Registration Number
0221U107283,
0121U100473
, R & D reports
Title
Fractal model of Ukraine's stock market transformation: socially responsible investing to the Sustainable Development Goals achievement
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Head
Plastun Oleksii L., Доктор економічних наук
Registration Date
30-12-2021
Organization
Sumy State University
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The problem of creation effective financial tools to achieve the UN Sustainable Development Goals (SDGs) is recognized in academic and expert circles as a priority for overcoming the global problems of humanity. The solution to this problem by developed countries lies in stimulating the development of the segment of socially responsible investment in the structure of stock markets. The project envisages the transformation of the stock market of Ukraine on the basis of fractal modeling and the creation in its structure of a segment of responsible investment (RI), development of its new financial products, regulatory, informational and regulatory support. During the first stage of the project, the relationship between RI and stock market persistence was formalized on the basis of R/S-analysis and fractional integration methods on the example of 24 ESG dynamics and traditional MSCI indices, which confirms the absence of differences in the dynamics of these indices and substantiates intensification of efforts to overcome the «greenwashing» and information asymmetry in the markets of RI, increasing their transparency; developed a system of models and software complexes for assessing investment attractiveness for RI at different levels (countries, regions of Ukraine, companies), which allowed to identify the most attractive clusters of these entities, triggers, determinants and measures to increase their investment attractiveness; the structural and functional approach to the identification of RI, its segmentation and the typology of prevailing strategies based on the methods of bibliometric and cluster analysis was improved. The obtained results allow to systematize and expand the existing knowledge about the segment of socially responsible investment as a basis for the transformation of the stock market according to the fractal model
Product Description
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Yelnikova Yulia V
Artemenko Alina S.
Vorontsova Anna S.
Horodetska Maryna O
Dzhobava Eldar H
Zhuzha Leonid M.
Kostenko Olena M.
Kravchenko Dmytro O
Lasukova Anna S.
Makarenko Inna O.
Plastun Oleksii L.
Rudychenko Artem H
Filatova Hanna P.
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2022-03-09
