Quantifying the Linguistic Complexity of Pan-Homophonic Events in Stock Market Volatility Dynamics. [PDF]
Entropy (Basel)Zhang Y, Tian J, Zou Y, Zhang X, Cai X.
europepmc +1 more source
Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?
Agribusiness, Volume 42, Issue 4, Page 2057-2073, Autumn 2026.ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
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An Entropy-Regularised AI Framework for Multi-Asset Volatility Spillover Forecasting and CVaR-Constrained Portfolio Allocation in Financial Markets. [PDF]
Entropy (Basel)Yu J, Wang L, Sun X.
europepmc +1 more source
Advanced Intelligent Discovery, Volume 2, Issue 5, October 2026.An AI‐assisted approach is introduced to decode synthesis–performance relationships in metal‐organic framework‐derived supercapacitor materials using Bayesian optimization and predictive modeling, streamlining the search for optimal energy storage properties.
David Gryc +8 more
wiley +1 more source
Cross-market volatility spillovers between China and the United States: A DCC-EGARCH-t-Copula framework with out-of-sample forecasting. [PDF]
PLoS OneZeng J, Wu J.
europepmc +1 more source
Brexit and Its Impact on EU Financial Markets
International Journal of Finance &Economics, Volume 31, Issue 4, Page 4510-4535, October 2026.ABSTRACT We investigate the impact of Brexit on volatility spillovers across the EU countries. We introduce a Brexit intensity measure that assigns an intensity score reflective of the financial markets' reaction to the events that occurred as Brexit negotiations began to unfold.
Marwan Izzeldin +3 more
wiley +1 more source
Transfer learning based CEEMDAN-VMD secondary decomposition and multi-scale modeling for short-term electricity market price trend forecasting. [PDF]
Sci RepZhang Y, Song X, Li C, Zhang Z, Zhang J.
europepmc +1 more source
International Journal of Finance &Economics, Volume 31, Issue 4, Page 4667-4686, October 2026.ABSTRACT This study examines risk transmission and co‐movements between financial markets (G7 countries and China) and commodity markets (gold and oil) during the COVID‐19 crisis. Daily closing prices for major equity indices (CAC40, CSI300, DAX30, FTSE100, MIB, NIKKEI, TSX and S&P500) and futures prices for gold, brent and WTI were analysed using DCC ...
V. Moutinho +3 more
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Transfer-Entropy- and Hawkes-Process-Driven Dynamic Measurement of Cross-Border Financial Risk Contagion in Directed, Weighted Networks. [PDF]
Entropy (Basel)An L, Dai J.
europepmc +1 more source
International Journal of Finance &Economics, Volume 31, Issue 4, Page 5193-5211, October 2026.ABSTRACT This paper investigates the intricate relationship between climate policy uncertainty (CPU) and energy market dynamics, focusing on fossil‐based and renewable/low‐carbon energy assets. Utilising a comprehensive dataset spanning from April 1987 to December 2023, comprising monthly observations of CPU, stock market returns, spot oil prices and ...
Dimitrios Asteriou, Anastasia Dimiski
wiley +1 more source