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Sustainability
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Sustainability and Econophysics
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Sustainability and Econophysics

A special issue of Sustainability (ISSN 2071-1050).

Deadline for manuscript submissions: closed (30 March 2020) | Viewed by 15123

Special Issue Editor

Prof. Dr. Marcel Ausloos

E-Mail Website
Guest Editor
1. School of Business,University of Leicester, Brookfield, Leicester LE2 1RQ, UK
2. Department of Statistics and Econometrics, Bucharest University of Economic Studies, 010374 Bucharest, Romania
Interests: econophysics; sociophysics; nonlinear dynamics; nonequilibrium systems; networks; phase transitions; growth (and decay) models; fractals; scientometrics; statistical physics; materials sciences and applied mathematics
Special Issues, Collections and Topics in MDPI journals

Special Issue Information

Dear Colleagues,

This Special Issue aims to open further thought and lines of research in econophysics, regarding a modern problem facing society, sustainability.

We econophysicists have been used to studying and reporting on financial markets, and on micro- and macro-economic aspects, often looking for scaling properties. However, our modern society is facing many challenges, and, in some sense, most of them are grouped by a word like sustainability.

In so doing, sustainability concerns many different aspects. A few of them are truly, not necessarily fully, already examined by econophysicists. We live in an increasingly risky society, which is particularly vulnerable to extreme types of risk—both market and systemic.

Although I cannot claim to be an expert on sustainability, I am aware of the need to shine some light on and discover research topics that we econophysicists can examine with our modern statistical physics techniques of investigations Semi-analytic formulas have been found to be general enough to be applied to real data analysis in various areas. Complex networks are also studied. The problem of studying economic growth patterns across countries is actually a subject of great interest for economists and econophysicists.

Our research topics might be said to be far away from social concerns, and are only research activities in the sustainability framework; however, when submitting and publishing a paper in this Special Issue, you will become pioneers.

I have listed a few keywords suggesting potential research topics. This is not an exhaustive list. other interesting reports should not been excluded. We might provide new points of view, we might indicate our concerns, and we may present unusual techniques from our statistical physics background.

Last, but not least, this Special Issue is not reserved only for econophysicists. Indeed, we may learn from outside our field.

Prof. Marcel Ausloos
Guest Editor

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Sustainability is an international peer-reviewed open access semimonthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 2400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Keywords

  • Corporate Structure
  • Governance, Foreign Direct Investment
  • Growth
  • IPO
  • Bubbles
  • Idea Diffusion
  • Accounting Numbers
  • Inequality Index
  • Corruption
  • GRI Standards
  • Networks
  • Corporate Social Responsibility
  • Theoretical Methods
  • Clusters
  • Empirical Approaches
  • Resilience
  • Financial Performance

Published Papers (4 papers)

