03436ntm a22005777i 4500 000700242 CZ-PrVSE 20230618075638.0 m d cr n|||||||||| 230618s2023 xr fsbm 000 0 eng d NEZPRACOVANÝ IMPORT ABA006 cze ABA006 ABA006 rda Schererová, Barbora ISIS:133627 dis Síťová analýza biopaliv a souvisejících finančních aktiv a komodit založená na teorii grafů eng Graph theory based network analysis of biofuels and related financial assets and commodities / Barbora Schererová 2023 ?? stran : digital, PDF soubor Vedoucí práce: Karel Janda Diplomová práce (Ing.)—Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví, 2023 Obsahuje bibliografii Textový (vysokoškolská kvalifikační práce) Rok obhajoby 2023 This thesis provides the reader with overview of recent biofuel market and policy information, supplemented by systematic literature review of published literature dealing with biofuels and their impact on other commodities and financial assets, mainly fossil fuels and foods. In the practical part, this thesis aims to uncover these relationships by using graph theory network analysis focused on community detection in networks filtered by Minimum Spanning Tree method as well as Triangulated Maximally Filtered Graph method. The author then further provides the periodical results of Minimum Spanning Trees that provide additional information to the question of price linkages between inspected assets. The main results of this thesis are that biofuels form strongest linkages with their feedstocks, followed by other foods commodities, while these relationships are mostly heightened in periods of economic uncertainty or legislative changes. Other findings include the fact that fossil fuels form nearly independent clusters from the other assets, and are mostly influenced globally by changing interest rates and geopolitical turmoil such as increased inflation and war. Způsob přístupu: Internet finanční inženýrství [obor dipl. práce] diplomové práce fd132022 czenas master's theses eczenas biofuels biodiesel ethanol minimum spanning tree hierarchical tree relationship analysis systematic literature review complex network analysis community detection triangulated maximally filtered graph Janda, Karel xx0053102 ths Vyletelka, Michal ISIS:151721 opn Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví kn20010709398 dgg https://insis.vse.cz/zp/78372/podrobnosti VŠKP v InSIS https://insis.vse.cz/zp/78372 Hlavní práce https://insis.vse.cz/zp/78372/posudek/vedouci Hodnocení vedoucího https://insis.vse.cz/zp/78372/posudek/oponent/79584 Oponentura https://insis.vse.cz/zp/78372/podrobnosti dc:identifier NEPOSILAT VSKP vse78372 230616 78372