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This research endeavors to meticulously investigate the underpinnings of customer dissatisfaction within chain stores, particularly focusing on the prism of service quality. Employing an applied approach through correlational descriptive research, a cohort of 86 customers from these chain stores became the focal point for data collection. Using a thoughtfully constructed questionnaire comprising 20 discerning indicators, the study sought to probe the depths of customer dissatisfaction in these retail environments. The study reveals an essential nexus between the quality of services rendered in these stores and the resultant levels of customer loyalty and satisfaction. An intriguing revelation emerges, shedding light on instances where product pricing occasionally surpassed city averages (rated at 4.15), signaling an important area for improvement. The research culminates in proposing strategic solutions aimed at rectifying these discrepancies, underscoring the imperative nature of addressing pricing disparities to comprehensively enhance customer satisfaction within these chain stores.

The research paper delves into an in-depth analysis of the S&P BSE CARBONEX index, which serves as a benchmark for top companies, evaluating and benchmarking their climate change mitigation practices. The study focuses on volatility analysis of BSE CARBONEX, employing various GARCH models such as GARCH, TARCH, EGARCH, IGARCH, PARCH, and APARCH across five distributions. Through meticulous evaluation based on criteria including AIC, SC, and Log Likelihood values, the APARCH (1,1) model is selected, revealing the presence of asymmetry and volatility clustering within the index. This quantitative, applied, exploratory, and explanatory study conducts volatility analysis of S&P BSE CARBONEX over a period of 2485 daily observations from February 28, 2014, to March 15, 2024. To ensure data stationarity, log returns are calculated based on the previous day's price, and the nature of the data is explored using statistical measures such as mean, median, mode, skewness, kurtosis, and standard deviation. Furthermore, the study conducts heteroscedasticity tests through the ARCH LM test, uncovering signs of a leverage effect, albeit with statistically non-significant coefficients. The analysis also scrutinizes periods of dip and volatility, concluding that the year 2020 saw heightened volatility likely attributed to events such as the COVID-19 pandemic and associated variables, followed by a swift recovery. Additionally, the study observes small memory-based volatilities within the index. Through its comprehensive analysis, this research offers valuable insights into the dynamics of volatility within the BSE S&P CARBONEX index, contributing to a deeper understanding of market behaviour and potential implications for investors and policymakers alike. [ABSTRACT FROM AUTHOR]

The research paper aims to examine the BSE GREENEX index, which was developed to monitor and assess the performance of environmentally conscious companies based on carbon emissions. This index, created in collaboration with IIM Ahmedabad, is a valuable tool for companies aiming to enhance their carbon performance. It facilitates the creation of eco-friendly financial products like mutual funds, exchange-traded funds (ETFs), and structured funds. The study spans 2014 to 2024, utilizing quantitative data and various econometric tools to analyze price movements. With a dataset comprising 2485 observations of S&P BSE-GREENEX spanning from February 28, 2014, to March 15, 2024, the research explores the application of different GARCH models, including GARCH, EGARCH, IGARCH, TARCH, APARCH, and PARCH, across various distributions. By evaluating criteria such as AIC, SC, and Log Likelihood values, the APARCH (1,1) model with a t-distribution emerges as the optimal choice. The study's findings reveal the presence of volatility clustering, leverage effects, and log memory volatility within the BSE S&P GREENEX index. Furthermore, the analysis suggests that macroeconomic fluctuations have led to intermittent declines in volatility. Employing econometric and statistical methodologies, the paper endeavors to comprehensively elucidate these phenomena and their implications. [ABSTRACT FROM AUTHOR]

