Measuring social unrest using media reports

P Barrett, M Appendino, K Nguyen… - Journal of Development …, 2022 - Elsevier
We present a new index of social unrest based on counts of relevant media reports, covering
130 countries monthly starting in 1986. Spikes in the index identify major events, which …

Media sentiment on monetary policy: Determinants and relevance for inflation expectations

M Picault, J Pinter, T Renault - Journal of International Money and Finance, 2022 - Elsevier
We construct a new indicator to capture media sentiment about the European Central Bank
monetary policy and its relevant environment by analyzing 25,000 articles from five major …

Macroeconomic forecasting through news, emotions and narrative

S Tilly, M Ebner, G Livan - Expert Systems with Applications, 2021 - Elsevier
This study proposes a new method of incorporating emotions from newspaper articles into
macroeconomic forecasts, attempting to forecast industrial production and consumer prices …

Expectations, sentiments and capital flows to emerging market economies

J Beckmann, TM Boonman, S Schreiber - Emerging Markets Review, 2024 - Elsevier
This paper provides a novel look at capital flow determinants by assessing the role of
expectations and media sentiments. Analyzing eight emerging market economies, we …

Artificial intelligence and behavioral economics: A bibliographic analysis of research field

Z Aoujil, M Hanine, ES Flores, MA Samad… - IEEE Access, 2023 - ieeexplore.ieee.org
Behavioral economics and artificial intelligence (AI) have been two rapidly growing fields of
research over the past few years. While behavioral economics aims to combine concepts …

[HTML][HTML] Media sentiment emotions and consumer energy prices

J Rogmann, J Beckmann, R Gaschler, H Landmann - Energy Economics, 2024 - Elsevier
This paper analyzes how sentiment from different news sources affect [s] energy prices for
consumers. We assess the impact of sentiments derived from newspaper and social media …

[HTML][HTML] Not all words are equal: sentiment and jumps in the cryptocurrency market

AF Aysan, M Caporin, O Cepni - Journal of International Financial Markets …, 2024 - Elsevier
This paper analyzes the relationship between price jumps and news sentiment in
cryptocurrencies. We detect jumps at the intraday level and correlate their occurrence with …

[HTML][HTML] Macroeconomic effects from media coverage of the China–US trade war on selected EU countries

J Beckmann, RL Czudaj, M Murach - European Journal of Political …, 2024 - Elsevier
The objective of this paper is to analyze the macroeconomic effects of media coverage
related to the trade conflict between China and the US for selected countries of the …

Forecasting financial markets with semantic network analysis in the COVID‐19 crisis

A Fronzetti Colladon, S Grassi… - Journal of …, 2023 - Wiley Online Library
This paper uses a new textual data index for predicting stock market data. The index is
applied to a large set of news to evaluate the importance of one or more general economic …

Green sentiment in financial markets: A global warning

M Bessec, J Fouquau - … of Paris December 2020 Finance Meeting …, 2020 - papers.ssrn.com
We use textual analysis to measure the growing concern about climate issues and to assess
its impact on stock prices in the United States. Using a dataset of 71,785 articles published …