This study employs correlation coefficients and the factor-augmented vector autoregressive (FAVAR) model to investigate the relationship between the stock market and investors’ sentiment measured by big data. The investors’ sentiment index is constructed from a pool of relative keyword...

Electricity market price forecast is a changeling yet very important task for electricity market managers and participants. Due to the complexity and uncertainties in the power grid, electricity prices are highly volatile and normally carry with spikes. which may be (ens or even hundreds of...