...@mail.ustc.edu.cn 05 03 2025 02 08 2025 10 09 2025 © Emerald Publishing Limited 2025 Emerald Publishing Limited Licensed re-use rights only China’s ETS market Mixed-frequency data Variable selection Volatility forecast G17 G12 C45 C53 Southwest University...

... 2023 © Emerald Publishing Limited 2023 Emerald Publishing Limited Licensed re-use rights only Non-fungible tokens (NFT) Investor sentiment indices Natural language processing Text analysis Explainable artificial intelligence C53 F37 G17 G41 In the last few years...

... at: Juan.Du@xjtlu.edu.cn Empirical research Commodity futures indices Symmetric VAR model C43 C53 G11 G17 World’s leading derivative exchanges in 2016, by number of contracts traded and/or cleared, are CME Group [1] , National Stock Exchange of India and Intercontinental Exchange [2...

... Publishing Limited 2018 Emerald Publishing Limited Licensed re-use rights only Dynamic Nelson-Siegel model Functional data Functional principal component analysis Functional signal plus noise model Term structure of interest rates C53 G12 (4) SMSSE ( y | c ) = ( y...

... DCC ADCC Black-Litterman (BL) C32 C53 G11 Black and Litterman (1990, 1992) establish the Black-Litterman (BL) methodology to mitigate the input-sensitive nature of the standard mean-variance portfolio optimization approach (Best and Grauer, 1985) by incorporating the investors...

... and the correlation between this average and the market return is calculated. The result reveals a 90 per cent correlation, thus meanings that the data can represent the US market as a whole [3] . Options Stock Volatility Risk premium G10 G12 C53 Volatility is recognised as being central...