International Journal of Industrial Engineering and Production Research最新文献

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Complex Risk Analysis of Investing in Agriculture ETFs 投资农业etf的复杂风险分析
International Journal of Industrial Engineering and Production Research Pub Date : 2020-11-10 DOI: 10.22068/IJIEPR.31.4.579
Kaminskyi Andrii, Nehrey Maryna, Komar Mariana
{"title":"Complex Risk Analysis of Investing in Agriculture ETFs","authors":"Kaminskyi Andrii, Nehrey Maryna, Komar Mariana","doi":"10.22068/IJIEPR.31.4.579","DOIUrl":"https://doi.org/10.22068/IJIEPR.31.4.579","url":null,"abstract":"The aim of the paper is to present a complex risk analysis of investing in agriculture Exchange Trade Funds (ETFs). The specific characteristics of agricultural investments should be taken into account as from the direct financial investments into agricultural ETFs, as for the general portfolio approach applying. To achieve the objectives of the work, the authors structured agriculture ETFs into 6 classes, which represent different types of ETFs. A special sample of 26 agricultural ETFs was formed. A complex risk analysis consisted of applying 5 different conceptual approaches to measuring investment risk. In particular, approaches based on measuring variability, applying the concept of Value-at-Risk are applied. The approach of estimating the shocks of changes in the profitability of the asset class in question is applied. The risk level in the aspect of sensitivity to changes in stock returns, bonds and the uncertainty index EPU is investigated. Built portfolios with minimal risk. Obtained results can be applied for investment decisions.","PeriodicalId":52223,"journal":{"name":"International Journal of Industrial Engineering and Production Research","volume":"4 1","pages":"579-586"},"PeriodicalIF":0.0,"publicationDate":"2020-11-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76340436","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Military Expenditures and World Economic Growth under Hybrid Warfare Conditions 混合战争条件下的军费开支与世界经济增长
International Journal of Industrial Engineering and Production Research Pub Date : 2020-11-10 DOI: 10.22068/IJIEPR.31.4.511
Oleksandr Sokhatskyi, O. Dluhopolskyi, Roman Movchan, O. Taranukha
{"title":"Military Expenditures and World Economic Growth under Hybrid Warfare Conditions","authors":"Oleksandr Sokhatskyi, O. Dluhopolskyi, Roman Movchan, O. Taranukha","doi":"10.22068/IJIEPR.31.4.511","DOIUrl":"https://doi.org/10.22068/IJIEPR.31.4.511","url":null,"abstract":"The article examines the impact of the dynamics of military expenditures, public debt, arms exports on the economic growth of the six countries (US, China, Russia, Israel, Ukraine, Moldova). The paper empirically tested the hypothesis of the possibility of further maintaining the positive macroeconomic effects in the process of confronting and persistent ‘hybrid’ military conflicts in either ‘hot’ or ‘frozen’ phases. The model characterizes the effects of factors and their change over time as well as features of the aggregate and the specificity of the development of individual objects. This allowed us to construct an object-dynamic regression model to determine the dependence of the development of national economies, namely GDP growth rates, for countries in a state of ‘hybrid’ war. The definition of these dependencies provides the opportunity to make recommendations on the use of adequate models of forecasting military expenditure for the country, which aims to achieve the goals of sustainable development under the increasing military threats.","PeriodicalId":52223,"journal":{"name":"International Journal of Industrial Engineering and Production Research","volume":"132 1","pages":"511-522"},"PeriodicalIF":0.0,"publicationDate":"2020-11-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88847807","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Financial monitoring in the bank as a market instrument in the conditions of innovative development and digitalization of economy: management and legal aspects of the risk-based approach 银行财务监控作为市场工具在经济创新发展和数字化条件下:基于风险管理和法律方面的方法
International Journal of Industrial Engineering and Production Research Pub Date : 2020-11-10 DOI: 10.22068/IJIEPR.31.4.559
V. Vovk, Y. Zhezherun, O. Bilovodska, V. Babenko, A. Biriukova
{"title":"Financial monitoring in the bank as a market instrument in the conditions of innovative development and digitalization of economy: management and legal aspects of the risk-based approach","authors":"V. Vovk, Y. Zhezherun, O. Bilovodska, V. Babenko, A. Biriukova","doi":"10.22068/IJIEPR.31.4.559","DOIUrl":"https://doi.org/10.22068/IJIEPR.31.4.559","url":null,"abstract":"The article examines foreign and domestic experience in organizing financial monitoring systems, systematizes the requirements for its implementation in Ukraine. The basic legal norms, enshrined in the joint directives of the European Parliament and of the Council of the EU, and underlying the national financial monitoring systems of the EU countries and Ukraine have been also analyzed. Taking into account the fact that the risk-based approach is the main basis for the effective implementation of all FATF recommendations, the nature of the risk of money laundering / financing of terrorism and the criteria for their assessment have been investigated. A scheme of improving the process of financial monitoring in a bank has been developed, as well as a number of measures have been proposed to raise the level of adhering to the legislation in the field of anti-money laundering and counter-terrorist financing by the banking sector.","PeriodicalId":52223,"journal":{"name":"International Journal of Industrial Engineering and Production Research","volume":"1 1","pages":"559-570"},"PeriodicalIF":0.0,"publicationDate":"2020-11-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89332873","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 13
