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 …
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 …
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 …
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 …
Forecasting and trading cryptocurrencies with machine learning under changing market conditions
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 …
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 …
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 …
Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets
F Wen, J Cao, Z Liu, X Wang - International Review of Financial Analysis, 2021 - Elsevier
Building on the increased interest in the volatility spillover effects between Chinese stock
market and commodity markets, this paper investigates the dynamic volatility spillovers of …
market and commodity markets, this paper investigates the dynamic volatility spillovers of …