Monografie SAEI

Permanent URI for this collectionhttp://hdl.handle.net/10084/152208

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Prognózování poptávky s využitím Google Trends dat
(Vysoká škola báňská - Technická univerzita Ostrava, 2025) Kolková, Andrea
Prognózování v podnikové ekonomice patří mezi klíčová výzkumná témata současnosti. Publikace se zaměřuje na kvantitativní metody predikce poptávky a přináší výsledky několikaletého výzkumu i zcela nové poznatky. Poukazuje také na jeden z hlavních problémů výzkumníků v podnikové ekonomice, a to je přístup k datům, které firmy často odmítají poskytnout kvůli obavám ze ztráty obchodního tajemství. Jako možné řešení se nabízí využití dat z Google Trends a jiných alternativních dat, jejichž potenciál v oblasti predikce poptávky je hlavním tématem této monografie. Úvodní kapitoly monografie se věnují metodologickým a teoretickým základům a zasazení pojmu poptávka do kontextu logistiky. Následuje přehled současných vědeckých přístupů k predikci poptávky a definice dat z Google Trends. Stěžejní části publikace se zaměřují na aplikaci těchto dat při predikci individuální i tržní poptávky a možnosti jejich využití při analýze konkurence. Publikace je určena především vědeckým pracovníkům a výzkumníkům, ale může být užitečná i pro odborníky z praxe a studenty navazujících magisterských a doktorských studijních programů.
Micro-Modelling Approaches for Credit Rating and Corporate Survival
(Vysoká škola báňská - Technická univerzita Ostrava, 2024) Novotná, Martina
The essential issue of this book is the term credit, either in the context of credit markets, credit risk or credit rating. Credit markets’ existence is associated with credit risk, which refers to the risk of an economic loss from the failure of a counterparty to meet its contractual obligations. Due to credit risk, suppliers of credit need to assess the creditworthiness of prospective borrowers. Although modern approaches to credit risk analysis have been developed in recent decades, examining borrowers’ ability to repay their funds is one of the oldest lending activities. The main goal of this monograph is to apply and verify certain methods of credit risk modelling to real data from selected CEE countries. For the main purpose of this work, a micro approach is used to measure credit risk based on monitoring basic indicators and allowing creditors to take the necessary actions in time. The book aims at two partial financial and methodological objectives related to credit risk modelling in this context. Both of them are interconnected, and they complement each other throughout the book. In terms of financial application, this book’s principal objective is to analyse credit risk based on real data, assess its main factors, explore mutual relations, and draw conclusions related to risk assessment and market behaviour. The application is focused on two approaches of individual credit risk assessment within the areas of credit rating and corporate survival. The methodological purpose is the application and verification of rating and bankruptcy models. Rating models estimated using conventional approaches such as discriminant analysis or logistic regression are supplemented by an alternative survival analysis approach to determine the probability of rating downgrade over time. Survival analysis is subsequently used in the following empirical studies on corporate bankruptcy. We will investigate the relationship between the rating and corporate bankruptcy rates and estimate the rating assessment depending on the used model, input variables and the company's age. This book is intended for everyone interested in credit risk, particularly rating and corporate survival modelling, mainly for academia and students at all levels of study. This monograph aims to provide complex information on credit risk fundamentals, current trends and rating systems’ principles. However, the primary purpose is the practical application and estimating models using real corporate data. Thus, we can determine the main factors of rating assessment and corporate survival and demonstrate how these models can be developed through different statistical methods. The text is structured into three central parts: The theoretical background on credit risk and the credit rating industry, a description of econometric approaches used in the applications, and empirical studies on credit rating and corporate bankruptcy modelling. If the reader is particularly interested in estimating models and their comparison and interpretation, then it is suggested that they go directly to the practical application. However, reading the book step by step is recommended to understand the essence and main principles and use them in the application.
The Impact of Selected Moderators on the Relationship Between CSR and Profitability : Evidence from China
(Vysoká škola báňská - Technická univerzita Ostrava, 2023) Wu, Xiaojuan
With the rapid development of the economy, corporate behaviour has an increasing impact on the economy, society and the natural environment. Therefore, corporate social responsibility (CSR) has become a hot topic in the business community, the public and researchers. In the existing literature, research on the relationship between CSR and corporate financial performance (CFP) has been one of the focuses for decades. However, the results are inconclusive. Therefore, some scholars suggest that research could be carried out under the consideration of some moderators or mediators. Many studies have focused on how CSR affects CFP when certain moderating or mediating variables are taken into account. Little attention has been paid to the opposite effect, namely, how CFP affects CSR under certain mediators or mediators, especially in emerging economies. Therefore, the aim of this monograph is to study and verify whether the profitability of different types of companies, companies at ifferent life cycle stages, and companies with different levels of internal control have a comparable impact on CSR engagement. The research sample is selected from Chinese home appliance listed companies from 2018 to 2020. The monograph is divided into seven chapters. Chapter 1 firstly describes the current research results on the relationship between CSR and CFP in detail, and points out the existing gap, which becomes the theme of this research. Second, the current CSR situation of listed companies in China is introduced. Finally, the structure and content of the monograph are briefly described. Chapter 2 focuses on analysing how profitability affects CSR engagement, and how this effect changes across different company types, corporate life cycle stages, and levels of internal control. Hypotheses are formulated based on theoretical analysis and empirical findings. Chapter 3 delineates the two methods used in the monograph: the Analytic Hierarchy Process (AHP), applied to determine the CSR engagement for Chinese home appliance listed companies’ conditions and the interactive regression model to analyse the impact of the selected moderators on the relationship between profitability and CSR engagement. Chapter 4 is the presentation of the model and sample data, consisting of the measurement or identification of the main variables used in regression models, the specification of regression models for testing hypotheses, and sample data sources. Subsequently, the validation of the models and empirical results are presented in Chapter 5. The results are then explained and discussed in Chapter 6. The final chapter, ChapterVI Preface 7, is the conclusion, including a summary of the findings, the contributions of the monograph, and further research directions. This monograph is suitable for readers interested in the CSR situation in China. Many current impressions of CSR are based on research in developed economies such as the United States and European countries. In emerging economies, the situation may be different. Our research found that the overall impact of CFP on CSR engagement in the Chinese home appliance industry is neutral. Founder companies are reluctant to engage in CSR projects like family companies actively. Compared with companies in other stages of the corporate life cycle, mature companies are less involved in CSR. Moreover, their average CSR engagement level is the lowest across the corporate life cycle. However, CFP has a positive impact on the CSR engagement of mature companies and a negative impact on companies at other stages of the corporate life cycle. Of course, some findings are the same as the existing results, such as the company’s level of internal control, which could improve CSR engagement and enhance the impact of CFP on CSR. This research was supported by the VSB — Technical University of Ostrava Student Grant Competition project No. SP2023/008. This support is gratefully acknowledged. In addition, I would like to express my sincere gratitude to my supervisor for his patient guidance, encouragement and support throughout the writing process. Last but not least, I thank my family for their understanding, tolerance and support.

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