Peter N. Posch’s research while affiliated with TU Dortmund University and other places

... Jansson et al. (2014) predicted that risk attitude would be positively related to SRI preferences on the basis of less efficient diversification, but their results showed the opposite, suggesting that sustainable investments were perceived as less risky. Aslan and Posch (2022) noted that with increasing levels of risk aversion, investors seek to incorporate sustainable investments into their portfolios, whereas Lagerkvist et al. (2020) showed that sustainability-focused individuals tend to avoid larger levels of risk exposure compared with financially-focused individuals. Conversely, other authors found the opposite. ...

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Socially responsible investments inside out: a new conceptual framework for investigating retail investor preferences

... The results of the Toda-Yamamoto co-integration test, along with the causality Granger test, demonstrate a causality direction from stock indices to the carbon market. Aslan and Posch (2022) discover the volatility connectedness between FTSE300 and EUA prices, using the Diebold-Yilmaz method for the third and last phase of the EU-ETS. According to the outcomes, the carbon market is a net receiver of volatilities from the stock market, and this connection enhances during the latest energy crisis in the EU. ...

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Causality, Connectedness, and Volatility pass-through among Energy-Metal-Stock-Carbon Markets: New Evidence from the EU

... We further control for various firm characteristics that are likely to be related to ESG violations (Wahid 2019;Zaman et al. 2021;Heese et al. 2022;Neukirchen et al. 2022). We control for firm size (SIZE); financial performance (return on assets, ROA and losses, LOSS); ...

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The Rise of ESG Rating Agencies and Management of Corporate ESG Violations

... We investigate whether the asymmetric variation in our oil volatility index impacts our daily market returns. There is great concern amongst shareholders about negative volatility amid a crisis; as a result, investors may respond more strongly to bad news than to good news (Garel & Petit-Romec, 2021;Neukirchen, Engelhardt, Krause, & Posch, 2022). Consequently, we have utilized a quantile regression approach in the current study to understand this pattern better. ...

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Oil in crisis: What can we learn

... [39], А. Аслан и др. [40], Е.В. Орловой [41]. ...

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Assessing credit risks through a scoring model with time-varying parameters

... This type of investor tends to be more loyal by holding their assets in times of crisis (Siddiq & Javed, 2014). A considerable number of studies have focused on the global financial crisis and revealed that companies with good ESG scores have high stock returns and lower volatility during the turmoil period (Gul & Altuntas, 2024;Horobet et al., 2024;Liu et al., 2023;Naseer et al., 2024;Zhou & Zhou, 2023;Chininga et al., 2024;Engelhardt et al., 2021). ...

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Navigating Market Volatility: ESG and Islamic Stock Performance amidst Covid-19 Stringency

... This might be because of things like having more debt, having fewer financial resources, and being more vulnerable to market fluctuations. Neukirchen et al. (2022) looked into the connection between stock market responses to COVID-19 news announcements and business age. According to the findings, older businesses were more resilient than younger ones when it came to how their stock prices responded to news about the epidemic. ...

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Firm Structural Traits and Stock Performance of Consumer Goods Sector Listed in the Nigerian Exchange Group During and Post Covid-19 Pandemic

... Along with the growth of esports a number of worries and issues appear, including player weariness, gaming addiction, and the requirement for uniform laws that have evolved as this business grows [19]. Experts and researchers have been working hard to address these issues, offering insightful information on how to promote player welfare, encourage responsible gaming, and create industry-wide ethical standards [20]. ...

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The Development of Esports Research and Technology in the Last 3 Decades

... His empirical research demonstrates that this volatility was primarily driven by two key factors: the number of new daily infection cases globally and within the United States and the escalating fatality ratio. Engelhardt et al. (2021) posit that trust in the government plays a crucial role in mitigating market volatility. Their findings indicate that increased levels of societal and governmental trust are associated with lower levels of uncertainty within the country's stock market. ...

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ANALYSIS OF THE IMPACT OF SARS-COV-2 PANDEMIC PARAMETERS ON PHARMACEUTICAL COMPANY STOCK PRICES

... As already mentioned, VaR calculation is a portfolio risk prediction method that, by its very nature, offers a trader or investor a prediction of the maximum possible loss for a particular securities portfolio at specific market characteristics and at a specific level of materiality that defines the probability of a given loss. (Dong et al., 2020;Mitic et al., 2020;Zhang et al., 2019;Bucher et al., 2020;Corbetta and Peri, 2018;Leippold and Vasiljevic, 2020) Based on the nature of trading, and on our proposed trading system, we proposed a procedure based on adjusting the formula for calculating normal linear VaR such that the result of such a calculation was not the amount of financial loss but the level of significance at which such a loss occurred. Del Brio et al., 2020;Chen et al., 2019) The logic of such a calculation lies in the fact that, based on the setting of the risk management of the trading system, we know the monetary expression for the maximum loss, which we accept in the event of unstoppable developments, and therefore the probability with which such a result will occur is unknown. ...

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VALUE AT RISK AS A TOOL FOR ECONOMIC-MANAGERIAL DECISION-MAKING IN THE PROCESS OF TRADING IN THE FINANCIAL MARKET