We examine the determinants of correlation patterns between green and black bond
markets. Both the correlations and determinants are time-varying and estimated using a two …

We examine the predictive ability of online investor sentiment for six major cryptocurrency
returns. For this, we use two proxies, the FEARS index of Da et al.(2015) and Twitter …

The rapid growth of educational data creates the requirement to mine useful information
from learning behavior patterns. The development of data mining technology makes …

Unlike most previous studies considering the yields on green bonds versus conventional
bonds or the hedging ability of green bonds against downside market risk, the main purpose …

Customer churn is detrimental to corporate revenue. Hence, accurate customer churn
prediction is vital for enterprises to improve customer retention and corporate revenue …

This study provides a novel perspective to the oil-stock market nexus by examining the
predictive ability of oil return and volatility on stock market momentum in China. We find that …

Accurate customer churn prediction are increasingly crucial in improving customer retention
and corporate revenue. The collected customer churn data generally exhibits the classical …

We employ quantile regression to provide a detailed picture of the stock return forecasting
ability of investor sentiment. We find that investor sentiment predicts aggregate stock returns …

We investigate whether oil-price uncertainty helps forecast the international stock returns of
ten advanced and emerging countries. We consider an out-of-sample period of August 1925 …

Using data that cover the annual period from 1258 to 2023, we studied the link between real
gold returns and climate risks. We documented a positive contemporaneous link and a …