Publications & Research
Peer-Reviewed Publications
2024 Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach.
Alam, MS.; Amendola, A.; Candila, V.; Dehghan Jabarabadi, S.
Journal of Econometrics.
DOI: https://doi.org/10.3390/econometrics12010002
2018 Oil Price, Financial Markets Index and Inflation in Iran’s Economy.
Fattahi, S.; Soheili, K.; Dehghan Jabarabadi, S.
International Journal of Management and Applied Science (IJMAS).
DOI: https://iraj.doionline.org/dx/IJMAS-IRAJ-DOIONLINE-14574
2018 Analysis of Spillover Effects between Oil and Stock Market during Multi-Scales, Using GARCH-BEKK model.
Karimi, MS.; Hadarian, M.; Dehghan Jabarabadi, S.
Financial Economics (IAUCTB).
DOI: https://journals.iau.ir/article_543455.html?lang=en
2018 Examination of Contagion in Financial Markets in Iran using a Combination of Ornstein Uhlenbeck process and Wavelet Method.
Fattahi, S.; Soheili, K.; Dehghan Jabarabadi, S.
Journal of Econometric Modeling (Semnan University).
DOI: https://jem.semnan.ac.ir/article_3150.html?lang=en.10.22075/jem.2018.12956.1090
UNDER REVIEW
A Novel ESG Indicator from Textual Data: Construction, Evaluation, and Risk Management Applications.
Dehghan Jabarabadi, S.; Amendola, A.; Candila, V.; Winker, P.
Journal of Socio-Economic Planning Sciences.
Mapping the Mehodological Shift in Textual Analysis: A Systematic Scoping Review and Bibliometric Evaluation from Human to Machine Thinking (1957-2023).
Candila, V.; Dehghan Jabarabadi, S.
Journal of Quality & Quantity.
Information-Theoretic Measures of Textual Volatility: A Dual-Pipline NLP Framework for Historical Corpora.
Dehghan Jabarabadi, S.; Tusset, G.
Journal of Entropy
Working Papers (In Process)
Wavelet-Enhanced LSTMs for Financial Time Series: A Cross-Asset Analysis of Exogenous Shocks.
Dehghan Jabarabadi, S.; Alam, MS.; Shafiullah, M.
Mapping Central Ideas in Textual Corpora: A Token-Based Dictionary Approach to Economic Thought.
Dehghan Jabarabadi, Sh.; Tusset, G.
Propose a text-based “Depth” Measurement in International Environmental Agreements.
Dal Monico, S.; Dehghan Jabarabadi, Sh.; Lancia, F.; Russo, A.; Werth, J.