Dynamics of forecasting the development of renewable energy technologies in Ukraine and Chile 预测乌克兰和智利可再生能源技术发展的动态
International Journal of Industrial Engineering and Production Research Pub Date : 2020-11-10 DOI: 10.22068/IJIEPR.31.4.587
V. Babenko, O. Rayevnyeva, D. Zherlitsyn, O. Dovgal, Goncharenko Natalia, M. Tetyana
{"title":"Dynamics of forecasting the development of renewable energy technologies in Ukraine and Chile","authors":"V. Babenko, O. Rayevnyeva, D. Zherlitsyn, O. Dovgal, Goncharenko Natalia, M. Tetyana","doi":"10.22068/IJIEPR.31.4.587","DOIUrl":"https://doi.org/10.22068/IJIEPR.31.4.587","url":null,"abstract":"The processes of transformation of the energy space, namely the impact of alternative energy resources on it, are characterized by changes in the national economy in general and in the energy market in particular. The results of the analysis confirmed the significant dependence of electricity production indicators on renewable sources and such factors as GDP, CO2 emissions, total electricity production, which requires improvement of organizational and economic bases for policy development of state support for renewable energy technologies in countries with exogenous factors. The interdependence between electricity production from renewable sources and economic indicators in Ukrainian-Chilean relations using macroeconomic multifactor analysis based on the correlation method allowed to identify the most influential factors.","PeriodicalId":52223,"journal":{"name":"International Journal of Industrial Engineering and Production Research","volume":"34 1","pages":"587-596"},"PeriodicalIF":0.0,"publicationDate":"2020-11-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82710844","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
Using Multidimensional Scaling for Assessment Economic Development of Regions 基于多维尺度的区域经济发展评价
International Journal of Industrial Engineering and Production Research Pub Date : 2020-11-10 DOI: 10.22068/IJIEPR.31.4.597
P. Hryhoruk, N. Khrushch, S. Grygoruk
{"title":"Using Multidimensional Scaling for Assessment Economic Development of Regions","authors":"P. Hryhoruk, N. Khrushch, S. Grygoruk","doi":"10.22068/IJIEPR.31.4.597","DOIUrl":"https://doi.org/10.22068/IJIEPR.31.4.597","url":null,"abstract":"Addressing socio-economic development issues are strategic and most important for any country. Multidimensional statistical analysis methods, including comprehensive index assessment, have been successfully used to address this challenge, but they don't cover all aspects of development, leaving some gap in the development of multidimensional metrics. The purpose of the study is to construct a latent metric space based on the use of multidimensional scaling. Based on statistics showing the economic development of Ukrainian regions, two-dimensional space of latent scales was constructed and Ukrainian's regions were positioned in this space. The results were interpreted meaningfully. This use of multidimensional statistical analysis confirms its usefulness for measuring the economic development of regions and allows their comprehensive assessment and comparison.","PeriodicalId":52223,"journal":{"name":"International Journal of Industrial Engineering and Production Research","volume":"139 1","pages":"597-607"},"PeriodicalIF":0.0,"publicationDate":"2020-11-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79938590","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Integrated Model of the Competitive Higher Education: Legal, Economic and Psycho-pedagogical Aspects 高等竞争教育的一体化模式:法律、经济和心理教育
International Journal of Industrial Engineering and Production Research Pub Date : 2020-11-10 DOI: 10.22068/IJIEPR.31.4.535
N. Kholiavko, Tetiana Chekhovych, O. Mirshuk, V. Vovk
{"title":"Integrated Model of the Competitive Higher Education: Legal, Economic and Psycho-pedagogical Aspects","authors":"N. Kholiavko, Tetiana Chekhovych, O. Mirshuk, V. Vovk","doi":"10.22068/IJIEPR.31.4.535","DOIUrl":"https://doi.org/10.22068/IJIEPR.31.4.535","url":null,"abstract":"In the era of digitization and globalization, national higher education systems face a number of challenges of the exogenous nature. Intensification of the competition in the educational services market necessitates the search for new ways of increasing the level of the competitiveness of universities and higher education systems as a whole. Development of theoretical, methodological and applied foundations of the formation and implementation of the integrated model of the competitive higher education becomes relevant. Application of the interdisciplinary approach to the research allows combining tools and techniques of different sciences. Economic, psycho-pedagogical, legal and managerial blocks are structural components of the proposed model of the competitive higher education. The effective implementation of such a model requires the involvement of a wide range of stakeholders and the impact of changing factors in the exogenous environment. Successful implementation of the model requires the existence of a developed regulatory framework harmonized with the provisions of the EU legislation. Practical implementation of the model concept proposed in this article will increase the competitiveness of the national higher education system in a highly competitive global scientific and educational area.","PeriodicalId":52223,"journal":{"name":"International Journal of Industrial Engineering and Production Research","volume":"236 1","pages":"535-545"},"PeriodicalIF":0.0,"publicationDate":"2020-11-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76295693","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
