Measuring network systemic risk contributions: A leave-one-out approach
The aim of this paper is to propose a new network measure of systemic risk contributions that combines the pair-wise Granger causality approach with the leave-one-out concept.
Media attention and Bitcoin prices
We present a dual process diffusion model to examine whether Bitcoin prices behave with jumps attributed to informative signals derived from Twitter and Google Trends.
Multinational enterprises, local firms, and employee human rights violation in the workplace
Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers