Forthcoming articles

International Journal of Economic Policy in Emerging Economies

International Journal of Economic Policy in Emerging Economies (IJEPEE)

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International Journal of Economic Policy in Emerging Economies (3 papers in press)

Regular Issues

    by Konstantin Gomonov, Svetlana Balashova, Vladimir Matyushok 
    Abstract: Russia has one of the highest levels of electricity consumption both per unit of GDP and per capita globally. This study quantifies the degree to which electricity consumption is influenced by population, personal income, industrial production, and other factors, utilising multiple regression of historical data from across the federal subjects of the Russian Federation from 2011 to 2016. We model regional-level electricity consumption to estimate the total electricity demand in each region. Implementation of smart grids must play an influential role in boosting energy efficiency and reduction of energy waste both for households and manufacturing processes. The motivation of our study is to try to answer three research questions, related to each other. First, what is the basic model to predict electricity consumption in Russian regions? Second, how to value smart grid penetration in Russian regions? The third, is there any statistically significant impact of smart grid implementation on electricity consumption? We utilise a sectoral approach, to assess the effect on a regional level and at a sectoral level as well.
    Keywords: Russia; Russian regions; electricity consumption; smart grid; panel regression.
    DOI: 10.1504/IJEPEE.2019.10024443
  • Indicative approaches in forecasting of industry indexes   Order a copy of this article
    by Elena Grigorieva 
    Abstract: One of the main tasks facing organisations is to modernise their activities considering possible changes in the market. To prepare for modernisation, the information about the possible direction and speed of market development is needed, so it is necessary to carry out the forecasting procedure. This article is devoted to short-term forecasting of the possible direction of development of the industry in the Russian economy. The article is based on the use of such tools as groups of financial multipliers, which are formed at the intersection of the production and stock dimensions of the industry. The proposed financial multipliers are considered in the dynamics, and the received signals from the proposed indicators are combined and compared with the dynamics of the development of stock instruments (stock value or the value of the industry index) in the process of assessing the quality of the received forecast.
    Keywords: Short-term forecasting; financial drivers; signal indicators; market value indicators; stock index.
    DOI: 10.1504/IJEPEE.2019.10024986

Special Issue on: New Realities for Emerging Markets

  • Optimising the value-at-risk model in banks in India to adequately quantify market risks in emerging markets   Order a copy of this article
    by Fakhraddin Akhmedov, Mhd Shaker Zeitoun 
    Abstract: Market risk tends to be extreme in its development and violent in its impact. This study gives consideration to the case study of banks in India in optimising the value-at-risk (VaR) model in emerging markets believing that the case study of these banks is not just the story of individual banks but a window into the structural issues of the entire market risk models in emerging markets. This study uses the parametric method to optimise the value-at-risk model based on probabilities and mathematical expectations to adequately quantify the expected worst-case loss that a financial institution may sustain under normal market conditions, at a predefined confidence level, over a given time horizon and for a given asset portfolio after taking into consideration the expected recovery rate of assets. The recommendations set out in this study provide emerging markets with an optimised estimation of the value-at-risk model to adequately quantify market risk.
    Keywords: emerging markets; banking; banks in India; market risk; asset portfolio; value-at-risk model; VaR; India.
    DOI: 10.1504/IJEPEE.2019.10023149