Modeling Sustainable Market Volatility and Sectoral Decoupling Through FinBERT-Based Narrative Analysis

Cristian-Valentin Hapenciuc, Daniela Mihaela Neamţu, Teodora Cajvan, Camelia Băeșu

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DOI: 10.20944/preprints202607.0891.v1
Published: 2026-07-13
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Publisher: MDPI AG
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Cite this work

BibTeX

@article{allodium:10.20944/preprints202607.0891.v1,
  title = {Modeling Sustainable Market Volatility and Sectoral Decoupling Through FinBERT-Based Narrative Analysis},
  author = {Cristian-Valentin Hapenciuc and Daniela Mihaela Neamţu and Teodora Cajvan and Camelia Băeșu},
  year = {2026},
  doi = {10.20944/preprints202607.0891.v1},
  url = {https://doi.org/10.20944/preprints202607.0891.v1}
}

RIS

TY  - JOUR
TI  - Modeling Sustainable Market Volatility and Sectoral Decoupling Through FinBERT-Based Narrative Analysis
AU  - Cristian-Valentin Hapenciuc
AU  - Daniela Mihaela Neamţu
AU  - Teodora Cajvan
AU  - Camelia Băeșu
PY  - 2026
DO  - 10.20944/preprints202607.0891.v1
UR  - https://doi.org/10.20944/preprints202607.0891.v1
ER  -

APA

Hapenciuc, C., Neamţu, D. M., Cajvan, T., & Băeșu, C. (2026). Modeling Sustainable Market Volatility and Sectoral Decoupling Through FinBERT-Based Narrative Analysis. https://doi.org/10.20944/preprints202607.0891.v1

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crossref · retrieved 2026-09-25T08:37:52.903Z