The study examines the effect of economic policy uncertainty (EPU) on nonlinear risk spillover across 24 Chinese industry sectors over the period 2008-2022. We employ tail-event driven network method to measure nonlinear risk spillover of inter-industry and quantile-on-quantile regression to...

This article investigates the frequency domain causality and quantile connectedness between online investor fear sentiment and cryptocurrency returns over the period from July 2016 to July 2021. We put forwards frequency domain nonparametric Granger causality, cross-quantile coherency and...

This paper contributes to the financial crisis literature by developing a deep learning model for predicting financial crisis events. We propose a novel gated graph neural network (GGNN) early warning model based on information spillover networks. The spillover network allows us to clarify the...

Quantifying the influence of uncertainty on gold prices is significant for improving related financial decision making. This study proposes a novel CNN-LSTM neural network that can extract potential features from sample data to effectively predict gold prices. Specifically, we demonstrate...