Results 141 to 150 of about 2,624 (262)

Improving long short-term memory (LSTM) networks for arbitrage spread forecasting: integrating cuckoo and zebra algorithms in chaotic mapping space for enhanced accuracy. [PDF]

PeerJ Comput Sci
Zhu M, Liu Y, Qin P, Ding Y, Cai Z, Gao Z, Ye B, Qi H, Cheng S, Zeng Z.   +9 more
europepmc   +1 more source

New trading strategy in investment and a new anomaly: A study of the hedge funds from emerging and developed markets. [PDF]

Heliyon, 2023
Wong WK, Cheong TS, Chui D, Lv Z, Vieito JP.   +4 more
europepmc   +1 more source

Do carbon prices affect stock prices?

Journal of Financial Research, EarlyView.
Abstract We explore how carbon pricing affects corporate financial performance during Phase 3 of the European Union Emissions Trading Scheme (EU ETS). We find that the relationship between carbon prices and stock prices depends critically on the proportion of verified emissions covered by freely allocated ETS allowances: For firms with a greater ...
Patrick Bolton, Adrian Lam, Mirabelle Muûls   +2 more
wiley   +1 more source

Forecasting of virtual power plant generating and energy arbitrage economics in the electricity market using machine learning approach. [PDF]

Sci Rep
Sarathkumar TV, Goswami AK, Khan B, Shoush KA, Ghoneim SSM, Ghaly RNR.   +5 more
europepmc   +1 more source

The expected inflation risk premium in the U.S. stock market

Journal of Financial Research, EarlyView.
Abstract This article studies how expected inflation risk affects asset prices. We propose an ex‐ante, tradable proxy for this risk, derived from the term spread of gold futures prices. Using cross‐sectional and time series asset pricing tests, we show how an increase in expected inflation risk lowers contemporaneous prices and raises equity returns ...
Pascal Letourneau, Gabriel J. Power, Garrett C. C. Smith   +2 more
wiley   +1 more source

Assessment of carbon-abatement pricing to maximize the value of electrolytic hydrogen in emissions-intensive power sectors. [PDF]

Nat Commun
Okunlola A, Davis M, Kumar A.
europepmc   +1 more source

Investor sentiment and stock market returns: A comparative analysis of mood, word, and trade

Journal of Financial Research, EarlyView.
Abstract We examine and compare the return predictability of mood‐, word‐, and trade‐based sentiment measures across 18 international stock markets. Empirical results reveal that the trade‐based measure performs strongly across many settings; the word‐based measure contributes important complementary information, including in cases where the trade ...
Lan Xiang, Wenzhao Wang
wiley   +1 more source

An LSTM-based optimization algorithm for enhancing quantitative arbitrage trading. [PDF]

PeerJ Comput Sci
Han G, Li H.
europepmc   +1 more source

The Effects of Regulatory Office Closures on Bank Behavior

Journal of Money, Credit and Banking, EarlyView.
Abstract We investigate if the decentralized structure of regulatory office networks influences supervisory outcomes and bank behavior. Following the closure of an office, banks previously supervised by that office increase their lending and risk‐taking.
IVAN LIM, JENS HAGENDORFF, SETH ARMITAGE
wiley   +1 more source

Research on Regional Variations in Potato Price Fluctuations and Inter-Regional Transmission Mechanisms in China. [PDF]

Foods
Lu H, Li T, Hao R, Liu Z, Gao M, Chen J.
europepmc   +1 more source