In this study, we examine oil price extreme tail risk spillover to individual Gulf Cooperation
Council (GCC) stock markets and quantify this spillover's shift before and during the COVID …

Purpose This paper presents a conceptual framework based on an extensive literature
review. The aim of this study is to deepen understanding of the relationship between carbon …

The lack of fundamental values in the cryptocurrency market paves the way for the rise of
unprecedented speculative bubble phenomena, which are often associated with alternating …

The cryptocurrency crash on the 5th of September, 2018, resulted in price decreases in 95 of
the 100 leading digital currencies. We obtained millisecond data of some of the more …

In this paper, we gauge the degree of interconnectedness and quantify the linkages
between global and other systemically important institutions, and the global financial system …

Recent calls from within economics for increased attention to narrative open the door to
possible cross-fertilisation between economics and more humanistically oriented business …

Some of the most pioneering work in our field is occurring where emerging computational
approaches are meeting time series analytic techniques. Combining these methods is …

The study's objective is to check whether the predictive power of Machine Learning
Techniques is better than Logistic Regression in predicting the bankruptcy of firms and that …

Purpose The purpose of this paper is to identify and analyse the news coverage and
sentiment of real estate-related trends in Germany. Trends are considered as being stable …

In this work we investigate whether information theory measures like mutual information and
transfer entropy, extracted from a bank network, Granger cause financial stress indexes like …