From the 1 of 7 linked papers with an AI index.
7 papers
Energy Market and Carbon Emission Spillovers in Critical Minerals Investment: A Dynamic Connectedness Approach
Haibo Wang, Lutfu Sua, Jaime Ortiz +2
The paper uses a time‑varying VAR model to measure how daily price volatility spreads among critical‑mineral ETFs and macro‑variables like energy prices, carbon futures, and market…
Enhancing Credit Risk Prediction: A Multi-stage Ensemble Pipeline
Haibo Wang, Jun Huang, Lutfu S. Sua +2
Effective credit risk management is fundamental to financial decision-making, requiring robust models to predict default probabilities and classify financial entities. Traditional…
Dynamic Risk in the U.S. Banking System: An Analysis of Sentiment, Policy Shocks, and Spillover Effects
Haibo Wang, Jun Huang, Lutfu S Sua +3
The 2023 U.S. banking crisis propagated not through direct financial linkages but through a high-frequency, information-based contagion channel. This paper moves beyond exploration…
Renewable Energy Prediction: A Comparative Study of Deep Learning Models for Complex Dataset Analysis
Haibo Wang, Jun Huang, Lutfu Sua +1
The increasing focus on predicting renewable energy production aligns with advancements in deep learning (DL). The inherent variability of renewable sources and the complexity of p…
Deep Learning in Renewable Energy Forecasting: A Cross-Dataset Evaluation of Temporal and Spatial Models
Lutfu Sua, Haibo Wang, Jun Huang
Unpredictability of renewable energy sources coupled with the complexity of those methods used for various purposes in this area calls for the development of robust methods such as…
Spatiotemporal Impact of Trade Policy Variables on Asian Manufacturing Hubs: Bayesian Global Vector Autoregression Model
Lutfu S. Sua, Haibo Wang, Jun Huang
A novel spatiotemporal framework using diverse econometric approaches is proposed in this research to analyze relationships among eight economy-wide variables in varying market con…