An Integral Method of Evaluating the Innovative Capacity of Enterprises 企业创新能力评价的整体方法
International Journal of Industrial Engineering and Production Research Pub Date : 2020-11-10 DOI: 10.22068/IJIEPR.31.4.637
O. Kuzmin, O. Zhyhalo, K. Doroshkevych
{"title":"An Integral Method of Evaluating the Innovative Capacity of Enterprises","authors":"O. Kuzmin, O. Zhyhalo, K. Doroshkevych","doi":"10.22068/IJIEPR.31.4.637","DOIUrl":"https://doi.org/10.22068/IJIEPR.31.4.637","url":null,"abstract":"Innovative capacity as a potential ability of an enterprise to innovative development is manifested in the process of formation and realization of an innovative product, which can be embodied in various forms. In the article innovation capacity is considered as a complex concept that covers the innovative output of the enterprise and the reserve for providing innovative capacity, which can make the difference between the innovative capacity and the current state of the innovative output of the enterprise. In order to improve the level of management processes in the enterprise, the article improves the method of evaluation the innovative capacity, which is based on the use of a threedimensional space model of the dependence of the innovative capacity on the level of loading vectors of technique of the enterprise (X-axis), applied innovative technologies (Y-axis) and resources (Z-axis) using AHP-model (analytical-hierarchical process model) and certain functional dependencies that indicate the state of innovative capacity of the enterprise and allow to identify the reserve for providing innovative capacity.The system of indicators designed to measure the enterprise's innovation capacity is developed on the basis of the AHP-model (analytical-hierarchical process model), which contains two levels: 1) partial indicators designed to assess the level of loading of vectors of the threedimensional space model of the enterprise's innovation capacity; 2) generalized indicators by which the level of innovation capacity is determined. The article uses the relative weight of indicators, which is calculated by forming a matrix of judgments and evaluating the components of the vector of its priorities.","PeriodicalId":52223,"journal":{"name":"International Journal of Industrial Engineering and Production Research","volume":"12 1","pages":"637-646"},"PeriodicalIF":0.0,"publicationDate":"2020-11-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74024561","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
New Statistical and Econometric Approaches to Assessing Financial Processes (Banking Sector, Public Debt, Financial Management) 评估财务流程的新统计和计量经济学方法(银行业,公共债务,财务管理)
International Journal of Industrial Engineering and Production Research Pub Date : 2020-11-10 DOI: 10.22068/IJIEPR.31.4.609
Zakharin Sergii, Viblyi Petro, Bebko Svitlana, Nahorna Nadiia, A. Sergiy
{"title":"New Statistical and Econometric Approaches to Assessing Financial Processes (Banking Sector, Public Debt, Financial Management)","authors":"Zakharin Sergii, Viblyi Petro, Bebko Svitlana, Nahorna Nadiia, A. Sergiy","doi":"10.22068/IJIEPR.31.4.609","DOIUrl":"https://doi.org/10.22068/IJIEPR.31.4.609","url":null,"abstract":"The results of studies on the development of new statistical and econometric approaches to modeling budget policy is presented. The obtained results are applied on the example of tax revenue modeling. The authors note the importance of ensuring transparency and predictability of state financial policy, the realisticness of economic forecasts, because this is the basis of budget modeling. It is also necessary to take into account the various economic cycles that affect the economic dynamics in a particular period of time and in a particular country (or group of countries). Accounting for various factors, including through the use of mathematical methods, will allow to plan reforms with a scientific position. In particular, this is especially true in connection with the introduction of multi-year budget planning. The most important issue of budget policy is the planning of tax revenues (taxes form 90% of budget revenues). To identify the main threats to the tax base, the phenomenon of “tax passes” was used, which is based on an assessment of the effectiveness of a tax credit. The main participants in the formation of the “gross gap” in the value added tax revenues in Ukraine are shown. A correlation and regression analysis of the natural logarithms of the gross domestic product and tax revenues is carried out. This allowed us to determine the elasticity of tax revenues and GDP in Ukraine. A change in GDP directly affects the amount of tax payments to the budget, and the rate of change of indicators is proportional and changes insignificantly. These results allow us to strategically model the reform of discretionary tax policy mechanisms based on a quantitative assessment of tax gaps and the elasticity of tax payments. The authors were able to substantiate some proposals for reforming the budget policy regarding tax revenues.","PeriodicalId":52223,"journal":{"name":"International Journal of Industrial Engineering and Production Research","volume":"64 1","pages":"609-624"},"PeriodicalIF":0.0,"publicationDate":"2020-11-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81458289","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Modeling The Level Of Investment Attractiveness Of The Agrarian Economy Sector 农业经济部门投资吸引力水平的建模
