Xin Cui — Quant • HFT • ML

New approach adds web datasets to carbon pricing models.

problem Integrating web datasets into carbon pricing models.

method Proposes open information, tests with VAR and GARCH-X.

result Web datasets like GDELT can significantly affect carbon pricing.

Cryptocurrency markets treat infrastructure failures and regulatory shocks differently, but the effect is not statistically significant.

problem Understanding how cryptocurrency markets differentiate between infrastructure failures and regulatory shocks.

method A multi-moment event study using GJR-GARCH-X model with matched dependence-robust inference.

result The differential impact of infrastructure failures and regulatory shocks on cryptocurrency markets is not statistically significant.

arXiv research