Comprehensive review of text-mining applications in finance
Text-mining technologies have substantially affected financial industries. As the data in
every sector of finance have grown immensely, text mining has emerged as an important …
every sector of finance have grown immensely, text mining has emerged as an important …
Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?
This study compares the dynamic spillover effects of gold and Bitcoin prices on the oil and
stock market during the COVID-19 pandemic via time-varying parameter vector …
stock market during the COVID-19 pandemic via time-varying parameter vector …
The impacts of the Russia–Ukraine invasion on global markets and commodities: a dynamic connectedness among G7 and BRIC markets
The conflict between Russia and Ukraine has been causing knock-on effects worldwide. The
supply and price of major commodity markets (oil, gas, platinum, gold, and silver) have been …
supply and price of major commodity markets (oil, gas, platinum, gold, and silver) have been …
Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?
This study investigates the dynamic connectedness between stock indices and the effect of
economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread …
economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread …
Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19
H Zhang, J Chen, L Shao - International Review of Financial Analysis, 2021 - Elsevier
This study combined time-varying parameter vector autoregression (TVP-VAR) and a
spillover index model to analyze the static, total, and net spillover effects of energy and stock …
spillover index model to analyze the static, total, and net spillover effects of energy and stock …
Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis
J Chen, Z Liang, Q Ding, Z Liu - Energy Economics, 2022 - Elsevier
By combining the traditional Diebold–Yilmaz (2012, 2014) spillover index with the quantile
method, we study the extreme spillovers among fossil energy, clean energy, and metals …
method, we study the extreme spillovers among fossil energy, clean energy, and metals …
Retail investor attention and corporate green innovation: Evidence from China
This paper investigates whether retail investor attention promotes or inhibits corporate green
innovation. Using Chinese nonfinancial public listed firms from 2011 to 2020, we find that …
innovation. Using Chinese nonfinancial public listed firms from 2011 to 2020, we find that …
Forecasting and trading cryptocurrencies with machine learning under changing market conditions
H Sebastião, P Godinho - Financial Innovation, 2021 - Springer
This study examines the predictability of three major cryptocurrencies—bitcoin, ethereum,
and litecoin—and the profitability of trading strategies devised upon machine learning …
and litecoin—and the profitability of trading strategies devised upon machine learning …
The impact of COVID-19 on the stock market crash risk in China
This study investigates the impact of the COVID-19 pandemic on the stock market crash risk
in China. For this purpose, we first estimated the conditional skewness of the return …
in China. For this purpose, we first estimated the conditional skewness of the return …
An investigation of credit card default prediction in the imbalanced datasets
Financial threats are displaying a trend about the credit risk of commercial banks as the
incredible improvement in the financial industry has arisen. In this way, one of the biggest …
incredible improvement in the financial industry has arisen. In this way, one of the biggest …