Banca de QUALIFICAÇÃO: WENDERSON GOMES BARBOSA

Uma banca de QUALIFICAÇÃO de DOUTORADO foi cadastrada pelo programa.
STUDENT : WENDERSON GOMES BARBOSA
DATE: 12/08/2025
TIME: 09:00
LOCAL: https://meet.google.com/jcg-fscf-yfr
TITLE:

Behavioral analysis of Green Bonds time séries using nonlinear models.

KEY WORDS:

Direction; Transfer Entropy; Global Markets, Green Bond; Exchange Traded Funds.

PAGES: 34
BIG AREA: Ciências Exatas e da Terra
AREA: Probabilidade e Estatística
SUMMARY:

This work investigates the behavior and information flow between ETFs of Green Bond (Exchange Traded Funds) in three global markets. We use transfer entropy and effective transfer entropy methods to model and investigate the behavior of green bonds among these global markets. The US market has demonstrated market dominance among the other two markets (Canadian and European). The American market presented the largest flow of information transfer between the markets analyzed, being considered the market that most influences the other markets of the ETF Green Bond. The Canadian market proved to be an important influencer in the behavior of the European market, but it had a strong influence from the American market. In the European market, some ETFs played an important role in the flow of information sent to other ETFs in the market itself. There was also an ETF in Europe that stands out as the largest receiver of information. Thus, this work was able to understand the behavior of information among the analyzed markets.

 

COMMITTEE MEMBERS:
Externa ao Programa - 2733201 - GISLEIA BENINI DUARTE - nullInterno - JADER DA SILVA JALE
Externo à Instituição - SILVIO FERNANDO ALVES XAVIER JUNIOR - UEPB
Interna - TATIJANA STOSIC
Presidente - TIAGO ALESSANDRO ESPINOLA FERREIRA