Percorrer por autor "Paulo Ferreira"
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- Analysis Between Green Hydrogen and Other Financial Assets: A Multi-Scale Correlation ApproachPublication . Eder J. A. L. Pereira; Letícia S. Anjos; Paulo Ferreira; Derick Quintino; Gerhard Ett; Thiago B. Murari
- Bitcoin’s multifractal influence: deciphering the relationship with conventional and renewable energy marketsPublication . Ayesha Rasool Malik; Faheem Aslam; Paulo FerreiraThe annual electricity consumption of cryptocurrency mining has witnessed significant growth in recent years, fueled by an increase in market participation and the escalating complexity of the mining process. This has led to carbon emissions that exceed those generated by several developed nations. The growing impact of global warming and rising environmental concerns has brought increased scrutiny to Bitcoin’s energy consumption, particularly its potential to influence prices in unforeseen ways. This study investigates multifractal behavior in the cross-correlation of the Cambridge Bitcoin Electricity Consumption Index (CBECI) with both conventional and renewable energy prices using the Multifractal Detrended Cross-Correlation Analysis (MFDCCA) method. For renewable energy, we considered WilderHill Clean Energy, S&P Global Eco, S&P Global Clean Energy, OMX Solar Energy, and OMX Renewable Energy Index. For conventional energy, we considered the daily prices of WTI crude oil, Brent oil, heating oil, Newcastle coal, and natural gas. The daily price data range from 2 April 2013, to 29 August 2023, encompassing 1709 observations. Additionally, we employed a rolling window analysis to uncover the time-varying dynamics in the cross-correlations and persistence levels between Bitcoin electricity consumption and energy prices. The findings reveal the existence of a cross-correlation between the CBECI and energy markets. Overall, the CBECI exhibits a persistent cross-correlation with both energy markets; however, it is more persistent in the fossil fuel market, specifically in the coal market. These findings suggest the incorporation of dynamic changes in the CBECI in portfolio management for effective risk management strategies.
- Communication and Gender in the Communication Departments of Public Higher Education Institutions of Porto CityPublication . Adriana Oliveira; Paulo Ferreira; Rui Castanho; Rita Estrada; Anabela Mesquita; Carla SousaGender issues are still a major topic in the job market today. According to Portuguese law, organizations must put into action plans and objectives to eradicate gender discrimination and implement measures that contribute to the balance between the professional and personal lives of employees. Communication is one of the key areas for promoting and strengthening gender equality in society and organizations, particularly in higher education institutions, with communication departments playing a leading role. For this reason, this study formulated the following research question: What role do gender issues play in the communication departments of public higher education institutions of Porto City? And its main objective was defined as: to study the presence of women in the communication departments of public higher education institutes of Porto City, Portugal. The sample consisted of 21 communication departments of both the Polytechnic and the University of Porto. To conduct the research, a quantitative approach was used, with data being collected through a questionnaire survey. We concluded that public higher education institutions of Porto City need to create and implement action plans and objectives to eliminate gender discrimination and also to disclose them to their employees.
- Company Management in the Insurance Sector: Valuing Employees and their Work CommitmentPublication . João Serrasqueiro; Marta Félix; Pedro Veiga; Paulo Ferreira; Dora AlmeidaThis study focuses mainly on the role of employees in insurance companies in Portugal, analysing the importance of valuing them and their commitment to their work. Considering the above, this research aims to examine which aspects lead to greater commitment on the part of employees and what makes them feel valued within the organisations where they work. A quantitative methodology was used to fulfil this objective, and a questionnaire was applied to various employees in the insurance companies operating in the Portuguese market. The study’s results of the study highlight a positive relationship between leadership, the inclusion of employees, and their commitment to work. They also highlight that participation in decision-making positively influences their satisfaction, appreciation, and loyalty to their company. It can, therefore, be concluded that investing in employees and increasing their satisfaction and commitment is crucial for sustainable growth and organisational success.
- COVID-19 Effects on the Relationship between Cryptocurrencies: Can It Be Contagion? Insights from Econophysics ApproachesPublication . Dora Almeida; Andreia Dionísio; Isabel Vieira; Paulo FerreiraCryptocurrencies are relatively new and innovative financial assets. They are a topic of interest to investors and academics due to their distinctive features. Whether financial or not, extraordinary events are one of the biggest challenges facing financial markets. The onset of the COVID-19 pandemic crisis, considered by some authors a “black swan”, is one of these events. In this study, we assess integration and contagion in the cryptocurrency market in the COVID-19 pandemic context, using two entropy-based measures: mutual information and transfer entropy. Both methodologies reveal that cryptocurrencies exhibit mixed levels of integration before and after the onset of the pandemic. Cryptocurrencies displaying higher integration before the event experienced a decline in such link after the world became aware of the first cases of pneumonia in Wuhan city. In what concerns contagion, mutual information provided evidence of its presence solely for the Huobi Token, and the transfer entropy analysis pointed out Tether and Huobi Token as its main source. As both analyses indicate no contagion from the pandemic turmoil to these financial assets, cryptocurrencies may be good investment options in case of real global shocks, such as the one provoked by the COVID-19 outbreak.
