Dynamic measurement of news-driven information friction in China's carbon market: Theory and evidence
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DOI: 10.1016/j.eneco.2020.104994
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- Düsterhöft, Maximilian & Schiemann, Frank & Walther, Thomas, 2023. "Let’s talk about risk! Stock market effects of risk disclosure for European energy utilities," Energy Economics, Elsevier, vol. 125(C).
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Keywords
DSGE model; Information frictions; Machine learning; News;All these keywords.
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