THE RAPID INCREASE IN URBAN POPULATIONS HAS HEIGHTENED THE NEED FOR EFFICIENT RESOURCE MANAGEMENT, MAKING THE CONCEPT OF SMART CITIES ESSENTIAL FOR SUSTAINABLE URBAN DEVELOPMENT. SMART CITIES LEVERAGE INFORMATION AND COMMUNICATION TECHNOLOGY (ICT) TO ENHANCE URBAN FUNCTIONS, INCREASE THE QUALITY OF LIFE, AND PROMOTE ENVIRONMENTAL SUSTAINABILITY. THROUGH ADVANCED SENSORS, INTERNET OF THINGS (IOT) DEVICES, AND DATA ANALYTICS, SMART CITIES GATHER REAL-TIME INFORMATION TO SUPPORT DECISION-MAKING BY MUNICIPALITIES, BUSINESSES, AND CITIZENS. KEY COMPONENTS INCLUDE SMART ENVIRONMENT, SMART TRANSPORTATION, DIGITAL ECONOMY, SMART GOVERNANCE, AND SMART LIVING. THIS PAPER EXPLORES VARIOUS DEFINITIONS OF A SMART CITY AND EXAMINES THE ROLE OF CUTTING-EDGE TECHNOLOGIES SUCH AS 5G, SMART ENERGY SYSTEMS, WASTE MANAGEMENT, AND BUILDING MANAGEMENT SYSTEMS IN IMPROVING INFRASTRUCTURE AND URBAN SUSTAINABILITY. BY ENABLING DATADRIVEN APPROACHES TO INFRASTRUCTURE, SECURITY, AND SUSTAINABILITY, THESE TECHNOLOGIES CONTRIBUTE SIGNIFICANTLY TO ADDRESSING URBAN CHALLENGES. ADDITIONALLY, THIS PAPER IDENTIFIES ESSENTIAL SUCCESS FACTORS, SUCH AS HOLISTIC DEVELOPMENT STRATEGIES, CITIZEN-CENTRIC DESIGN, GOVERNMENT SUPPORT, AND A FOCUS ON ENVIRONMENTAL SUSTAINABILITY, WHICH DRIVE THE EFFECTIVE IMPLEMENTATION OF SMART CITY PROJECTS. AS CITIES EVOLVE, THESE INNOVATIONS PRESENT OPPORTUNITIES TO OPTIMIZE RESOURCES, REDUCE COSTS, AND CREATE MORE RESILIENT, EFFICIENT, AND LIVEABLE URBAN ENVIRONMENTS. [ABSTRACT FROM AUTHOR]

Copyright of Industria Textila is the property of Institutul National de Cercetare-Dezvoltare pentru Textile si Pielarie and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

The study examines the effect of return on equity (REO), sales growth (SG), debt to equity ratio (DER), Cash Ratio (CR) company size (CS) and Dividend pay-out ratio (DPR) on stock price volatility (SPV) by analyzing the financial data of 134 firms of textile sector of Pakistan. The study based on Pakistani textile sector which is one of the major pillars of the economy. It contributes 8.5% in GDP of Pakistan and employees more than 45% of labour. The data was collected from firms listed in Pakistan Stock Exchange (PSX) for the years of 2008 to 2019. The data was analysed through E-views and the results show that Return on equity (ROE) and sales growth (SG) has positive significant relation with stock price volatility (SPV). There is positive relation between debt-to-equity ratio (DER) and stock price volatility (SPV). The study further shows that company size (CS) and cash ratio (CR) has negative significant relation. The study highlights the factors that bring volatility in stock price and the principal variables to keep in mind while making investment decision. [ABSTRACT FROM AUTHOR]