International Journal of Industrial Engineering and Production Research Pub Date : 2020-11-10 DOI: 10.22068/IJIEPR.31.4.647
Y. Aleskerova, Z. Titenko, H. Skrypnyk, O. Grytsyna
{"title":"Modeling The Level Of Investment Attractiveness Of The Agrarian Economy Sector","authors":"Y. Aleskerova, Z. Titenko, H. Skrypnyk, O. Grytsyna","doi":"10.22068/IJIEPR.31.4.647","DOIUrl":"https://doi.org/10.22068/IJIEPR.31.4.647","url":null,"abstract":"The relevance of the research topic is due to the fact that in the current economic conditions attracting additional investments will ensure the further development of the agricultural sector of the economy. The purpose of the article is to establish a close link between investment attraction and increased agricultural output. Positive dynamics were found as a result of the analysis of the dynamics of investments in fixed assets in the agricultural sector during the analyzed period, but their fluctuations by years are observed due to the influence of factors of the external and internal environment. Scientific methods were used in the research process: modeling to build an investment model for the development of the agricultural sector of the economy; economic and statistical to assess the dynamics of capital investment; analysis and synthesis to find out the reasons that cause changes in capital investment.Results of the research. The result of the study is clearly identified trends in attracting investment in the agricultural sector of Ukraine. The analysis of investment attractiveness on the basis of neoclassical Cobb-Douglas production function is carried out. The obtained model made it possible to predict the volume of production based on the expected values of capital and labor.","PeriodicalId":52223,"journal":{"name":"International Journal of Industrial Engineering and Production Research","volume":"4 1","pages":"647-653"},"PeriodicalIF":0.0,"publicationDate":"2020-11-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72760239","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Influence of some Macroeconomic Indicators on Government Debt (Case of Ukraine) 部分宏观经济指标对政府债务的影响(以乌克兰为例)
International Journal of Industrial Engineering and Production Research Pub Date : 2020-11-10 DOI: 10.22068/IJIEPR.31.4.523
N. Demchuk, Iu I Masiuk, A. Donskykh, I. Kadyrus
{"title":"Influence of some Macroeconomic Indicators on Government Debt (Case of Ukraine)","authors":"N. Demchuk, Iu I Masiuk, A. Donskykh, I. Kadyrus","doi":"10.22068/IJIEPR.31.4.523","DOIUrl":"https://doi.org/10.22068/IJIEPR.31.4.523","url":null,"abstract":"The aim of the study is to develop theoretical and methodological foundations, scientific and practical recommendations for improving the management and evaluation of public debt in Ukraine. The methodological foundations of the study are a systematic approach to the analysis of the relationship of financial phenomena and processes, creative reflection on the works of Ukrainian and foreign scientists on public debt, and its role in the context of macro-financial stabilization. Specific scientific theoretical and applied developments by the applicant were obtained using the following methods: graphical financial analysis (for studying the tendencies of debt formation); statistical-economic (to identify the impact of public debt on socio-economic processes); economic-mathematical modeling (to determine the relationship between public debt and macroeconomic indicators). On the basis of the research, it was revealed that the selected macroeconomic indicators have a significant impact on the government debt, and there are difficulties in coordinating international, regional economic integration or creating a broad separation based on stable international competitiveness. In order to test the impact of some macroeconomic indicators on the size of public debt, the World Bank's economic indicators have been taken as the main material for research. The analyzed period of time is 2001-2017 years. The recommendations provided in this article will contribute to the development of public debt management and the associated increase in the living standards of the country's population. Based on the analysis conducted, there are every reason to assert that effective management of public debt can contribute to the development of the national economy. The scientific novelty of the study is to determine the impact of some macroeconomic indicators on public debt management at the current stage of Ukraine's development.","PeriodicalId":52223,"journal":{"name":"International Journal of Industrial Engineering and Production Research","volume":"79 1","pages":"523-533"},"PeriodicalIF":0.0,"publicationDate":"2020-11-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90621772","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
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