Welcome Session
Gema Fernández-Avilés – CEST2020 ChairwomanDorota Witkowska – CEST2020 Chairwoman
José-Maria Montero Lorenzo – ASEPELT President
Pablo Cousteau Vida – Exponential Education Partner & Founder
Invited speakers:
Gema Fernández-Avilés University of Castilla-La Mancha, Spain
“Machine learning applied to financial co-movement: an MDS approach”
Juan Evangelista Trinidad Segovia, Universidad de Almería, Spain
"Fama and French model with a long term factor"
Juan Laborda Herrero, Universidad Carlos III, Spain
"Modern Monetary Theory in Times of Pandemic”
Miguel Angel Sanchez Granero, University of Almeria, Spain
"An Alternative Approach to Measure Co-Movement Between Two Time Series"
Session Exponential Education “Key Financial Aspects of Climate Change”
Chair: Pablo Cousteau Vida, Exponential Education, Spain
Participants:
Sergio Miguez, Partner, Alternative Ratings: "Impact Investing”
Manuel Gomez, Chairman, Avangreen: “Green Bonds, evolution and trends”
Roberto Knop, Senior Consultant & Data Analytics Adviser: “ESG Ratings”
Session ASEPELT "Quantitative Methods for Social and Financial Challenges I"
Chair: Gema Fernández-Avilés, University of Castilla-La Mancha, Spain
Participants:
José Fulgencio Gálvez Rodríguez, University of Almería, Spain
„Modelling Stock Price based on general geometric skew-normal process: pricing and hedging approach”
Farhan Ahmed, NED University of Engineering and Technology, Pakistan
“Bibliometric Analysis in Economics and Finance Research”
Pilar Casado Belmonte
“Sustainability Education Techniques to segment students: A Cluster Analysis”
Session ASEPELT "Quantitative Methods for Social and Financial Challenges II"
Chair: Juan Evangelista Trinidad Segovia, University of Almería, Spain
Participants:
Jose Pedro Ramos Requena, University of Almería, Spain
“Analysis of the Hursts exponent values in statistical arbitrage”
Muhammad Asif Khan, University of Kotli, Pakistan
“How governance and Firm internationalization affects Accrual Quality?”
María de la Nieves López García, University of Almería
“On the co-movement of financial Markets”
Chair: Dorota Witkowska, University of Lodz, Poland
Participants:
Barbara Liberda, University of Warsaw, Poland
“Do women earn their potential income?”
Aleksandra Matuszewska-Janica, Warsaw University of Life Sciences – SGGW, Poland
“The differences in the factors influencing the level of remuneration of men and women in Poland? The conjoint analysis application”
Marta Hozer-Koćmiel, University of Szczecin, Poland
“Unpaid work in household. An empirical study”
Mariola Piłatowska, Andrzej Geise, Nicolaus Copernicus University, Toruń, Poland
“Impact of green energy on CO2 emissions and economic growth in selected European countries - depending on different phases of renewable energy diffusion”
Urszula Ala-Karvia, University of Helsinki, Finland
“Gender oriented demographic review of urban-rural areas of Finland”
Krzysztof Kompa, University of Johannesburg, South Africa
“Level of socio-economic development of countries from New Silk Road (BRI)”
Ying Liu, Chun-Yu Lin, Xiu-Mei FU, Ocean University of China, People’s Republic of China
“Research on the development of Sino-EU economic and trade cooperation under the background of COVID-19: impact and prospects”
Plenary Session II "Current Questions”
Chair: Jiri Strouhal, Skoda Auto University, CzechiaParticipants:
Beata Gruszczyńska, University of Warsaw, Poland, Marek Gruszczyński, SGH Warsaw School of Economics, Poland
“Crime and punishment. Crime rates and prison population in Europe”
Iga Rudawska, University of Szczecin, Poland
“Youth entrepreneurship – key incentives and challenges”
Yochanan Shachmurove, New York College, USA
“Chinese Steel Response to Tariffs”
Paweł Miłobędzki, University of Gdansk, Poland
“Is Covid 19 reporting in Europe reliable? A look through Benford’s law lenses”
Jennifer Foo, Stetson University, USA, Dorota Witkowska, University of Lodz, Poland
“Population Aging, Retirement Savings Behavior and Pension Funds Accumulation”
Grażyna Trzpiot, University of Economics in Katowice, Poland
“Extended Gini regression coefficient as robust estimator of systematic risk”
Plenary Session III ”Implication of the Pandemic”
Chair: Małgorzata Tarczyńska-Łuniewska, University of Szczecin, Poland
Participants:
Anna Zamojska, University of Gdansk, Poland
"Density Forecasts Evaluation of the NBP Survey of Professional Forecasters and COVID-19"
Magdalena Osińska, Wojciech Zalewski, Nicolaus Copernicus University, Toruń, Poland
"Are road transport enterprises in Poland vulnerable to the Covid-19 pandemic effects?"