The goal of this article is to look into the movements of two economic powers, the United States America and China, as well as the volatility spillover between the United States of America and China. Furthermore, the objective of this research is to compare and contrast the accuracy of forecasts made using univariate volatility models with those made using the Normal, Student-t, and Generalized Error models. Student t's Distribution with df and GED with Fixed Parameter Distribution, constructs in predicting stock volatility between the United States of America and China, based on 560 daily observations from the United States stock market (S&P 500 Index) and China's stock market (Shanghai Stock Exchange) (SSE Composite index and HANG SENG index).Advanced econometric models are used to achieve the research-based objectives i.e. The EGARCH (exponential generalized autoregressive conditional heteroscedastic) models (Chang, McAleer, & Tansuchat, 2012) have been applied to the data from January 27, 2000, to March 24, 2023. Asymmetry in volatility transmitting patterns, the movement of shocks with higher positive and negative magnitudes, and the model's suitability are all examined in the study. The potential benefits and dangers of investing are another focus of this empirical investigation. The fitness of financial series returns in the EGARCH model is one outcome. Other outcomes include the movement of financial series, volatility sketching, a description of the data and properties of the EGARCH model, and the fitness of series returns. The results show that, in the long run, the market in question is integrated. The results also demonstrate that the Chinese market mirrors the behaviour of the USA market and that investors have limited avenues for diversification at present. The results of the EGARCH model indicate that there were asymmetric volatility spillover effects between the USA and Chinese markets during the studied time periods. Based on a reliable technique that enables the examination of the dependence structure between the sample variables, this study also investigates co-movement in China. For investors looking for global investment diversification options, the findings offer helpful information. [ABSTRACT FROM AUTHOR]

Copyright of Industria Textila is the property of Institutul National de Cercetare-Dezvoltare pentru Textile si Pielarie and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Industria Textila is the property of Institutul National de Cercetare-Dezvoltare pentru Textile si Pielarie and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Industria Textila is the property of Institutul National de Cercetare-Dezvoltare pentru Textile si Pielarie and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Industria Textila is the property of Institutul National de Cercetare-Dezvoltare pentru Textile si Pielarie and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

The study was conducted on BUX Index volatility for the post-2008 (from 2011) global financial crisis period using advanced GARCH models (GARCH, TGARCH, EGARCH, IGARCH, PARCH, APARCH). Based on parameters and test results appropriate model was chosen (APARCH (1,1) at Student's t distribution) to study volatility, the presence of asymmetry, leverage effect, volatility clustering, and decay factor. Test results were linked with the macro and microenvironment (Political instability, Geopolitical crisis, Unemployment, Inflation, COVID-19, Slowdown, etc.) of the index and unique features of the index have been discovered (Like a sudden huge dip between 2020-2022). The study through mathematical and econometrics terms establishes causal links among the variables affecting the index. The paper is relevant to both investors and policymakers as BUX is one of the most important indicators as far as stock market in Hungary is concerned. [ABSTRACT FROM AUTHOR]

The study assesses the impact of financial leverage, interest coverage ratios, and debt-to-equity ratios on the earnings per share (EPS) of Indian banks during the COVID-19 pandemic. It analyzed 23 Indian banks in the NIFTY 100 index, including 10 private and 13 public sector banks. The results showed that financial leverage, interest coverage ratios, and debt-to-equity ratios significantly impacted EPS. The interest coverage ratio had a favorable effect, while financial leverage and debt-to-equity ratios had negative effects. [ABSTRACT FROM AUTHOR]

