Autor: Denkowska, Anna - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Optimal Demand-Driven Eco-Mechanisms Leading to Equilibrium in Competitive Economy
Autorzy:: Denkowska, Anna
Lipieta, Agnieszka
Powiązania:: https://bibliotekanauki.pl/articles/2119886.pdf
Data publikacji:: 2022
Wydawca:: Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:: mechanisms design
competitive economy
equilibrium
eco-change
optimal mechanism
Opis:: We examine new mechanisms that introduce environmentally friendly eco- changes involving the elimination of noxious commodities and take into account the structure of demand without a detrimental effect to agents’ position. In the era of the fourth industrial revolution, these mechanisms allow eliminating unnecessary services or goods that are being replaced by modern technologies. We define optimal mechanisms under the criterion of distance minimization, when a small number of detrimental commodities is excluded from production processes as well as when producers are change-averse. The results have the form of theorems with rigorous proofs.
Źródło:: Central European Journal of Economic Modelling and Econometrics; 2022, 3; 225-262
2080-0886
2080-119X
Pojawia się w:: Central European Journal of Economic Modelling and Econometrics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: A dynamic MST-deltaCoVaR model of systemic risk in the European insurance sector
Autorzy:: Denkowska, Anna
Wanat, Stanisław
Powiązania:: https://bibliotekanauki.pl/articles/1054560.pdf
Data publikacji:: 2021-06-04
Wydawca:: Główny Urząd Statystyczny
Tematy:: systemic risk
minimum spanning trees
deltaCoVaR
insurance sector
Opis:: This work is a response to the EIOPA paper entitled 'Systemic risk and macroprudential policy in insurance', which asserts that in order to evaluate the potential systemic risk (SR), the build-up of risk, especially risk arising over time, should be taken into account, as well as the interlinkages occurring in the financial sector and the whole economy. The topological indices of minimum spanning trees (MST) and the deltaCoVaR measure are the main tools used to analyse the systemic risk dynamics in the European insurance sector in the years 2005-2019. The article analyses the contribution of each of the 28 largest European insurance companies, including those appearing on the G-SIIs list, to systemic risk. Moreover, the paper aims to determine whether the most important contribution to systemic risk is made by companies with the highest betweenness centrality or the highest degree in the obtained MST.
Źródło:: Statistics in Transition new series; 2021, 22, 2; 173-188
1234-7655
Pojawia się w:: Statistics in Transition new series
Dostawca treści:: Biblioteka Nauki

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