Results 11 to 20 of about 4,162 (252)
Can Bitcoin be a safe haven in fear sentiment?
Technological and Economic Development of Economy, 2022 This paper explores how fear sentiment affects the price of Bitcoin by employing the rolling-window Granger causality tests. The analysis reveals negative influences from the volatility index (VIX) to Bitcoin price (BTC), which ascertains that Bitcoin ...
Chi-Wei Su +3 more
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The predictive power of the European Economic Sentiment Indicator [PDF]
SSRN Electronic Journal, 2007 Economic sentiment surveys are carried out by all European Union member states on a monthly basis. The survey outcomes are used to obtain early insight into future economic evolutions and often receive extensive press coverage. Based on these surveys, the European Commission constructs an aggregate European Economic Sentiment Indicator (ESI).
Gelper, Sarah, Croux, Christophe
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Can news-based economic sentiment predict bubbles in precious metal markets?
Financial Innovation, 2022 This study examines the role of market sentiment in predicting the price bubbles of four strategic metal commodities (gold, silver, palladium, and platinum) from January 1985 to August 2020.
Aktham Maghyereh, Hussein Abdoh
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Do Media Sentiments Reflect Economic Indices? [PDF]
Chinese Business Review, 2011 Forecasting economic indices on the basis of information extracted from text documents, like newspaper articles is an attractive idea. With the help of text mining techniques, in particular sentiment analysis, we evaluate the tone of individual New York Times (NYT) articles and compare our results to the Chicago Fed National Activity Index (CFNAI).
Hofmarcher, Paul +2 more
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Forecasting Economic Activity in Germany - How Useful are Sentiment Indicators? [PDF]
SSRN Electronic Journal, 2002 We analyze four economic sentiment indicators for the German economy regarding their ability to forecast economic activity. Using cross correlations and Granger causality tests we find that the ifo business expectations (ifo), the Purchasing Managers Index (PMI) and the ZEW Indicator of Economic Sentiment (ZEW) lead the year-on-year growth rate of ...
Schröder, Michael, Hüfner, Felix P.
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Redefining The Croatian Economic Sentiment Indicator
International Journal of Social, Behavioral, Educational, Economic, Business and Industrial Engineering, 2015 Based on Business and Consumer Survey (BCS) data, the European Commission (EC) regularly publishes the monthly Economic Sentiment Indicator (ESI) for each EU member state. ESI is conceptualized as a leading indicator, aimed ad tracking the overall economic activity.
Čižmešija, Mirjana +2 more
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How information technologies shape investor sentiment: A web-based investor sentiment index
Borsa Istanbul Review, 2019 This paper proposes a new investor sentiment indicator that combines the use of principal component analysis with web searches. This proposal provides economic meaning to the underlying variables, a sound factor structure, and reduces the noise regarding
Juan José García Petit +2 more
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Technological and Economic Development of Economy, 2021 In this study, we introduce a sentiment construction method based on the evolution of survey-based indicators. We make use of genetic algorithms to evolve qualitative expectations in order to generate country-specific empirical economic sentiment ...
Oscar Claveria +2 more
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Modelling the dynamics of EU economic sentiment indicators: an interaction-based approach [PDF]
Applied Economics, 2011 This paper estimates a simple univariate model of expectation or opinion formation in continuous time adapting a 'canonical' stochastic model of collective opinion dynamics (Weidlich and Haag, 1983; Lux, 1995, 2007). This framework is applied to a selected data set of survey-based expectations from the rich EU business and consumer survey database for ...
Jaba Ghonghadze, Thomas Lux
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Nowcasting Economic Activity Using Electricity Market Data: The Case of Lithuania
Economies, 2023 Traditional forecasting methods usually rely on historical macroeconomic indicators with significant delays. To address this problem, new opportunities for economic modeling and forecasting are emerging by using real-time data and making nowcasting of ...
Alina Stundziene +4 more
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