- Critical Individual and Organizational Drivers of Circular Economy Implementation in SMEs in BangladeshPublication . Md. Faisal-E-Alam; Mohammad Rafiul Azam Khan; Mohammad Azizur Rahman; Paulo Ferreira; Dora Almeida; Rui Alexandre CastanhoThis study aims to examine the influence of individual and organizational factors on the implementation of circular economy (CE) practices in SMEs in Bangladesh. A non-probability sampling technique is utilized to select a sample of 280 respondents from the textile and leather industries. Data are collected through a survey assessing individual factors such as environmental consciousness and innovation propensity, as well as organizational factors including leadership commitment and training and development programs. A frequency table is used to give the respondents’ details, and skewness and kurtosis are conducted to find the data normality. Reliability and validity analyses are conducted to ensure the robustness of the measurement instruments. A correlation matrix is generated to examine the relationships between variables, followed by a multiple regression analysis to test the hypothesized relationships. The preliminary findings indicate a significant correlation between individual and organizational factors and the implementation of CE practices. The multiple regression analysis reveals that both sets of factors contribute significantly to explaining the variance in CE implementation. The results indicate that environmental consciousness, innovation propensity, leadership commitment, and training and development programs emerge as significant predictors of CE implementation within these industries. This study offers valuable insights and sheds light on the role of individual and organizational factors in shaping sustainable practices. The findings contribute to the explanatory literature on CE implementation, providing empirical evidence to inform policymaking and business strategies aimed at promoting sustainability in the SME sector and beyond.
- Dynamic Cross-Correlation Between BRICS Markets, Commodities and Green BondsPublication . Eder J. A. L. Pereira; Letícia S. Anjos; Paulo Ferreira; Derick D. Quintino; Dora Almeida
- Dynamic Cross-Correlation Between BRICS Markets, Commodities and Green BondsPublication . Eder J. A. L. Pereira; Letícia S. Anjos; Paulo Ferreira; Derick D. Quintino; Dora AlmeidaThis paper evaluated the cross-correlation between the BRICS (Brazil, Russia, India, China and South Africa) markets with commodities and green bonds. For this purpose, the detrended moving-average cross-correlation coefficient (ρDMCA) was used, based on a sliding windows approach, with data covering a sample before the COVID-19 pandemic, during the COVID-19 pandemic and after Russia invaded Ukraine. The results show a positive cross-correlation between BRICS markets and commodities and green bonds after the COVID-19 pandemic, mainly for long time scales. This result can contribute to financial risk analysis, especially regarding hedge funds.
- Dynamic linkage between environmental segments of stock markets: the role of global risk factorsPublication . Vítor Manuel de Sousa Gabriel; Dora Almeida; Andreia Dionísio; Paulo FerreiraThis study evaluates the links between representative indices of companies with high environmental performance and the propensity of such indices to economic and financial shocks. Five indices, representing environmental segments and four global macroeconomic and financial variables, were analyzed over a thirteen-year period, which included various crisis moments, such as the sovereign debt crisis, the COVID-19 pandemic and the onset of the Russia/Ukraine conflict. Using dynamic and nonlinear models, our research reveals statistically significant and consistent relationships between the variables under investigation, particularly during periods of global financial and pandemic crises. The analysis revealed that the VIXCLS is the most influential global risk factor, with certain risk factors being influenced by environmental segments, particularly Alternative Energy. This influence can create conditions conducive to contagion risk and diminish the benefits of portfolio diversification. This study contributes to a deeper understanding of the connection between environmental investments and their vulnerability to significant global events and risks.
- Energy markets – Who are the influencers?Publication . Paulo Ferreira; Dora Almeida; Andreia Dionísio; Elie Bouri; Derick QuintinoThe energy markets have recently undergone important transformations (e.g. deregulation, technological progress, renewable energy deployment and changing energy consumer behaviour) and witnessed a variety of crisis periods, affecting the relationships among energy commodities and their interactions with clean energy indices. This has implications for price discovery, asset allocation and risk management, which requires in-depth analysis to uncover and identify which energy indices (or forms of energy) lead others or are the most influential, while accounting for asymmetry and non-linearity characteristics. To uncover the complex structure of the relationship across the returns of seven different energy commodities and two clean energy stock indices, we apply Granger causality and transfer entropy in both static and dynamic approaches. The results from the Granger causality analysis identify the influence of the other energy products on natural gas, whereas the transfer entropy analysis reveals the importance of WTI oil and the influence of clean energy indices. Diesel is the most influenced energy commodity. A rolling windows analysis confirms those findings and shows evidence of a time-variation that reflects the impacts of crisis periods, especially the pandemic, on the dynamics of relationships
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