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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.
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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.
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Multinational enterprises, local firms, and employee human rights violation in the workplace
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Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers
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