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While precise impact of Brexit on the EU/UK trade and investment agreements with third countries will depend primarily on the terms of the withdrawal agreement to be concluded between them, most scenarios suggest an extensive process of amendment of the text and/or commitments in multilateral and bilateral agreements. At the multilateral level, the UK will remain a WTO Member, but will no longer be represented by the EU. The separation of the UK obligations from the current EU lists of concessions and schedules of commitments will require amendments that, particularly regarding subsidies and quotas, may lead to a broader renegotiation process requiring consensus of all interested WTO members. At the bilateral level, the status of current EU PTAs with regard to the UK and its trading partners remains uncertain: Some elements suggest that these PTAs may no longer be valid for the UK, or that, even if legally valid, they will no longer cover the relationship between the UK and the third country. Further, EU agreements focusing on goods only will no longer apply to the UK. For these agreements to continue to apply, the UK and the third country will need to amend some aspects of the text of the agreement as well as of the lists of commitments. Investment treaties concluded by the UK with third countries will remain valid, and no amendment is in principle necessary. Parties could require amendments to the text of the treaty, due to a fundamental change in circumstances. LDCs and developing countries who benefit from the EU GSP will continue under this regime for the remaining EU member, but that GSP framework will no longer be applicable to the UK. The UK may introduce a new GSP regime of its own. In all cases, third countries who consider that Brexit has diminished the value of their negotiated commitments have the opportunity to request compensation in sectoral commitments or changes in the text of the agreements, or ultimately terminate the agreement The process of amending the trade and investment agreements requires comprehensive knowledge of their trade and investment flows with the EU and the UK.

Bilateral Investment Treaties --- Brexit --- Economic Integration --- GSP --- International Trade Law --- Trade Agreements --- Trade Policy --- World Trade Organization --- WTO

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This open access book examines the multiple intersections between national and international courts in the field of investment protection, and suggests possible modes for regulating future jurisdictional interactions between domestic courts and international tribunals. The current system of foreign investment protection consists of more than 3,000 international investment agreements (IIAs), most of which provide for investment arbitration as the forum for the resolution of disputes between foreign investors and host States. However, national courts also have jurisdiction over certain matters involving cross-border investments. International investment tribunals and national courts thus interact in a number of ways, which range from harmonious co-existence to reinforcing complementation, reciprocal supervision and, occasionally, competition and discord. The book maps this complex relationship between dispute settlement bodies in the current investment treaty context and assesses the potential role of domestic courts in future treaty frameworks that could emerge from the States’ current efforts to reform the system. The book concludes that, in certain areas of interaction between domestic courts and international investment tribunals, the “division of labor” between the two bodies is not always optimal, producing inefficiencies that burden the system as a whole. In these areas, there is a need for improvement by introducing a more fruitful allocation of tasks between domestic and international courts and tribunals – whatever form(s) the international mechanism for the settlement of investment disputes may take. Given its scope, the book contributes not only to legal analysis, but also to the policy reflections that are needed for ongoing efforts to reform investor-State dispute settlement.

Mediation. --- Dispute resolution (Law). --- Conflict management. --- International law. --- Trade. --- International economics. --- Dispute Resolution, Mediation, Arbitration. --- International Economic Law, Trade Law. --- International Economics. --- Economic policy, Foreign --- Economic relations, Foreign --- Economics, International --- Foreign economic policy --- Foreign economic relations --- Interdependence of nations --- International economic policy --- International economics --- New international economic order --- Economic policy --- International relations --- Economic sanctions --- Law of nations --- Nations, Law of --- Public international law --- Law --- Conflict control --- Conflict resolution --- Dispute settlement --- Management of conflict --- Managing conflict --- Management --- Negotiation --- Problem solving --- Social conflict --- Crisis management --- ADR (Dispute resolution) --- Alternative dispute resolution --- Appropriate dispute resolution --- Collaborative law --- Dispute processing --- Justice, Administration of --- Mediation --- Neighborhood justice centers --- Third parties (Law) --- Good offices (Mediation) --- Conflict management --- Dispute resolution (Law) --- Law and legislation --- Dispute Resolution, Mediation, Arbitration --- International Economic Law, Trade Law --- International Economics --- ISDS --- Investment arbitration --- National courts --- Domestic courts --- Multilateral investment court --- Reform of ISDS --- Appeal mechanism --- Bilateral investment treaties --- ICSID Convention --- Exhaustion of local remedies --- Open access --- Arbitration, mediation & alternative dispute resolution --- Public international law: economic & trade

