Introduction to Extreme Financial Risk MEasurement

This project explores global renewable energy adoption, electricity generation, and carbon intensity trends using data visualization techniques in R. The report includes multiple visualization types such as line charts, bar charts, scatter plots, heatmaps, box plots, and an interactive Plotly visualization based on the Our World in Data Energy Dataset.

Laporan analisis Structural Equation Modeling (SEM) menggunakan paket lavaan dengan estimator WLSMV untuk menguji faktor pendorong mahasiswa dalam mengadopsi teknologi AI.Menggunakan data 437 responden, penelitian ini memperluas model TAM klasik dengan menambahkan konstruk Subjective Norms dan Trust. Dokumen ini mencakup tahapan lengkap mulai dari data cleansing (eliminasi indikator SN2), uji validitas CFA, uji reliabilitas CR & AVE, evaluasi Goodness of Fit (CFI/TLI = 0.997), hingga pengujian 4 hipotesis utama. Hasil menunjukkan seluruh hipotesis diterima, dengan Attitude Toward Using sebagai prediktor paling dominan terhadap Actual Usage AI secara nyata.

Use variables Board Size, Independence, Meetings, Net Profit, Total Assets, ROA, ROE for INALA and the RES companies.

Descrição em Português A estratégia PRISMA utilizada neste estudo permitiu identificar e organizar os artigos científicos provenientes de diferentes bases de dados. No total, foram recuperados 75 registros, distribuídos entre Scopus (13 artigos), Web of Science (10 artigos), Science Direct (18 artigos), SciELO (10 artigos) e outras fontes (24 artigos). As “outras fontes” correspondem a artigos enviados diretamente pelos orientadores e disponibilizados pela própria instituição. Após a etapa de identificação, os estudos passaram pelo processo de seleção e elegibilidade, considerando critérios previamente estabelecidos para inclusão e exclusão. Durante a fase de exclusão, 20 artigos foram removidos por não atenderem aos critérios metodológicos e temáticos definidos para a revisão. Ao final do processo PRISMA, 55 artigos foram incluídos na análise final, compondo a base científica utilizada neste estudo. Description in English The PRISMA strategy applied in this study enabled the identification and organization of scientific articles retrieved from different databases. A total of 75 records were identified, distributed among Scopus (13 articles), Web of Science (10 articles), Science Direct (18 articles), SciELO (10 articles), and other sources (24 articles). The “other sources” category refers to articles directly provided by supervisors and made available through the institution itself.

The purpose of this Analysis is to conduct a comparative volatility analysis of ESG and benchmark portfolios on the Johannesburg Stock Exchange. Specifically, it examines the FTSE/JSE Responsible Investment Index (J113) as a representative ESG portfolio and the FTSE/JSE All Share Index (J203) as a conventional market benchmark. By applying advanced volatility modelling techniques, including GARCH (1, 1) and EGARCH models, the study seeks to uncover differences in volatility levels, persistence, and asymmetric responses to market shocks between ESG and benchmark indices. Furthermore, it evaluates the risk-adjusted performance of both portfolios to determine whether ESG integration enhances portfolio resilience and offers superior risk-reward outcomes in an emerging market context.