Будь ласка, використовуйте цей ідентифікатор, щоб цитувати або посилатися на цей матеріал:
http://elibrary.kdpu.edu.ua/xmlui/handle/123456789/4120Повний запис метаданих
| Поле DC | Значення | Мова |
|---|---|---|
| dc.contributor.author | Khvostina, Inesa | - |
| dc.contributor.author | Семеріков, Сергій Олексійович | - |
| dc.contributor.author | Yatsiuk, Oleh | - |
| dc.contributor.author | Daliak, Nadiia | - |
| dc.contributor.author | Romanko, Olha | - |
| dc.contributor.author | Shmeltser, Ekaterina | - |
| dc.date.accessioned | 2020-12-24T16:54:50Z | - |
| dc.date.available | 2020-12-24T16:54:50Z | - |
| dc.date.issued | 2020-10-26 | - |
| dc.identifier.citation | Khvostina I. Casual analysis of financial and operational risks of oil and gas companies in condition of emergent economy [Electronic resource] / Inesa Khvostina, Serhiy Semerikov, Oleh Yatsiuk, Nadiia Daliak, Olha Romanko, Ekaterina Shmeltser // Machine Learning for Prediction of Emergent Economy Dynamics 2020 : Proceedings of the Selected Papers of the Special Edition of International Conference on Monitoring, Modeling & Management of Emergent Economy (M3E2-MLPEED 2020), Odessa, Ukraine, July 13-18, 2020 / Edited by : Arnold Kiv // CEUR Workshop Proceedings. – 2020. – Vol. 2713. – Pp. 41-52. – Access mode : http://ceur-ws.org/Vol-2713/paper02.pdf | uk_UA |
| dc.identifier.issn | 1613-0073 | - |
| dc.identifier.uri | http://ceur-ws.org/Vol-2713/paper02.pdf | - |
| dc.identifier.uri | http://elibrary.kdpu.edu.ua/xmlui/handle/123456789/4120 | - |
| dc.identifier.uri | https://doi.org/10.31812/123456789/4120 | - |
| dc.description | 1. Abdel-Basset, M., Gunasekaran, M., Mohamed, M., Chilamkurti, N.: A framework for risk assessment, management and evaluation: Economic tool for quantifying risks in supply chain. Future Generation Computer Systems 90, 489–502 (2019) 2. Amigun, B., Petrie, D., Gorgens, J.: Economic risk assessment of advanced process technologies for bioethanol production in South Africa: Monte Carlo analysis. Renewable Energy 36(11), 3178–3186 (2011) 3. Andrusiv, U., Kinash, I., Cherchata, A., Polyanska, A., Dzoba, O., Tarasova, T., Lysak, H.: Experience and prospects of innovation development venture capital financing. Management Science Letters 10(4), 781–788 (2020) 4. Bodnar, T., Gupta, A.K., Vitlinskyi, V., Zabolotskyy, T.: Statistical inference for the beta coefficient. Risks 7(2), 56 (2019) 5. Daniel, V.E., Florax, R.J.G.M., Rietveld, P.: Flooding risk and housing values: An economic assessment of environmental hazard. Ecological Economics 69(2), 355–365 (2009) 6. Degtiareva, O.: Analysis of risk and resilience factors in Ukrainian energy sector and integrated assessment of energy security level. Istanbul Journal of Economics and Politics 1, 73-82 (2015) 7. Derbentsev, V., Matviychuk, A., Soloviev, V.N.: Forecasting of Cryptocurrency Prices Using Machine Learning. In: Pichl, L., Eom, C., Scalas, E., Kaizoji, T. (eds.) Advanced Studies of Financial Technologies and Cryptocurrency Markets, pp. 211-231. Springer, Singapore (2020). doi:10.1007/978-981-15-4498-9_12 8. Derbentsev, V., Semerikov, S., Serdyuk, O., Solovieva, V., Soloviev, V.: Recurrence based entropies for sustainability indices. E3S Web Conferences 166, 13031 (2020). doi:10.1051/e3sconf/202016613031 9. Dźwigoł, H.: Kontroling w procesie zarządzania współczesnym przedsiębiorstwem. Politechnika Śląska, Gliwice (2011) 10. Fedorova, E.A.: Analysis of the Impact of Financial Integration. Audit and financial analysis 2 (2010) 11. Havrylenko, M., Shiyko, V., Horal, L., Khvostina, I., Yashcheritsyna, N.: Economic and mathematical modeling of industrial enterprise business model financial efficiency estimation. E3S Web Conferences 166 (2020), 13025. doi:10.1051/e3sconf/202016613025 12. Ivchenko, I.Y.: Modeling of economic risks and risk situations. Center for Educational Literature, Kyiv (2007) 13. Khvostina, I., Havadzyn, N., Horal, L., Yurchenko, N.: Emergent Properties Manifestation in the Risk Assessment of Oil and Gas Companies. CEUR Workshop Proceedings 2422, 157–168 (2019) 14. Khvostina, I., Matviychuk, A., Savina, S., Yatsiuk, O.: Analysis of the Dependence of the Performance of the Ensemble on the Accuracy of its Individual Models. Advances in Economics, Business and Management Research 99 (2019). doi:10.2991/mdsmes19.2019.70 15. Kiv, A., Semerikov, S., Soloviev, V., Kibalnyk, L., Danylchuk, H., Matviychuk, A.: Experimental Economics and Machine Learning for Prediction of Emergent Economy Dynamics. CEUR Workshop Proceedings 2422, 1–4 (2019) 16. Kozmenko, O., Oliynyk V.: Statistical model of risk assessment of insurance company’s functioning. Investment Management and Financial Innovations 12(2), 189–194 (2015) 17. Kuzmin, O.E, Sytnik, Y.S.: Risks and organizational support of the process of intellectualization of enterprise management systems. Scientific Bulletin of the International Humanities University. Economics and Management Series 23(1), 81–85 (2017) 18. Kuzmin, O.E., Yavorskaya, Zh.B.: Economic evaluation and methods of management