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This book is a collection of papers for the Special Issue “Quantitative Methods for Economics and Finance” of the journal Mathematics. This Special Issue reflects on the latest developments in different fields of economics and finance where mathematics plays a significant role. The book gathers 19 papers on topics such as volatility clusters and volatility dynamic, forecasting, stocks, indexes, cryptocurrencies and commodities, trade agreements, the relationship between volume and price, trading strategies, efficiency, regression, utility models, fraud prediction, or intertemporal choice.

Coins, banknotes, medals, seals (numismatics) --- academic cheating --- tax evasion --- informality --- pairs trading --- hurst exponent --- financial markets --- long memory --- co-movement --- cointegration --- risk --- delay --- decision-making process --- probability --- discount --- detection --- mean square error --- multicollinearity --- raise regression --- variance inflation factor --- derivation --- intertemporal choice --- decreasing impatience --- elasticity --- GARCH --- EGARCH --- VaR --- historical simulation approach --- peaks-over-threshold --- EVT --- student t-copula --- generalized Pareto distribution --- centered model --- noncentered model --- intercept --- essential multicollinearity --- nonessential multicollinearity --- commodity prices --- futures prices --- number of factors --- eigenvalues --- volatility cluster --- Hurst exponent --- FD4 approach --- volatility series --- probability of volatility cluster --- S&amp --- P500 --- Bitcoin --- Ethereum --- Ripple --- bitcoin --- deep learning --- deep recurrent convolutional neural networks --- forecasting --- asset pricing --- financial distress prediction --- unconstrained distributed lag model --- multiple periods --- Chinese listed companies --- cash flow management --- corporate prudential risk --- the financial accelerator --- financial distress --- induced risk aversion --- liquidity constraints --- liquidity risk --- macroeconomic propagation --- multiperiod financial management --- non-linear macroeconomic modelling --- Tobin’s q --- precautionary savings --- pharmaceutical industry --- scale economies --- profitability --- biotechnological firms --- non-parametric efficiency --- productivity --- DEA --- dispersion trading --- option arbitrage --- volatility trading --- correlation risk premium --- econometrics --- computational finance --- ensemble empirical mode decomposition (EEMD) --- autoregressive integrated moving average (ARIMA) --- support vector regression (SVR) --- genetic algorithm (GA) --- energy consumption --- cryptocurrency --- gold --- P 500 --- DCC --- copula --- copulas --- Markov Chain Monte Carlo simulation --- local optima vs. local minima --- SRA approach --- foreign direct investment --- bilateral investment treaties --- regional trade agreements --- structural gravity model --- policy uncertainty --- stock prices --- dynamically simulated autoregressive distributed lag (DYS-ARDL) --- threshold regression --- United States

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This book is a collection of papers for the Special Issue “Quantitative Methods for Economics and Finance” of the journal Mathematics. This Special Issue reflects on the latest developments in different fields of economics and finance where mathematics plays a significant role. The book gathers 19 papers on topics such as volatility clusters and volatility dynamic, forecasting, stocks, indexes, cryptocurrencies and commodities, trade agreements, the relationship between volume and price, trading strategies, efficiency, regression, utility models, fraud prediction, or intertemporal choice.

