Can Country Risk Rating, Economic Policy Uncertainty, Investor Sentiment and Oil Prices Forecast Emerging Markets Equity Returns?
Untung Saputro WidjajaRofikoh RokhimPublished in: ICEEG (2020)
Keyphrases
- market prices
- stock market
- extreme events
- portfolio optimization
- risk measures
- market clearing
- risk averse
- short term
- investment strategies
- stock price
- product reviews
- asset allocation
- financial markets
- natural gas
- stock exchange
- expected utility
- sentiment analysis
- online reviews
- sentiment classification
- portfolio management
- opinion mining
- investment decisions
- financial data
- trading strategies
- early warning
- portfolio theory
- monetary policy
- risk management
- market participants
- decision makers
- electric power
- bidding strategies
- electricity markets
- garch model
- optimal policy
- collaborative filtering
- long term
- market equilibrium
- trading agents
- policy makers
- market data
- utility function
- decision making