risk reduction in enterprise management system. Lviv Polytechnic, Lviv (2014) 19. Lukianova, V.V.: The mechanism of diagnostics of activity of the enterprise considering risk. NAS of Ukraine, Donetsk (2009) 20. Matviychuk, A., Novoseletskyy, O., Vashchaiev, S., Velykoivanenko H., Zubenko, I.: Fractal analysis of the economic sustainability of enterprise. SHS Web of Conferences 65, 06005 (2019). doi:10.1051/shsconf/20196506005 21. Matviychuk, A., Strelchenko, I., Vashchaiev, S., Velykoivanenko, H.: Simulation of the crisis contagion process between countries with different levels of socio-economic development. CEUR Workshop Proceedings 2393, 485–496 (2019) 22. Matviychuk, A.: Bankruptcy prediction in transformational economy: discriminant and fuzzy logic approaches. Fuzzy economic review 15(1), 21–38 (2010). doi:10.25102/fer.2010.01.02 23. Menges, G.: Three essays in econometrics - Lectures held in Bombay and Calcutta in September/October 1962. Statistische Hefte 4(1), 1–37 (1963) 24. Oliinyk, V., Kozmenko O.: Optimization of investment portfolio management. Serbian Journal of Management 14(2), 373–387 (2019). doi:10.5937/sjm14-16806 25. Petryna, M., Stavnycha, N., Tarayevska, L., Rishchuk, L., Kushlyk, O.: A methodological approach to the evaluation of the effectiveness of innovative projects. E3S Web of Conferences 166, 13018 (2020) 26. PJSC Ukrnafta Annual Information 2016. https://www.ukrnafta.com/data/Page_FINANCIAL%20RESULTS/ANNUAL_REPORTS /2016.pdf (2017). Accessed 18 Aug 2020 27. PJSC Ukrnafta Annual Information 2017. https://www.ukrnafta.com/data/Ivestor_news/Richna%20informaciya%202017.pdf (2018). Accessed 18 Aug 2020 28. PJSC Ukrnafta Board Report 2018. https://www.ukrnafta.com/data/Investor_docs/Zvit%20Pravlinnya_2018.pdf (2019). Accessed 18 Aug 2020 29. PJSC Ukrnafta Intermediate Information 2019. https://www.ukrnafta.com/data/Investor_docs/Rehularna_promizhna_informatsiya_za_IV _kvartal_2019.pdf (2020). Accessed 18 Aug 2020 30. PJSC Ukrnafta Particular Financial Statements 2017. https://www.ukrnafta.com/data/Ivestor_news/Okrema%20zvitnist%202017.pdf (2018). Accessed 18 Aug 2020 31. Podolchak, N.Y., Kulynyak, I.Y.: The method of complex estimation of risk level for lessor enterprises. Actual Problems of Economics 142(4), 144–157 (2013) 32. Salvati, L., Zitti, M., Ceccarelli, T.: Integrating economic and environmental indicators in the assessment of desertification risk: A case study. Applied Ecology and Environmental Research 6(1), 129–138 (2008) 33. Shcherbak, O.V.: Risks identification at chemical enterprises and their management. Actual Problems of Economics 119(5), 145–148 (2011) 34. Soloviev, V., Belinskyi, A., Solovieva, V.: Entropy Analysis of Crisis Phenomena for DJIA Index. CEUR Workshop Proceedings 2393, 434–449 (2019) 35. Zhou, Q., Mikkelsen, P.S., Halsnæs, K., Arnbjerg-Nielsen, K.: Framework for economic pluvial flood risk assessment considering climate change effects and adaptation benefits. Journal of Hydrology 414-415, 539–549 (2012) | - |
| dc.description.abstract | Abstract. The need to control the risk that accompanies businesses in their day- to-day operations, and at the same time changing economic conditions make risk management an almost indispensable element of economic life. Selection of the main aspects of the selected phases of the risk management process: risk identification and risk assessment are related to their direct relationship with the subject matter (risk identification to be managed; risk analysis leading to the establishment of a risk hierarchy, and, consequently, the definition of risk control’ methods) and its purpose (bringing the risk to acceptable level). It is impossible to identify the basic patterns of development of the oil and gas industry without exploring the relationship between economic processes and enterprise risks. The latter are subject to simulation, and based on models it is possible to determine with certain probability whether there have been qualitative and quantitative changes in the processes, in their mutual influence on each other, etc. The work is devoted to exploring the possibilities of applying the Granger test to examine the causal relationship between the risks and obligations of oil and gas companies. The analysis is based on statistical tests and the use of linear regression models. | uk_UA |
| dc.language.iso | en | uk_UA |
| dc.publisher | Arnold Kiv | uk_UA |
| dc.subject | risk | uk_UA |
| dc.subject | risk identification | uk_UA |
| dc.subject | casual analysis | uk_UA |
| dc.subject | causality | uk_UA |
| dc.title | Casual analysis of financial and operational risks of oil and gas companies in condition of emergent economy | uk_UA |
| dc.type | Article | uk_UA |
| Розташовується у зібраннях: | Кафедра інформатики та прикладної математики | |
Файли цього матеріалу:
| Файл | Опис | Розмір | Формат | |
|---|---|---|---|---|
| paper02.pdf | article | 661.15 kB | Adobe PDF | Переглянути/Відкрити |
Усі матеріали в архіві електронних ресурсів захищені авторським правом, всі права збережені.