This paper investigates the relationship between US stock market returns (S&P500) and
three indicators of the market, namely implied volatility, implied correlation and liquidity. It …

The sharing economy is a relatively recent phenomenon that aims to promote
environmentally friendly practices. The sharing economy is characterized by the …

The dynamic development of commodity derivatives markets has been observed since the
mid-2000s. It is related to the development of e-commerce, the inflow of financial investors' …

Recent researches on behavioral finance have tested for, among others, evidence for the
relations between weather, investors' mood, and investment decisions. Many of the …

This study delves into the intricate interplay between global fossil fuel demands and the
evolving landscape of the carbon market. Fossil fuels remain fundamental to global energy …

This study provides fully mathematically and economically feasible solutions to estimating
implied correlation matrices in equity markets. Factor analysis is combined with option data …

This dissertation is composed of two self-contained chapters that both relate to mergers and
acquisitions (M&A). In the first essay, we examine the Delaware (DE) reincorporation effect …

Развиваются теоретические знания о количественных взаимосвязях и
закономерностях экономического развития, механизмах управления народным …

Forward-looking correlations are of interest in different financial applications, including factor-
based asset pricing, forecasting stock-price movements or pricing index options. With a …

This article develops the theoretical knowledge about the quantitative relations and
regularities of economic development, as well as the management mechanisms of the …