Modeling the impact of COVID-19 and policy developments on global stock markets by means of entropy analysis

- 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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