Coins, banknotes, medals, seals (numismatics) --- academic cheating --- tax evasion --- informality --- pairs trading --- hurst exponent --- financial markets --- long memory --- co-movement --- cointegration --- risk --- delay --- decision-making process --- probability --- discount --- detection --- mean square error --- multicollinearity --- raise regression --- variance inflation factor --- derivation --- intertemporal choice --- decreasing impatience --- elasticity --- GARCH --- EGARCH --- VaR --- historical simulation approach --- peaks-over-threshold --- EVT --- student t-copula --- generalized Pareto distribution --- centered model --- noncentered model --- intercept --- essential multicollinearity --- nonessential multicollinearity --- commodity prices --- futures prices --- number of factors --- eigenvalues --- volatility cluster --- Hurst exponent --- FD4 approach --- volatility series --- probability of volatility cluster --- S&amp --- P500 --- Bitcoin --- Ethereum --- Ripple --- bitcoin --- deep learning --- deep recurrent convolutional neural networks --- forecasting --- asset pricing --- financial distress prediction --- unconstrained distributed lag model --- multiple periods --- Chinese listed companies --- cash flow management --- corporate prudential risk --- the financial accelerator --- financial distress --- induced risk aversion --- liquidity constraints --- liquidity risk --- macroeconomic propagation --- multiperiod financial management --- non-linear macroeconomic modelling --- Tobin’s q --- precautionary savings --- pharmaceutical industry --- scale economies --- profitability --- biotechnological firms --- non-parametric efficiency --- productivity --- DEA --- dispersion trading --- option arbitrage --- volatility trading --- correlation risk premium --- econometrics --- computational finance --- ensemble empirical mode decomposition (EEMD) --- autoregressive integrated moving average (ARIMA) --- support vector regression (SVR) --- genetic algorithm (GA) --- energy consumption --- cryptocurrency --- gold --- P 500 --- DCC --- copula --- copulas --- Markov Chain Monte Carlo simulation --- local optima vs. local minima --- SRA approach --- foreign direct investment --- bilateral investment treaties --- regional trade agreements --- structural gravity model --- policy uncertainty --- stock prices --- dynamically simulated autoregressive distributed lag (DYS-ARDL) --- threshold regression --- United States --- academic cheating --- tax evasion --- informality --- pairs trading --- hurst exponent --- financial markets --- long memory --- co-movement --- cointegration --- risk --- delay --- decision-making process --- probability --- discount --- detection --- mean square error --- multicollinearity --- raise regression --- variance inflation factor --- derivation --- intertemporal choice --- decreasing impatience --- elasticity --- GARCH --- EGARCH --- VaR --- historical simulation approach --- peaks-over-threshold --- EVT --- student t-copula --- generalized Pareto distribution --- centered model --- noncentered model --- intercept --- essential multicollinearity --- nonessential multicollinearity --- commodity prices --- futures prices --- number of factors --- eigenvalues --- volatility cluster --- Hurst exponent --- FD4 approach --- volatility series --- probability of volatility cluster --- S&amp --- P500 --- Bitcoin --- Ethereum --- Ripple --- bitcoin --- deep learning --- deep recurrent convolutional neural networks --- forecasting --- asset pricing --- financial distress prediction --- unconstrained distributed lag model --- multiple periods --- Chinese listed companies --- cash flow management --- corporate prudential risk --- the financial accelerator --- financial distress --- induced risk aversion --- liquidity constraints --- liquidity risk --- macroeconomic propagation --- multiperiod financial management --- non-linear macroeconomic modelling --- Tobin’s q --- precautionary savings --- pharmaceutical industry --- scale economies --- profitability --- biotechnological firms --- non-parametric efficiency --- productivity --- DEA --- dispersion trading --- option arbitrage --- volatility trading --- correlation risk premium --- econometrics --- computational finance --- ensemble empirical mode decomposition (EEMD) --- autoregressive integrated moving average (ARIMA) --- support vector regression (SVR) --- genetic algorithm (GA) --- energy consumption --- cryptocurrency --- gold --- P 500 --- DCC --- copula --- copulas --- Markov Chain Monte Carlo simulation --- local optima vs. local minima --- SRA approach --- foreign direct investment --- bilateral investment treaties --- regional trade agreements --- structural gravity model --- policy uncertainty --- stock prices --- dynamically simulated autoregressive distributed lag (DYS-ARDL) --- threshold regression --- United States