Publications

Published

• Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach.
  Alam, MS.; Amendola, A.; Candila, V.; Dehghan Jabarabadi, S. (2024).
  Econometrics. doi/url: https://doi.org/10.3390/econometrics12010002

• Oil Price, Financial Markets Index and Inflation in Iran’s Economy.
  Fattahi, S.; Soheili, K.; Dehghan Jabarabadi, S. (2018).
  International Journal of Management and Applied Science (IJMAS). doi/url: https://iraj.doionline.org/dx/IJMAS-IRAJ-DOIONLINE-14574

• Analysis of Spillover Effects between Oil and Stock Market during Multi-Scales, Using GARCH-BEKK model.
  Karimi, MS.; Hadarian, M.; Dehghan Jabarabadi, S. (2018).
  Financial Economics (IAUCTB). doi/url: https://journals.iau.ir/article_543455.html?lang=en

• 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. (2018).
  Journal of Econometric Modeling (Semnan University). doi/url: https://jem.semnan.ac.ir/article_3150.html?lang=en.10.22075/jem.2018.12956.1090

Submitted

• The Role of Planned and Unexpected Events on Financial Markets.
  Dehghan Jabarabadi, S.; Alam, MS.; Shafiullah, M. (Submitted).
  Financial Innovation. Journal Link: https://jfin-swufe.springeropen.com/

• A Novel ESG Indicator from Textual Data: Construction, Evaluation, and Risk Management Applications.
  Amendola, A.; Candila, V.; Dehghan Jabarabadi, S.; Winker, P. (Submitted).
  International Review of Financial Analysis. Journal Link: https://www.sciencedirect.com/journal/socio-economic-planning-sciences

• Evolution of Textual Analysis from Human to Machine Thinking: A PRISMA-ScR-Guided Systematic Mapping and Bibliometric Study (1957–2023).
  Candila, V.; Dehghan Jabarabadi, S. (Submitted).
  Quality & Quantity. Journal Link: https://link.springer.com/journal/11135

Working Papers (In Process)

• Mapping Central Idea of Corpus by Categorized Dictionaries from Corpus: Analyzing Economic Schools of Thought.
  Dehghan Jabarabadi, Sh.; Tusset, G.
  University of Padua, Italy

• When a Textbook Makes a Difference: Lexical Segmentation in Economics Textbooks and Long-Run Macroeconomic Performance.
  Tusset, G.; Dehghan Jabarabadi, Sh.
  University of Padua, Italy

• Propose a text-based “Depth” Measurement in International Environmental Agreements.
  Dal Monico, S.; Dehghan Jabarabadi, Sh.; Lancia, F.; Russo, A.; Werth, J.
  Code: