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The unfolding climate crisis is a physical manifestation of the damage that market economy, driven by the high intensity consumption of fossil fuels, has inflicted on the Earth System and on the stability conditions that were established by…
This study analyses the duration dependence of events that trigger volatility persistence in stock markets. Such events, in our context, are monthly spells of contiguous price decline or negative returns for the S&P500 stock market index…
This paper investigates the time-varying risk-premium relation of the Chinese stock markets within the framework of cross-sectional momentum and contrarian effects by adopting the Capital Asset Pricing Model and the French-Fama three factor…
How does the climatic experience of previous generations affect today's attention to environmental questions? Using self-reported beliefs and environmental themes in folklore, we show empirically that the realized intensity of deviations…
The presence of significant cross-correlations between the synchronous time evolution of a pair of equity returns is a well-known empirical fact. The Pearson correlation is commonly used to indicate the level of similarity in the price…
This paper describes how to analyze the influence of Earth system variables on the errors when providing temperature forecasts. The initial framework to get the data has been based on previous research work, which resulted in a very…
We use insight from a model of earth tectonic plate movement to obtain a new understanding of the build up and release of stress in the price dynamics of the worlds stock exchanges. Nonlinearity enters the model due to a behavioral…
In the recent past, there were several works on the prediction of stock price using different methods. Sentiment analysis of news and tweets and relating them to the movement of stock prices have already been explored. But, when we talk…
The relationship between price volatilty and a market extremum is examined using a fundamental economics model of supply and demand. By examining randomness through a microeconomic setting, we obtain the implications of randomness in the…
This paper aims to test the relationship between investor sentiment and the profitability of stocks listed on two emergent financial markets, the Moroccan and Tunisian ones. Two indirect measures of investor sentiment are used, SENT and…
This research presents a three-step causal inference framework that integrates correlation analysis, machine learning-based causality discovery, and LLM-driven interpretations to identify socioeconomic factors influencing carbon emissions…
We present the results of study of a possible relationship between the space weather and terrestrial markets of agricultural products. It is shown that to implement the possible effect of space weather on the terrestrial harvests and…
This paper develops a comprehensive theoretical framework that imports concepts from stochastic thermodynamics to model price impact and characterize the feasibility of round-trip arbitrage in financial markets. A trading cycle is treated…
We focus on the influence of external sources of information upon financial markets. In particular, we develop a stochastic agent-based market model characterized by a certain herding behavior as well as allowing traders to be influenced by…
We consider a sequential decision making process, such as renewable energy trading or electrical production scheduling, whose outcome depends on the future realization of a random factor, such as a meteorological variable. We assume that…
Stock price forecasting has remained an extremely challenging problem for many decades due to the high volatility of the stock market. Recent efforts have been devoted to modeling complex stock correlations toward joint stock price…
In the current context of climate change, extreme heatwaves, droughts, and floods are not only impacting the biosphere and atmosphere but the anthroposphere too. Human populations are forcibly displaced, which are now referred to as…
In this empirical paper we show that in the months following a crash there is a distinct connection between the fall of stock prices and the increase in the range of interest rates for a sample of bonds. This variable, which is often…
Analyzing stocks and making higher accurate predictions on where the price is heading continues to become more and more challenging therefore, we designed a new financial algorithm that leverages social media sentiment analysis to enhance…
The study of Planktonic Foraminifera abundances permits to obtain climatic curves on the basis of percentage ratio between tropical and temperate/polar forms. Climatic changes were controlled by several phenomena as: (i) Milankovitch's…