Deliverables

Bubble fragility dashboard

Raport automat

Articole publicate sau în evaluare la jurnale de specialitate

  1. Petre Caraiani, Rangan Gupta, Jacobus Nel, Joshua Nielsen, Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development, Economic Analysis and Policy, Volume 78, June 2023, Pages 133-155
  2. Adnan Khurshid, Khalid Khan, Sardar Fawad Saleem, Javier Cifuentes-Faura, Adrian Cantemir Călin, Driving towards a sustainable future: Transport sector innovation, climate change and social welfare, Journal of Cleaner Production, Volume 427, 15 November 2023, 139250
  3. Salisu A.A., Gupta R., Cepni O., Caraiani P. (2024) Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach, Review of Quantitative Finance and Accounting
  4. Lupu R., Călin A.C., Lupu I., Iancu L. A., Croicu A. E. (2024) Bubble or Not? A Time Series Classification Problem Using Machine Learning, Romanian Journal of Economic Forecasting, Volume 27, Issue 1.
  5. Petre Caraiani, Adrian Cantemir Călin, The comovement of bubbles’ responses to monetary policy shocks, NAJEF-D-23-00546, North American Journal of Economics and Finance, în evaluare
  6. Khurshid A., Khan K., Călin A.C., Analyzing price bubbles in clean energy sectors: new empirical evidence from the Shanghai Stock Market, Energy Policy – în evaluare
  7. Lupu R., Călin A.C., Dumitrescu D.G., Lupu I., Introducing a Novel Fragility Index for Assessing Financial Stability Amid Asset Bubble Episodes, The North American Journal of Economics and Finance – în evaluare

Articole prezentate/acceptate la conferințe internaționale

  1. Cristina Georgiana Zeldea, Adrian Cantemir Călin, Radu Lupu, The Connection between Systemic Risk and Balance-Sheet Liquidity Proxies, 41st EBES Conference – Berlin, Germania 12 – 14 octombrie 2022 (online)
  2. Adrian Cantemir Călin, Radu Lupu, Laura Andreea Iancu, Cristina Georgiana Zeldea, An investigation of housing market networks and spillovers, Inclusive and Sustainable Economic Growth, International Conference, 27 mai 2022, Brașov, România
  3. Radu Lupu, Adrian Cantemir Călin, Cristina Georgiana Zeldea, Laura Andreea Iancu, Snooping for bubbles in a controlled framework, Inclusive and Sustainable Economic Growth, International Conference, 27 mai 2022, Brașov România
  4. Adrian Cantemir Călin, Laura Andreea Iancu, An Alternative Modeling Approach for the Impact of Balance Sheet Liquidity Proxies on Systemic Risk Endemic to Real Estate Companies 9-th International Conference, Regional Sustainable Development Through Competitiveness, Innovation and Human Capital-Moving Towards New Paradigm of Sustainable Development 24-25 Noiembrie 2022, Satu Mare, Romania
  5. Radu Lupu, Adrian Cantemir Călin, Oana Cristina Popovici, Laura Andreea Iancu, Examining the Relationship Between Financial Asset Bubbles and Systemic Risk, 11th International Conference European Perspectives on the Labour Market – Inovation, Competences, Performance – In the Period of Sanitary, Energy, Food and Political Crisis
  6. Adrian Cantemir Călin, Radu Lupu, Andreea Elena Croicu, Dan Gabriel Dumitrescu, The Influence of Asset Bubbles in the Travel and Leisure Industry on Systemic Risk, 11th International Conference European Perspectives on the Labour Market – Inovation, Competences, Performance – In the Period of Sanitary, Energy, Food and Political Crisis
  7. Adrian Cantemir Călin, Laura Andreea Iancu, Marius Cristian Acatrinei, Examining Systemic Risk Dynamics Amidst Financial Asset Bubble Phases, Financial And Monetary Economics – FME 2023, International Conference
  8. Adrian Cantemir Călin, Andreea Elena Croicu, Dan Gabriel Dumitrescu, An Inquiry into Diamond Markets for the Presence of Asset Price Bubbles Financial And Monetary Economics – FME 2023, International Conference
  9. Adrian Cantemir Călin, Oana Cristina Popovici, Laura Andreea Iancu, Andreea Elena Croicu Analyzing the Effects of Foreign Direct Investment in Various Economic Sectors within Central and Eastern European Countries: Exploring the Potential Influence of Asset Bubbles International Workshop of the Institute of National Economy of the Romanian Academy: “FDI In Emerging Countries – Opportunities and Risks (FDI – ECOR)
  10. Adrian Cantemir Călin, Radu Lupu, Oana Cristina Popovici, Analyzing the Propagation of Bubble Risk Within Financial Assets, 9th International Conference “Recent Advances in Economic and Social Research” (RAESR 2023)
  11. Radu Lupu, Adrian Cantemir Călin, Stock market bubble prediction using time series features in an ML setup, 9th International Conference “Recent Advances in Economic and Social Research” (RAESR 2023)
  12. Adrian Cantemir Călin, Dan Gabriel Dumitrescu, Andreea Elena Croicu, Laura Andreea Iancu, Patterns of Systemic Risk During Bubble Phases: An Inquiry into the European Materials Sector, 9th International Conference “Recent Advances in Economic and Social Research” (RAESR 2023)
  13. Croicu A.E., Călin A.C., Reconceptualizing Stability: Dynamics of Shadow Banking in Financial Markets, Reconceptualizing Stability: Dynamics of Shadow Banking in Financial Markets, International Conference on Business Excellence, București 2024.

Workshop

  • Bubbles modeling workshop, Financial Stability Modeling Section of the 8th International Conference “Recent Advances in Economic and Social Research” (RAESR 2022), 14 December 2022, Bucharest, Romania.
  • Bubbles modeling workshop, Financial Stability Modeling Section of the 9th International Conference “Recent Advances in Economic and Social Research” (RAESR 2023), 15 December 2023, București, Romania.

Articole prezentate/acceptate la conferințe internaționale cu publicare în volume indexare WOS

  1. Laura Andreea Iancu, Andreea Elena Croicu Luana Cristina Rogojan, An Investigation on Real Estate Market Dynamics and Bubble Formation Modeling Proceedings of the International Conference on Business Excellence, https://doi.org/10.2478/picbe-2023-0144
  2. Andreea Elena Croicu, Laura Andreea Iancu, Luana Cristina Rogojan, A Review on the Impact of Shadow Banking on Financial Markets Prudential Regulation, Proceedings of the International Conference on Business Excellence, 10.2478/picbe-2023-0143

Știri

Bule speculative asociate criptomonedelor și dinamica viitoare a “digital finance”