SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Developing a hierarchical system for energy corporate risk factors based on textual risk disclosures
15 references·16 citing·38 second hop
Developing a hierarchical system for energy corporate risk factors based on textual risk disclosures (2019)Developing a hierarchical system for ener…Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model (2018)Risk spillover between energy…Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS (2018)Modelling dynamic dependence …Global financial crisis and rising connectedness in the international commodity markets (2018)Global financial crisis and r…Economic policy uncertainty in the US and China and their impact on the global markets (2018)Economic policy uncertainty i…Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities (2018)Dynamic network of implied vo…China’s crude oil futures: Introduction and some stylized facts (2018)China’s crude oil futures: In…The evolution of 10-K textual disclosure: Evidence from Latent Dirichlet Allocation (2017)The evolution of 10-K textual…Oil shocks and stock markets revisited: Measuring connectedness from a global perspective (2017)Oil shocks and stock markets …Simultaneously Discovering and Quantifying Risk Types from Textual Risk Disclosures (2014)Simultaneously Discovering an…The Information Content of Mandatory Risk Factor Disclosures in Corporate Filings (2010)The Information Content of Ma…Modeling renewable energy company risk (2010)Modeling renewable energy com…Common and fundamental factors in stock returns of Canadian oil and gas companies (2006)Common and fundamental factor…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…An Intertemporal Capital Asset Pricing Model (1973)An Intertemporal Capital Asse…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…Tracking down financial statement fraud by analyzing the supplier-customer relationship network (2023)Tracking down financial state…The quality of voluntary and mandatory disclosures in company reports: a systematic literature network analysis (2023)The quality of voluntary and …Risk identification and assessment methods of offshore platform equipment and operations (2023)Risk identification and asses…Tone of language, financial disclosure, and earnings management: a textual analysis of form 20-F (2022)Tone of language, financial d…The role of data analytics within operational risk management: A systematic review from the financial services and energy sectors (2022)The role of data analytics wi…The intellectual capital efficiency and corporate sustainable growth nexus: comparison from agriculture, tourism and renewable energy sector (2021)The intellectual capital effi…Tourism companies' risk exposures on text disclosure (2020)Tourism companies' risk expos…The role of innovation investment and executive incentive on financial sustainability in tech-capital-labor intensive energy company: Moderate effect (2020)The role of innovation invest…Identifying Fintech risk through machine learning: analyzing the Q&A text of an online loan investment platform (2020)Identifying Fintech risk thro…Exploring the innovation efficiency of new energy vehicle enterprises in China (2020)Exploring the innovation effi…Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports (2019)Measuring the interdependence…How does economic policy uncertainty react to oil price shocks? A multi-scale perspective (2019)How does economic policy unce…Forecasting the number of inbound tourists with Google Trends (2019)Forecasting the number of inb…Energy finance: Frontiers and future development (2019)Energy finance: Frontiers and…Discovering bank risk factors from financial statements based on a new semi‐supervised text mining algorithm (2019)Discovering bank risk factors…Bank risk aggregation with forward-looking textual risk disclosures (2019)Bank risk aggregation with fo…Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Oil price shocks and industry stock returns (2011)Oil price shocks and stock market returns: New evidence from the United States and China (2014)The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes (2016)The Kappa Statistic in Reliability Studies: Use, Interpretation, and Sample Size Requirements (2005)The Psychological Meaning of Words: LIWC and Computerized Text Analysis Methods (2009)Topic Modeling as a Strategy of Inquiry in Organizational Research: A Tutorial With an Application Example on Organizational Culture (2018)Topic Modeling in Management Research: Rendering New Theory from Textual Data (2019)Natural language processing (NLP) in management research: A literature review (2020)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Information linkage, dynamic spillovers in prices and volatility between the carbon and energy markets (2018)The way to induce private participation in green finance and investment (2019)Macroeconomics and Reality (1980)Dynamic connectedness and integration in cryptocurrency markets (2018)Financial contagion during COVID–19 crisis (2020)Geopolitical risk and dynamic connectedness between commodity markets (2022)Measuring Economic Policy Uncertainty* (2016)The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets (2019)Does crude oil price stimulate economic policy uncertainty in BRICS? (2021)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The cost of capital, corporation finance and the theory of investment (2008)Tone Management (2013)Adoption of CSR and Sustainability Reporting Standards: Economic Analysis and Review (2019)Have Financial Statements Lost Their Relevance? (1999)The Boundaries of Financial Reporting and How to Extend Them (1999)Annual report readability, current earnings, and earnings persistence (2008)Analyst Information Discovery and Interpretation Roles: A Topic Modeling Approach (2017)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*20,205 cited
  • 1973An Intertemporal Capital Asset Pricing Model6,557 cited
  • 2010The Information Content of Mandatory Risk Factor Disclosures in Corporate Filings922 cited
  • 2017The evolution of 10-K textual disclosure: Evidence from Latent Dirichlet Allocation840 cited
  • 2014Simultaneously Discovering and Quantifying Risk Types from Textual Risk Disclosures491 cited
  • 2006Common and fundamental factors in stock returns of Canadian oil and gas companies473 cited
  • 2017Oil shocks and stock markets revisited: Measuring connectedness from a global perspective382 cited
  • 2018Global financial crisis and rising connectedness in the international commodity markets382 cited
  • 2018Economic policy uncertainty in the US and China and their impact on the global markets305 cited
  • 2018Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model278 cited
  • 2018Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS236 cited
  • 2010Modeling renewable energy company risk211 cited
  • 2018China’s crude oil futures: Introduction and some stylized facts

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

194 cited
  • 2018Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities163 cited
  • Cited by

    • 2019Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports99 cited
    • 2019Discovering bank risk factors from financial statements based on a new semi‐supervised text mining algorithm85 cited
    • 2020The role of innovation investment and executive incentive on financial sustainability in tech-capital-labor intensive energy company: Moderate effect81 cited
    • 2020Tourism companies' risk exposures on text disclosure80 cited
    • 2021The intellectual capital efficiency and corporate sustainable growth nexus: comparison from agriculture, tourism and renewable energy sector58 cited
    • 2019How does economic policy uncertainty react to oil price shocks? A multi-scale perspective52 cited
    • 2023Tracking down financial statement fraud by analyzing the supplier-customer relationship network50 cited
    • 2022The role of data analytics within operational risk management: A systematic review from the financial services and energy sectors48 cited
    • 2023Risk identification and assessment methods of offshore platform equipment and operations48 cited
    • 2020Exploring the innovation efficiency of new energy vehicle enterprises in China45 cited
    • 2022Tone of language, financial disclosure, and earnings management: a textual analysis of form 20-F44 cited
    • 2019Forecasting the number of inbound tourists with Google Trends41 cited
    • 2019Energy finance: Frontiers and future development40 cited
    • 2019Bank risk aggregation with forward-looking textual risk disclosures30 cited
    • 2023The quality of voluntary and mandatory disclosures in company reports: a systematic literature network analysis28 cited
    • 2020Identifying Fintech risk through machine learning: analyzing the Q&A text of an online loan investment platform26 cited