When the Tail Wags the Dog: A Time‐Varying FCVAR Analysis of Bitcoin Market
ABSTRACT This paper examines how the relationship between Bitcoin spot and futures markets has evolved using a time‐varying Fractionally Cointegrated Vector Autoregressive (FCVAR) model. We are the first to apply this methodology dynamically to cryptocurrency markets, allowing us to simultaneously analyze long‐run equilibrium, pricing patterns, market ...
Filippo di Pietro +2 more
wiley +1 more source
STAGE framework: A stock dynamic anomaly detection and trend prediction model based on graph attention network and sparse spatiotemporal convolutional network. [PDF]
Shi M, Mohamad Rasli R, Wang SL.
europepmc +1 more source
For the Times They Are A‐Changin': Towards a ‘Homeland Economics’ Paradigm of the European Union?
Abstract There is an ongoing academic debate on whether geopolitical aspirations are reshaping the paradigm of the EU's neoliberal industrial and trade policy. The scrutiny has intensified with China's new economic power, the Trump and Biden administrations, Covid‐19 and Russia's invasion of Ukraine. However, the theory of paradigm changes expects that
Henrik Brockenhuus‐Schack +1 more
wiley +1 more source
Revisiting the excess volatility puzzle through the lens of the Chiarella model. [PDF]
Kurth JG, Majewski AA, Bouchaud JP.
europepmc +1 more source
How to measure earnings surprises: Based on revised market reaction. [PDF]
Pan Q, Huang K.
europepmc +1 more source
Extreme‐weather risk and the cross‐section of stock returns
Abstract We document an extreme‐weather risk premium in the cross‐section of stock returns. Between 1995 and 2019, stocks of domestic U.S. firms with the most negative sensitivity to aggregate storm losses earned an annual excess‐return spread of more than 6 percentage points relative to those with the most positive sensitivity, a difference not ...
Alexander Braun +2 more
wiley +1 more source
TIC-FusionNet: A multimodal deep learning framework with temporal decomposition and attention-based fusion for time series forecasting. [PDF]
Chen L, Fan X.
europepmc +1 more source
Unlocking IIoT Potential with AI. ABSTRACT Artificial Intelligence (AI) is playing an increasingly vital role in the Industrial Internet of Things (IIoT), enabling predictive analytics, real‐time monitoring, and autonomous operations across industries such as manufacturing, logistics, and energy.
Tinashe Magara, Mampilo Phahlane
wiley +1 more source
Financial trading decision model based on deep reinforcement learning for smart agricultural management. [PDF]
Fan D, Ab Razak NH, Soh WN.
europepmc +1 more source
ABSTRACT In an era of increasing environmental awareness, this study analyzes the relationship between board characteristics and corporate climate commitment across various industries. Our empirical analysis examines a comprehensive dataset that includes 4027 firms from the United States and Canada over the period from 2010 to 2022 and employs panel ...
Ines Ben Mehrez +2 more
wiley +1 more source

