (2020), https://greenfinanceindex.net/survey/. Accessed 10 Apr 2020 3. E. Ercrig-Olmedo, M.A. Fernandez-Izquierdo, I. Ferrero-Ferrero, J.M. Rivera-Lirio, M.J. MunozTerres, Sustainability 11, 915 (2019) 4. L. Fabregat-Aibar, M.G. Barbera-Marine, A. Terceno, L. Pie, Sustainability 11, 2526 (2019) 5. Dow Jones Sustainability Indices (2019), https://en.wikipedia.org/wiki/Dow_Jones_Sustainabi lity_Indices. Accessed 10 Apr 2020 6. RobecoSAM, About us (2020), https://www.robecosam.com/en/about-us/aboutrobecosam.html. Accessed 10 Apr 2020 7. S&P Global BMI (USD) (2020), https://us.spindices.com/indices/equity/sp-globalbmi-usd. Accessed 10 Apr 2020 8. J.C. Castilla-Rubio, S. Zadek, N. Robins, Fintech and sustainable development – assessing the implications (UNEP Inquiry, Nairobi, 2016) 9. O.Y. Kung, Green finance for a sustainable world (2019), https://www.mas.gov.sg/news/speeches/201 9/green-finance-for-a-sustainable-world. Accessed 10 Apr 2020 10. Green Finance Taskforce, Accelerating Green Finance (2019), https://www.gov.uk/government/pu blications/accelerating-green-finance-green-financetaskforce-report. Accessed 10 Apr 2020 11. D. Nassiry, ADBI Working Paper Series 883 (2018) 12. T. Cen, R. He, Advances in Social Science, Education and Humanities Research 291 (2018) 13. R. Durand, L. Paugan, H. Stolowy, Strategic management J. 40, 1471 (2019) 14. Sustainalytics, Index Research Services (2020), https://www.sustainalytics.com/index-researchservices/. Accessed 10 Apr 2020 15. Dow Jones Sustainability World (^W1SGI) (2020), https://finance.yahoo.com/quote/%5EW1SGI/. Accessed 10 Apr 2020 16. Dow Jones Industrial Average (^DJI) (2020), https://finance.yahoo.com/quote/%5EDJI?p=^DJI. Accessed 10 Apr 2020 17. J.A. Ohlson, Contemporary Accounting Research 18(1), 107–120 (2001) 18. M.M. Miralles-Quiros, J.L. Miralles-Quiros, I.G. Arraiano, Business Strategy and the Environment 26(7), 1014-1028 (2017). doi:10.1002/bse.1964 19. P. Sliwinski, M. Lobza, International Journal of Management and Economics 53(1), 25 (2017). doi:10.1515/ijme-2017-0003 20. N. Antonakakis, V. Babalos, C.K. Kyei, Appl. Econ. (2016) 21. J. Tillmann, Master Thesis, University of Tilburg (2012), http://arno.uvt.nl/show.cgi?fid=127657. Accessed 10 Apr 2020 22. M. Wang, X. Zhao, Q. Gong, Z. Ji, Sustainability 11, 280 (2019) 23. X. Liang, D. Si, X. Zhang, Int. J. Environ. Res. Public. Health 14, 1219 (2017) 24. H. Feng, X. Chen, P. Heck, H. Miao, Sustainability 6, 8980 (2014) 25. A.L. Mayer, R.P. Donovan, C.W. Pawlowski, Ecology and Society 19, 11 (2014) 26. H. Mynhardt, I. Makarenko, A. Plastun, Investment Management and Financial Innovations 14, 94 (2017) 27. U. Lucia, G. Grisolia, Energy Reports 5, 62 (2019) 28. V. Soloviev, A. Belinskyi, CEUR-WS, 2014, 116 (2018) 29. A. Belinskyi, V. Soloviev, S. Semerikov, V. Solovieva, CEUR-WS, 2422, 420 (2019) 30. V. Soloviev, A. Belinskij, CCIS, 1007, 276 (2019) 31. V. Soloviev, A. Belinskyi, V. Solovieva, CEUR Workshop Proceedings 2393, 434 (2019) 32. S.M. Pincus, Proc. Acad. Sci. USA 88, 2297 (1991) 33. N. Marwan, M.C. Romano, M. Thiel, J. Kurths, Phys. Rep. 438(5-6), 237 (2007) 34. M.A. Little, P.E. McSharry, S.J. Roberts, D.A.E. Costello, I.M. Moroz, BioMedical Engineering Online 6(23), 1–19 (2007) 35. S.R. Lopes, T.L. Prado, G. Corso, G.Z dos S. Lima, J. Kurths, Chaos, Solitons & Fractals 133, 109616 (2020). doi:10.1016/j.chaos.2020.109616 | - |
| dc.description.abstract | The work is devoted to a comparative analysis complexity of traditional stock market indices and social responsible indices in the example Dow Jones Sustainability Indices and Dow Jones Industrial Average. As measures of complexity, the entropies of various recurrence indicators are chosen – the entropy of the diagonal lines of the recurrence diagram, recurrence probability density entropy and recurrence entropy. It is shown that these measures make it possible to establish that the socially responsive Dow Jones index is more complex. A comprehensive assessment of complexity reveals the nature of the effectiveness of social responsible indices and opens up new opportunities for investor risk management. | uk_UA |
| dc.language.iso | en | uk_UA |
| dc.publisher | EDP Sciences | uk_UA |
| dc.relation.ispartofseries | E3S Web of Conferences;166 | - |
| dc.subject | Dow Jones sustainability indices | uk_UA |
| dc.subject | recurrence based entropies | uk_UA |
| dc.subject | sustainability indices | uk_UA |
| dc.title | Recurrence based entropies for sustainability indices | uk_UA |
| dc.type | Article | uk_UA |
| Розташовується у зібраннях: | Кафедра інформатики та прикладної математики | |
Файли цього матеріалу:
| Файл | Опис | Розмір | Формат | |
|---|---|---|---|---|
| e3sconf_icsf2020_13031.pdf | article | 2.01 MB | Adobe PDF | Переглянути/Відкрити |
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