- Данильчук, Г.Б., Євстаф’єва, О.О. and Ковтун, О.А. (2020) Modeling the impact of COVID-19 and policy developments on global stock markets by means of entropy analysis In: Стратегії, моделі та технології управління економічними системами. Матеріали VІІ Міжнародної науково-практичної конференції (8-9 жовтня 2020 р., м. Хмельницький) . Хмельницький національний університет, м. Хмельницький, Україна.
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Abstract
Modelling the impact of COVID-19 and policy developments on global stock markets by means of entropy analysis The current state of world stock markets is quite unstable. The dynamics of European markets shows a significant correlation. The stock markets of Germany and China are in a state of protracted recession. This is a consequence of the crisis-2018 and trade wars. In terms of entropy, the UK stock market is in a state of calm and stable operation, despite its exit from the EU. For the United States, the entropy index is lower, which can be explained by the presidential election. Therefore, for monitoring, modeling of world stock markets and as a tool for forecasting analysis, it is advisable to use complex entropy indicators
| Item Type: | Book Section |
|---|---|
| Keywords: | Stock market, derangement entropy, wavelet entropy, COVID-19, crisis |
| Subjects: | Science and knowledge. Organization. Computer science. Information. Documentation. Librarianship. Institutions. Publications > 00 Prolegomena. Fundamentals of knowledge and culture. Propaedeutics > 004 Computer science and technology. Computing. Data processing > 004.9 ІКТ ( Application-oriented computer-based techniques ) > 004.94 Simulation Science and knowledge. Organization. Computer science. Information. Documentation. Librarianship. Institutions. Publications > 3 Social Sciences > 32 Politics |
| Divisions: | State institution of higher education «University of educational management» > Educational and scientific institute of management and psychology > Department of Public Administration and Project Management |
| Depositing User: | ОпКомНаб T.І. Коваленко |
| Date Deposited: | 04 Mar 2021 14:16 |
| Last Modified: | 04 Mar 2021 14:16 |
| URI: | https://lib.iitta.gov.ua/id/eprint/723865 |
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