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Research

16 pages, 4134 KiB  
Article
The Exposure of European Union Productive Sectors to Oil Price Changes
by Paulo Ferreira, Éder J. A. L. Pereira and Hernane B. B. Pereira
Sustainability 2020, 12(4), 1620; https://doi.org/10.3390/su12041620 - 21 Feb 2020
Cited by 3 | Viewed by 2049
Abstract
Oil is one of the most important products in the world, being used for fuel production but also as an input in several industries. After the oil shocks of the 1970s, which caused great turbulence, the interest in the analysis of this particular [...] Read more.
Oil is one of the most important products in the world, being used for fuel production but also as an input in several industries. After the oil shocks of the 1970s, which caused great turbulence, the interest in the analysis of this particular product grew. The analysis of the comovements between oil and other assets became a hot topic. In this study, we propose an analysis of how oil price correlates with several industry indexes. The detrended cross-correlation analysis coefficient ( ρ DCCA ) is used, with data from 1992 to 2019, and we analyze not only the correlation between oil and several Euro Stoxx indexes during the whole sample, but also how that correlation evolved for the different decades (1990s, 2000s and 2010s). Naturally, oil and gas are the sectors that correlate the most with crude oil, with correlation coefficients reaching levels higher than 0.6 in some cases. However, the results also indicate that all sectors are now more exposed to oil price variations than in the past, with the financial sector as one of the sectors with the greatest increase in correlation. Full article
(This article belongs to the Special Issue Sustainability and Econophysics)
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9 pages, 849 KiB  
Article
An Econophysics Study of the S&P Global Clean Energy Index
by Paulo Ferreira and Luís Carlos Loures
Sustainability 2020, 12(2), 662; https://doi.org/10.3390/su12020662 - 16 Jan 2020
Cited by 14 | Viewed by 3012
Abstract
The study of how financial markets behave continues to be interesting. The existence of more and more data and the development of statistical techniques are some reasons for the increase in research in finance. However, the difficulty in understanding some markets’ behavior is [...] Read more.
The study of how financial markets behave continues to be interesting. The existence of more and more data and the development of statistical techniques are some reasons for the increase in research in finance. However, the difficulty in understanding some markets’ behavior is a continuous challenge. In this context, a new research area called Econophysics has emerged, which is constantly increasing in size. We propose in this work to use methodologies related to Econophysics to analyze one stock index composed of firms producing clean energy (S&P Global Clean Energy Index) and compare it with the New York Stock Exchange (NYSE) as a stock market benchmark and with the price of crude oil. In a context where environmental issues are on the agenda, this is an important area of research, because it could help investors to make their decisions. Our results show that the clean energy index seems to have higher time serial dependence than the others, and is less exposed to oil price than the NYSE. Full article
(This article belongs to the Special Issue Sustainability and Econophysics)
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23 pages, 3502 KiB  
Article
Pattern and Influencing Factors of Foreign Direct Investment Networks between Countries along the “Belt and Road” Regions
by Quan He and Xishen Cao
Sustainability 2019, 11(17), 4724; https://doi.org/10.3390/su11174724 - 29 Aug 2019
Cited by 17 | Viewed by 4333
Abstract
With the in-depth implementation of the “Belt and Road” initiative (BRI), the investment patterns between Belt and Road countries have also become more complicated. The impact of this complex investment network on regional economic development is also growing. To reveal the complexity of [...] Read more.
With the in-depth implementation of the “Belt and Road” initiative (BRI), the investment patterns between Belt and Road countries have also become more complicated. The impact of this complex investment network on regional economic development is also growing. To reveal the complexity of this investment pattern, and to better promote the sustainable development of the region’s economy, this paper used the complex network method to study the foreign direct investment (FDI) network of 50 countries along the Belt and Road from 2003 to 2017, revealing its structural and behavioral characteristics and evolution process. The results showed that the imbalance of the investment network structure is outstanding, and preferential selection behavior is obvious. The Central and Eastern European countries show significant clustering behavior. In addition, the network evolved slowly and followed the “Pareto rule” in the early stages of its evolution. The BRI was a turning point in the evolution process. On this basis, the quadratic assignment procedure (QAP) regression analysis method was used to further study the factors affecting the formation process of this investment pattern. It found that economic development level, geographical distance, and bilateral trade were the main influencing factors. Among them, bilateral trade had the greatest impact on the pattern of network. Full article
(This article belongs to the Special Issue Sustainability and Econophysics)
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12 pages, 516 KiB  
Article
Real Estate Soars and Financial Crises: Recent Stories
by Hanwool Jang, Yena Song, Sungbin Sohn and Kwangwon Ahn
Sustainability 2018, 10(12), 4559; https://doi.org/10.3390/su10124559 - 03 Dec 2018
Cited by 18 | Viewed by 5018
Abstract
This paper studies the contribution of real estate bubble to a financial crisis. First, we document symptoms of a real estate bubble along with a slowdown of the real economy and find indicators of an imminent crash of the stock market, triggering a [...] Read more.
This paper studies the contribution of real estate bubble to a financial crisis. First, we document symptoms of a real estate bubble along with a slowdown of the real economy and find indicators of an imminent crash of the stock market, triggering a sense of déjà vu from the 2008 crisis. However, we show that the relationship between real estate and financial markets has changed since the crisis. The empirical analyses provide evidence that the monetary policy has recovered its control over mortgage rates, which had been lost prior to the global financial crisis, and that the real estate market does not have a Granger causality relationship with the stock market any more. Findings suggest that an imminent financial market crash is not likely to be catalyzed by a real estate bubble. Full article
(This article belongs to the Special Issue Sustainability and Econophysics)
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