In view of the progressive development of the ESG concept, this paper measures the
sovereign ESG index of 171 countries worldwide over the period 1990–2020 by employing …

Emissions trading system (ETS) is a cost-effective way towards achieving the carbon
neutrality goal. Based on the gaps in the research on carbon allowance allocation vis-à-vis …

This paper examines the flow of information and its direction between the oil volatility index
(OVX) and the spot variance of WTI and Brent returns. Since OVX is an indicator of the …

This paper provides an overview of the commodities market, considering three relevant
attributes: predictability, similarity, and efficiency. We examine the monthly spot and futures …

This paper uses transfer entropy measures to analyze the information sharing between the
option implied volatility, the realized volatility and the returns of six financial assets during …

Exploratory data analysis of high-dimensional datasets is a crucial task for which visual
analytics can be especially useful. However, the ad hoc nature of exploratory analysis can …

Data has become one of the most crucial sources of human life. In particular, the ability to
predict the future through data is a widely studied topic. In finance, as an instance, increased …

Accurate wind speed forecasting is beneficial to the management of the wind power system.
A hybrid WPD-DA-NAR wind speed forecasting model under moving window framework is …

Information diffusion within financial markets plays a crucial role in the process of price
formation and the propagation of sentiment and risk. We perform a comparative analysis of …

This study examines the relationship between sentiment and the realized volatility of returns
for different asset classes (stocks, bonds, foreign currency, and commodities). Specifically …