NOWADAYS, THE NEED FOR AN INDIGENOUS MODEL OF CITIZENSHIP CULTURE IN THE WORLD'S METROPOLISES IS INEVITABLE AND MANDATORY. THE PURPOSE OF THIS ARTICLE IS TO STUDY AND PRIORITIZE THE COMPONENTS OF CITIZENSHIP CULTURE IN THE METROPOLISES OF THE ISLAMIC REPUBLIC OF IRAN. THE RESEARCH METHOD IS LIBRARY AND FIELD. DATA COLLECTION TOOLS INCLUDED IN-DEPTH LIBRARY STUDIES AND EXPERT QUESTIONNAIRES. THE MODEL INCLUDES THREE LEGAL, FUNCTIONAL AND VALUE DIMENSIONS OF CITIZENSHIP CULTURE AND ALSO INCLUDES 13 MAIN COMPONENTS. DUE TO THE HIERARCHICAL STRUCTURE OF THE CONCEPTUAL FRAMEWORK OF THE RESEARCH MODEL, THE METHOD OF HIERARCHICAL ANALYSIS PROCESS BASED ON THE AGGREGATION OF EXPERT OPINIONS AND BASED ON (GRAYNUMBER THEORY) TO EXAMINE AND PRIORITIZE EACH OF THE DIMENSIONS AND COMPONENTS OF THE CITIZENSHIP CULTURE MODEL OF THE ISLAMIC REPUBLIC OF IRAN. THEREFORE, IN GENERAL, IT CAN BE SAID THAT THE PRESENT STUDY IS A MIXED TYPE THAT EMPHASIZES QUALITATIVE-QUANTITATIVE DATA. HENCE, THE THEORETICAL-PHILOSOPHICAL PARADIGM ON WHICH THIS RESEARCH IS BASED IS A KIND OF INTERPRETIVE-POSITIVIST MIX. THE RESULTS OBTAINED FROM THIS ARTICLE INDICATE THAT AMONG THE DIMENSIONS OF CITIZENSHIP CULTURE, THE VALUE DIMENSION OF CITIZENSHIP CULTURE HAS MORE PRIORITY THAN OTHER DIMENSIONS ACCORDING TO EXPERTS. AT THE SAME TIME, THE LEGAL AND DUTY ASPECTS HAVE ALSO BEEN OF GREAT IMPORTANCE. [ABSTRACT FROM AUTHOR]

THE LONGSTANDING RELATIONSHIP BETWEEN PAKISTAN AND CHINA HAS YIELDED SUBSTANTIAL BENEFITS, NOTABLY THROUGH THE CHINAPAKISTAN ECONOMIC CORRIDOR (CPEC). THIS STUDY EVALUATES THE ECONOMIC IMPACT OF THE ENERGY INVESTMENTS WITHIN CPEC USING THE COMPUTABLE GENERAL EQUILIBRIUM (CGE) MODEL AND GTAP 9.0 DATA. FINDINGS REVEAL SIGNIFICANT POSITIVE EFFECTS ON PAKISTAN'S REAL GDP, MERCHANDISE EXPORTS, AND IMPORTS, WITH AN OVERALL INCREASE IN HOUSEHOLD INCOME AND EMPLOYMENT. THE COAL ENERGY PROJECTS ARE PROJECTED TO BOOST ECONOMIC GROWTH, REDUCE POVERTY, AND ENHANCE ENERGY ACCESSIBILITY. WHILE THE STUDY HAS LIMITATIONS, SUCH AS THE STATIC NATURE OF THE MODEL AND LIMITED FOCUS ON THE SERVICE SECTOR, IT UNDERSCORES THE TRANSFORMATIVE POTENTIAL OF CPEC’S ENERGY INVESTMENTS FOR PAKISTAN'S ECONOMY AND RECOMMENDS FURTHER DYNAMIC MODELING FOR COMPREHENSIVE INSIGHTS. [ABSTRACT FROM AUTHOR]

XPLORED, THROUGH A THOROUGH SEARCH STRATEGY IN SCOPUS AND WEB OF SCIENCE WITH KEYWORDS LIKE "SUSTAINABLE CONSUMPTION," "RESPONSIBLE PRODUCTION," AND "SDG 12." AFTER DATA SCREENING, IT WILL SYNTHESIZED AND PRESENTED IN THIS RESEARCH PAPER. TO LAY THE GROUNDWORK FOR WISE POLICY CHOICES AND SUSTAINABLE DEVELOPMENT PROJECTS, THIS RESEARCH PAPER SEEKS TO PROVIDE IMPORTANT INSIGHTS ON THE CONDITION OF RESPONSIBLE CONSUMPTION AND PRODUCTION PRACTICES IN THE POWERFUL ASIAN ECONOMIES OF TODAY. [ABSTRACT FROM AUTHOR]