Jiri Strouhal, Skoda Auto University, Czechia,
"eGovernment and covid from companys' perspective"
Adam Śliwiński, Warsaw School of Economics, Poland
"Insurance in the face of pandemic risk – case of Poland"
Dorota Żebrowska-Suchodolska, Andrzej Karpio, Warsaw University of Life Sciences – SGGW, Poland
"The Polish capital market in the initial period of the pandemic"
Jacek Brożyna, Rzeszow University of Technology, Poland
The impact of COVID-19 on the Energy Market
Anna Borawska, Mariusz Borawski, Konrad Biercewicz, Jarosław Duda, University of Szczecin, Poland
“VR educational game in public awareness campaign preventing the spread of COVID-19”
Plenary Session IV ”Financial Markets”
Chair: Krzysztof Kompa, University of Johannesburg, South Africa
Participants:
Małgorzata Tarczyńska-Łuniewska, Waldemar Tarczyński, Kinga Flaga-Gieruszyńska, University of Szczecin, Poland
“The bankruptcy in listed companies and fundamental strength”
Dorota Witkowska, University of Lodz, Poland, Piotr Kuźnik, the Agency for Restructuring and Modernisation of Agriculture, Poland
“Relation between the assessment of economic and financial condition and performance of big and medium size companies listed on WSE in 2012-2017”
Elżbieta Kubińska, Joanna Wyrobek, Łukasz Faryj, Cracow University of Economics, Poland, Anna Macko, Akademia Leona Koźmińskiego, Poland
"The Lehman Sisters Hypothesis. Who lost due to toxic options?"
Krzysztof Kompa, University of Johannesburg, South Africa, Tomasz Wiśniewski, Warsaw Stock Exchange, Poland
“Alternative methods of indices portfolio construction as an attractive source of underlying for derivatives”.
Jerzy Różański, Justyna Bogołębska, University of Lodz, Poland
"Changes in the financial strategy of Polish enterprises in the process of their internationalization"
Tomasz Uryszek, Agnieszka Kłysik-Uryszek, University of Lodz, Poland
"Public debt sustainability during the pandemic period. The case of Poland"
Young Researchers Session I
Chair: Jerzy Różański, University of Lodz, Poland
Participants:
Norbert Duczkowski, Warsaw School of Economics, Poland
„Reduced Functions of Social Welfare Application For Estimation Household Expenditures on Insurance In Poland”
Joanna Dropia, Warsaw School of Economics, Poland
TBA
Bernard Kokczyński, Uniwersytet Łódzki, Poland
“Analiza cech kredytobiorców nieterminowo spłacających zobowiązania”
Wojciech Krzyśpiak, CESTiRA Member, Poland
“Trade flow analysis between China and BRI partners. The gravity model approach”
Alina Błaszczyk, Uniwersytet Łódzki
“Udział kobiet w organach statutowych spółek a ich wyniki finansowe. Wyniki badań pilotażowych spółek notowanych na GPW w Warszawie”
Young Researchers Session II
Chair: Krzysztof Borowski, Warsaw School of Economics, Poland
Participants:
Michał Staszak, Allianz i Uniwersytet Łódzki, Poland
“Badanie skuteczności wybranych metod konstrukcji portfela akcji”
Gert Dragoshi, University of Lodz, Wojciech Krzyśpiak, CESTiRA Member, Poland
“Analiza rozwoju społeczno-gospodarczego Bałkanów Zachodnich w kontekście integracji z Unią Europejską”
Patryk Krupa, University of Warsaw, Data Science Lab Research Group, Poland
“Testing of Beta Coefficient Properties. The Rolling Windows Approach”
Magda Ankiewicz, University of Szczecin, Poland
TBA
Patrycja Kiryluk, University of Gdansk, Poland
“The Dynamics of Short-Term ETF Flows and Returns Before and During Covid-19 Pandemic”