This study examined the factor structure of Green, Grey, and Red EU securities using extended asset pricing models built on the Fama–French and Carhart frameworks. The findings show improved return predictability and consistently negative risk-adjusted alpha across categories post-Global...

This article aims to provide new and robust evidence of the effect of air pollution on migration at the level of 70 European cities in the period 2004-2019. We use factor and regression analysis and panel data conducted from Eurobarometer, Eurostat, national statistical offices, and the European...

This paper proposes a nonparametric estimator of the spot volatility matrix with high-frequency data. Our newly proposed Positive Definite Fourier (PDF) estimator produces symmetric positive semi-definite estimates and is consistent with a suitable choice of the localizing kernel. The PDF...

The purpose of this study was to investigate the relative importance of determinants that should be considered first in order for container terminals to realize carbon neutrality and become an eco-friendly port. Three upper determinants and 12 lower determinants were derived through the...