Perry Sadorsky

York University - Schulich School of Business

4700 Keele Street

Toronto, Ontario M3J 1P3

Canada

SCHOLARLY PAPERS

7

DOWNLOADS

1,054

TOTAL CITATIONS

12

Scholarly Papers (7)

1.

Forecasting Bitcoin Price Direction With Random Forests: How Important Are Interest Rates, Inflation, and Market Volatility?

Number of pages: 53 Posted: 13 Jun 2022
Syed Abul Basher and Perry Sadorsky
Gold River Analytics and York University - Schulich School of Business
Downloads 593 (99,718)
Citation 3

Abstract:

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Forecasting, Machine learning, Random forests, Bitcoin, Gold, Inflation

2.

Energy Efficiency in OECD and Non-OECD Countries: Estimates and Convergence

USAEE Working Paper No. 20-437, Liddle, B. & Sadorsky, P. 2021. Energy efficiency in OECD & non-OECD countries: Estimates and convergence. Energy Efficiency, Vol. 14.
Number of pages: 30 Posted: 15 Apr 2020 Last Revised: 10 Oct 2022
Brant Liddle and Perry Sadorsky
Independent and York University - Schulich School of Business
Downloads 169 (382,788)
Citation 3

Abstract:

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Energy efficiency; energy savings; convergence; stochastic frontier analysis; non-OECD countries.

3.

How important are climate change risks for predicting clean energy stock prices? Evidence from machine learning predictive modeling and interpretation

Number of pages: 58 Posted: 15 Apr 2024 Last Revised: 24 Dec 2024
Syed Abul Basher and Perry Sadorsky
Gold River Analytics and York University - Schulich School of Business
Downloads 137 (455,855)
Citation 2

Abstract:

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Forecasting, Random forests, Clean energy stock prices, Machine learning, Climate change risks, Sustainable finance

4.

Extreme Tail Dependence Among Commodities and its Portfolio Implications

Number of pages: 35 Posted: 21 Mar 2024
Montpellier Business School, Lebanese American University, Sunway Business School, Sunway University, Malaysia and York University - Schulich School of Business
Downloads 79 (670,587)
Citation 1

Abstract:

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commodity returns, contemporaneous affects, tail dependence, partial correlations, portfolio analysis

5.

Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions

Number of pages: 43 Posted: 09 May 2024
Syed Abul Basher and Perry Sadorsky
Gold River Analytics and York University - Schulich School of Business
Downloads 62 (765,634)
Citation 3

Abstract:

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Clean energy, climate change risks, quantile connectedness, systemic risk, critical minerals, electric vehicles. JEL Classification : G17, Q42, Q54

6.

Forecasting Economic Activity Using Hierarchical Night Lights Data: Evidence from Bangladesh

Number of pages: 17 Posted: 16 Apr 2025
Syed Abul Basher and Perry Sadorsky
Gold River Analytics and York University - Schulich School of Business
Downloads 14 (1,235,978)

Abstract:

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JEL Classification: C53, O18, R11, E01 Night lights data, Hierarchical forecasting, Economic activity, Regional development, Bangladesh

7.

Are the Interdependence Characteristics of the Us and Canadian Energy Equity Sectors Nonlinear and Asymmetric?

The North American Journal of Economics and Finance, Vol. 51, January 2020
Posted: 21 Mar 2023
University of Algarve, Tecnologico de Monterrey (ITESM), York University - Schulich School of Business and Department of Economics, Pusan National University

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Energy sectors, Nonlinear dependence structure, Portfolio optimization, Tail dependence, Vine copulas