WORKING PAPERS
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Beyond News Headlines and TF-IDF: Enhancing Text-Based Forecasting Models with Validated Collocations and Improved Attention Revise & Resubmit at International Journal of Forecasting
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Identifying OPEC News Shocks: The Impact of OPEC Announcements Using Textual Data (with Andrew Hanson)
WORK-IN-PROGRESS
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Welfare Implications of Bubble Cycles (with Andrew Hanson)
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Buy the Rumor, Sell the News: Examining the Macroeconomic Implications of Oil Inventory Reports (with Andrew Hanson)
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Forecasting Crude Oil Price Returns: A Principal Weighted-Elastic Net (PW-EN) Approach (with Andrew Hanson)