We investigated the value of credit borrowers’ social media posts, such as microblog posts, in the prediction of their credit risk. We used a mixed methodology to enhance credit assessment models with theory-driven features. On the basis of general strain theory, we proposed a set of...

Measuring the value at risk(VaR) of crude oil futures poses a challenge for investors due to the high volatility of these prices. Describing the return in the tail distribution is crucial because these extreme values can trigger larger price fluctuations and market risks. Based on the...