The purpose of this study is to identify and describe the relevance of the takaful sector in terms of demographic features and geographical conditions. This study employs a qualitative, descriptive, literature-based approach to explore the significance and growth tactics used in this sector. The method is useful for reviewing specific situations and phenomena by assessing information and data from current literature. The study deliberates the elements that influence the efficiency level of the Takaful sector in terms of the benefits it delivers to investors, as well as the effects of Takaful insurance firms' special factors that make it a superior investment option. The findings testifies Takaful as a thriving insurance industry with enormous potential and a bright future in the global market. Industrial players, Sharia experts, and Takaful insurance businesses should work together to overcome inadequacies and loopholes that hinder the global evolution of this sector. The study supports the growth trajectory and advises Takaful operators to create more creative Takaful products and make them more accessible to consumers. [ABSTRACT FROM AUTHOR]

In the stock market, volatility is a term used to describe the degree to which the prices of assets oscillate and determines the level of risk or uncertainty. The foremost objective of the present analysis is to model the behaviour of the Denmark stock market using data from December 20, 2016, to September 20, 2023. Through the application of GARCH family prototypes which, include GARCH/TARCH, EGARCH, Component ARCH (1,1), and PARCH. The analysis used a sample number of 1668 daily observations for OMXC 25 or OMX Copenhagen 25 Stock Index representing the Denmark stock market. We used some statistical techniques such as Phillips-Perron and Augmented Dickey Fuller tests, Kwiatkowski-Phillips-Schmidt-Shin test statistic, The ARCH Lagrange Multiplier (LM) test, PARCH model. We utilized the E-Views 12 Econometrics package. This empirical investigation adds to the corpus of financial econometrics and emphasizes the importance of precisely and painstakingly modelling the behaviour of stock markets. Our ability to forecast market movements and make informed decisions in a turbulent financial climate will be improved by the findings and research methodologies covered in this paper, which will serve as a solid foundation for future investigations. [ABSTRACT FROM AUTHOR]

The research study voyage commences with the foundational objective of fitting a suitable Generalized Autoregressive Conditional Heteroscedastic (GARCH) model to assess market volatility, a fundamental pillar of financial analysis. This research embarks on an ambitious quest to predict and understand stock market volatility within the realms of the DJIA and S&P 500 of USA and ATX index of Austria using different sophisticated GARCH models. The dataset used in this study comprises daily stock market data for two key indices: the S&P 500 Index, representing the USA stock market, and the ATX Index, representing the Austria stock market. Additionally, the DJIA Index, another representative of the USA stock market, was included. The dataset consists of 5967 daily observations over the specified time period from January 3, 2000, to September 21, 2023. The observation of results, analysis and discussion depicts that PARCH model shows most promising results and found suitable to model the volatility patterns of the selected indices. The findings and methodologies presented in this paper can be seen as a solid foundation upon which to build future investigations, refining our ability to anticipate market movements and make informed decisions in an uncertain financial landscape. In closing, this research not only contributes to the body of knowledge in financial econometrics but also underscores the importance of modeling long-term stock market behavior with precision and diligence. [ABSTRACT FROM AUTHOR]

The best customer refers to the potential interaction of customers with the company during certain time periods. When companies understand the best customer and realize that the best customer can provide customized services for different customers, then they will achieve effective customer relationship management. This research is focused on the banking industry and systematically integrates data mining techniques and management topics to analyze the best customers. This study first uses the fuzzy hierarchical analysis method to weight the existing variables and then examines the DFMT model as an input to the k-means technique for clustering customers based on the desired criteria in the DFMT model. By using the proposed scoring model, it starts forming a customer value pyramid and categorizes customers into 4 value spectrums. Finally, in order to analyze the classes obtained from the customer value pyramid and implement the learning process from the available data, it uses the tenor classification techniques of decision tree, support vector machines and random forest along with the six characteristics and among They introduce the most appropriate model-characteristic based on available criteria. [ABSTRACT FROM AUTHOR]

Copyright of Industria Textila is the property of Institutul National de Cercetare-Dezvoltare pentru Textile si Pielarie and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Industria Textila is the property of Institutul National de Cercetare-Dezvoltare pentru Textile si Pielarie and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)