LSTM-augmented vine copula modelling for energy-finance contagion analysis. [PDF]
Zeng L, Huang J, Lin X.
europepmc +1 more source
Gesturing While Writing: An Alternate Perspective on Mimetic Prosody
Critical Quarterly, EarlyView.
Paul Magee
wiley +1 more source
Testing for Contagion in International Financial Markets: To See More, Go Higher
ABSTRACT Traditional measures of financial contagion rely on correlation shifts, overlooking higher moments such as skewness and kurtosis. We examine contagion during two major financial crises, incorporating lower‐ and higher‐moment measures. We analyze stock market returns from 22 major markets at different frequencies, offering a global perspective ...
Simeon Coleman, Vitor Leone
wiley +1 more source
Indicator from the graph Laplacian of stock market time series cross-sections can precisely determine the durations of market crashes. [PDF]
Kang ZT, Yen PT, Cheong SA.
europepmc +1 more source
Exposure to Left‐Tail Risk, Risk Appetite, and Mutual Fund Flows
ABSTRACT Using a measure of aggregate tail risk, we show that a fund's sensitivity (exposure) to tail risk negatively affects the fund flows and the fund's performance. Further, a fund's tail risk sensitivity relates positively to the left‐tail risk measures of the fund.
Ali K. Malik
wiley +1 more source
Dynamic forecasting and mechanisms of volatility synchronization in complex financial systems. [PDF]
Li JC, Guo J, Ma R, Zhong G.
europepmc +1 more source
Effects of the Invasive Round Goby on Swedish Recreational Fishing Values
ABSTRACT The round goby, an invasive fish from the Black and Caspian Seas, has spread to Swedish waters, threatening recreational fisheries. We modeled impacts on the future recreational fishery in Sweden using data from a recreational fishing survey, and estimated effects of the round goby on other fish species. Values attached to recreational fishing
Göran Bostedt +3 more
wiley +1 more source
Regional asymmetry in financial markets: Pricing of skewness risk in the Thai stock market. [PDF]
Huynh TT, Khoa BT.
europepmc +1 more source
Genetic and Ecological Management of Pacific Salmon Fisheries for the 21st Century
ABSTRACT Based on ecological adaptation theory, tremendous effort is being spent on measures that are eliminating salmon hatcheries and fishing opportunities with the intention of protecting wild runs deemed to be of particular genetic importance to the survival of the species.
Randall E. Brummett +2 more
wiley +1 more source
Forecasting crude oil futures price with energy uncertainty: Evidence from machine learning methods. [PDF]
Wei X.
europepmc +1 more source

