This study investigates the predictability of sentiment measure on stock realized volatility.
We propose a new investor sentiment index (NISI) based on the partial least squares …

Evaluating and understanding the financial impacts of COVID-19 has emerged as an urgent
research agenda. Nevertheless, the impacts of government interventions on stock markets …

Sentiment analysis technology has made it possible to precisely calculate the daily reactions
and opinions of investors, which has been found to have a significant influence on financial …

Investor sentiment may not only influence financial instability, it may also be shaped by it.
Moreover, such causal links may differ over time, in crisis and non-crisis periods. This is a …

In this study, we construct an investor sentiment indicator (S s PCA) to predict stock volatility
in the Chinese stock market by applying the scaled principal component analysis (sPCA). As …

To mitigate the impact of market uncertainty on trading investments, this paper proposes a
forecasting and investing framework for crude oil market by integrating interval models and …

This study investigates the predictability of a fixed uncertainty index (UI) for realized
variances (volatility) in the international stock markets from a high-frequency perspective …

The development of energy finance and the financialization of bulk commodities has
deepened the financial attributes of coal, resulting in coal price shocks not only affecting the …

This study maps the academic literature on Stock Price Forecasting with Long-Term Memory
Artificial Neural Networks—RNA LSTM. The objective is to know if it is suitable for time …

In this paper, we investigate the predictability of technical indicators on energy futures
volatility from the high-frequency and high-dimensional perspectives. We show that the …