The impact of female dominance on business resilience: A technology adoption perspective

This study explores the relationship between women entrepreneurship and business resilience, the moderation of pre-crisis and during-crisis technology adoption, and female representation in top management in the aforementioned relationship. Building on the "mom-cession” theory, the authors propose an integrated multiple-moderation model to understand the boundary conditions that can reduce the negative effect of female dominance on business resilience. Using a sample of 9035 firms across 24 countries and employing a structural equation modeling technique for model testing, this study found a negative relationship between female dominance and business resilience. Female-dominated firms led by female top managers exhibited lower business resilience. The results showed that firms' pre- and post-COVID-19 technology adoption moderated the negative relationship between female dominance and business resilience such that this relationship was weaker for firms that had already adopted technology before COVID-19 and stronger for firms that adopted technology only during COVID-19. © 2023 Elsevier Inc.

Interdependence of clean energy and green markets with cryptocurrencies

The adverse effects of the high-power energy consumption by cryptocurrencies on the environment and sustainability have raised the interest of a large body of policymakers and market participants. We apply a network approach to investigate the dependency across clean energy, green markets, and cryptocurrencies from 1 January 2018 to 30 November 2021. Our results indicate that sustainable investments, particularly DJSI and ESGL, play a pivotal role in the network system during the COVID-19 crisis. We find that green bonds are the least integrated with the other financial markets, suggesting their significant role in providing diversification benefits to investors. Rolling windows estimation shows that the dependency across the examined marked increased sharply during the COVID-19 crisis, especially between March 2020 and March 2021, after which it faded and became weak and stable until the end of the sample period. Results of the centrality network are consistent with the dependency network analysis. © 2023

The impact of financial development on environmental sustainability: A European perspective

This research aimed to analyze the impact of financial development on environmental sustainability. Data was collected for 34 countries in Europe, covering the period from 2000 to 2020. Data analysis was conducted using the Feasible Generalised Least Squares (FGLS) model, a random-effects model (specified by the Hausman test), and the Generalised Method of Moments (GMM) approach. It was found that lending rates are negatively related to CO2 emissions per capita, total CO2, and CO2 by the transport industry. It was also found that bank credit to the private sector increases total CO2 emissions and CO2 emissions from the power and transport industries. This study found that domestic credit to the private sector increases total CO2 emissions. An important implication of these results is that borrowers should be selected and monitored using more stringent criteria to ensure compliance with environmental requirements. This study has made multiple contributions. It has extended knowledge about how the financial sector impacts the environment. It has used two models that can handle issues of collinearity and heteroscedasticity. Its findings are useful for understanding the financial development-environmental health association in this unique COVID-19 pandemic context. © 2022 Elsevier Ltd

Utilization of robotics during the Covid-19 pandemic

This paper is mainly about the evolving role of robotics in all domains of lives especially during the last year and a half of the COVID-19 pandemic. It mainly focuses on the study that how various intelligent devices stayed involved during the fight the whole world went through. It is intended from the current research to emphasize more on the production and availability of such kinds of devices for the near and distant future. © 2021 IEEE.

Is there a green fund premium? Evidence from twenty seven emerging markets

The popularity of green energy-based investments has spurred, notably during the last decade. This is mainly due to the positive socio-economic externalities and an increase in the financing flow. This paper assesses the financial performance and managerial abilities of green funds and their conventional peers. Using a comprehensive data set of 2339 funds across twenty-seven emerging markets, we report that traditional energy funds outperform renewable funds. Further, while conventional fund managers exhibit market and volatility timing, we cannot deduce any support for the same in the case of renewables. These results indicate disincentives for investors who would like to go green. Finally, the performance of renewable funds degraded during Covid-19, highlighting the additional investment drag. We propose that immediate legislative, governance, and regulatory interventions are warranted to promote a sustainable financial system. © 2021

Connectedness between oil and agricultural commodity prices during tranquil and volatile period. Is crude oil a victim indeed?

Increasing financialization of energy and commodity markets offer a variety of tradeoff for the investors and consumers. On the one hand, this increased financialization of the two markets helps investors design a well-diversified investment portfolio with assets from different asset categories. However, at the same time, this increases the connectedness between the two markets significantly, which may have strong implications for investors and consumers. In this paper, we examine the long-term connectedness and causality between Crude oil and agricultural commodity prices. The advantage of long-term time series is that we may be able to uncover the demand and supply shocks that originated in both markets during the tranquil period and the shocks during the volatile period such as the Global Financial Crisis of 2008 and COVID-19 pandemic. For this purpose, we employ the full bootstrap sample and rolling window causality tests primarily. Our results are surprisingly different from most of the studies that have held oil prices responsible for causing changes in agricultural commodity prices (ACP). In contrast, our results confirm the presence of bidirectional causality and show that Oil prices are as much affected by the ACP as vice versa. This significant reverse causality running from ACP to Oil prices can open up a completely new interpretation domain. Finally, it is surprisingly interesting that both ACP and Oil prices remain immune to the shocks that originated in both markets during the entire time period of the COVID-19 pandemic. © 2021 Elsevier Ltd

How does trade policy uncertainty affect agriculture commodity prices?

The present paper explores the impact of trade policy uncertainty (TPU) on agricultural commodity prices (ACP) by employing bootstrap full- and subsample rolling-window Granger causality tests. We find that TPU has both positive and negative effects on ACP, suggesting that TPU may change the supply of and demand for agricultural commodities, leading to fluctuations in ACP. These results support the hypotheses derived from the general equilibrium model, which highlights that TPU can significantly affect ACP. In turn, we find a positive impact of ACP on TPU, indicating that the agricultural commodity market reflects trade conditions in advance. In the context of Sino-U.S. trade frictions and the COVID-19 pandemic, the interaction between TPU and ACP can provide insights for governments to prevent large fluctuations in agricultural commodity markets and stabilize the national economy. © 2021 Elsevier B.V.

Arab Spring and COVID-19: Ex post facto examination of the Lebanese banking sector (the contemporary stakeholder analysis)

The purpose of this study is to examine the potential of Lebanese banks to address the economic challenges posed by COVID-19. These banks faced the disturbances of the 2011 Arab Spring, and these two crises have resulted in similar economic conditions, leading to an assessment of how Lebanese banks are dealing with the pandemic-led challenges. Exploratory analysis revealed the common features in the two events, and confirmatory analysis examined the hypotheses underlying a theoretical framework. Triangulation of qualitative and quantitative data helped to scrutinize the two events. Content analysis of data collected from semi-structured interviews with seven senior banking professionals confirms that the Lebanese banking sector’s experience gained during the Arab Spring is a valuable asset for bankers, the Banque du Liban (BDL), and the government, which can be used to anticipate and deal with the COVID-driven economic crisis. The study finds three key moderating factors: trust deficit, inherited characteristics of the economy, and fiscal and monetary policy. Most of these conditions are permanent in nature and require long-term planning. As this research was conducted before the catastrophe caused by the August 2020 Beirut explosion, no aspects of the financial consequences to the Lebanese banking sector and economy resulting from this immerse shock are included. © Rania Itani, Muhammad Azeem, Nawazish Mirza, 2020.