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Polyzos et al., 2022 - Google Patents

Twitter and market efficiency in energy markets: Evidence using LDA clustered topic extraction

Polyzos et al., 2022

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Document ID
7849836976481669253
Author
Polyzos E
Wang F
Publication year
Publication venue
Energy Economics

External Links

Snippet

We use an extended sample of tweets relating to energy markets in order to examine and quantify the existence of market efficiency. The tweets are used as a proxy for publicly available information and we examine the degree to which this information determines …
Continue reading at papers.ssrn.com (PDF) (other versions)

Classifications

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    • G06F17/30634Querying
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    • G06F17/3066Query translation
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    • G06F17/30861Retrieval from the Internet, e.g. browsers
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