Comovements among asset prices have received a lot of attention for several reasons. For example, comovements are important in cross-hedging and cross-speculation; they determine capital allocation both domestically and in international meanÐvariance portfolios and also, they are useful in...

This is my first published book: in December 1989; it was presented into the windows of the books-shops in Bucharest just on the days of the Romanian Revolution December 16-22, 1989, at the collapse of the communist regime. A new edition was launched just on the first days of the January 1990, under...

Moving towards a low carbon economy will provide safe and sustainable energy for Central and Eastern Europe. This paper discusses the current renewable landscape in CEE EU member countries, with particular analysis on wind energy. The focus here is especially from an economic perspective and...

The co-authored paper aims to address the contemporary ‘smart city' construct limitations, challenges and paradoxes from a threefold perspective: philological, economic, and inter/transdisciplinary per se. The three co-authors will address the topic from their respective...

English Abstract: Moving towards a low carbon economy will provide safe and sustainable energy for Central and Eastern Europe. This paper discusses the current renewable landscape in CEE EU member countries, with particular analysis on wind energy. The focus here is especially from an economic...

The stock beta coefficient literature extensively discusses the proper methods for the estimation of beta as well as its use in asset valuation. However, there are fewer references with respect to the appropriate time horizon that investors should utilize when evaluating the risk-return...

This study investigates the multidimensional connectedness between various Fourth Industrial Revolution assets and global commodities to analyze their role in portfolio diversification. Using dynamic conditional correlation-generalized autoregressive conditional heteroskedasticity (DCC-GARCH),...

The stock beta coefficient literature extensively discusses the proper methods for the estimation of beta as well as its use in asset valuation. However, there are fewer references with respect to the appropriate time horizon that investors should utilize when evaluating the risk-return...

This paper investigates the volatility processes of stablecoins and their potential stochastic interdependencies with Bitcoin volatility. We employ a novel approach to choose the optimal combination for the power law exponent and the minimum value for the volatilities bending the power law. Our...

In the era of digitalization, cryptocurrencies have become an alternative asset for both retail and institutional investors. While the new emerging digital ecosystem based on blockchain technology has been praised for offering plenty of advantages such as decentralization, discretion or...