CoRisk Index
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The CoRisk Index is the first economic indicator of industry risk assessments related to COVID-19. In contrast to "traditional" economic climate indexes, e.g. the Ifo Business Climate Index or Purchasing Managers' Index, the CoRisk Index relies on automatically retrieved company filings[1]. The index has been developed by a team of researchers at the Oxford Internet Institute, University of Oxford, and the Hertie School of Governance in March 2020.[2] It gained international media attention[3][4][5][6][1] as an up-to-date empirical source for policy makers and researchers[7][8][9][10] investigating the economic repercussions of the Coronavirus Recession.
Methodology[edit]
The index is calculated with the use of company 10-k risk reports filed to the U.S. Securities and Exchange Commission (SEC). The CoRisk Index is calculated industry-specific as a geometric mean of three measures: , where k refers to the average industry count of Corona-related keywords used in each report and n represents the average industry share of negative keywords in Corona-related sentences.
References[edit]
- ↑ 1.0 1.1 "OII | How worried are businesses about COVID-19? A novel indicator measures industry-specific risk assessments in times of the pandemic — Oxford Internet Institute". www.oii.ox.ac.uk. Retrieved 2020-05-14.
- ↑ Stephany, Fabian; Stoehr, Niklas; Darius, Philipp; Neuhäuser, Leonie; Teutloff, Ole; Braesemann, Fabian (2020-04-27). "The CoRisk-Index: A data-mining approach to identify industry-specific risk assessments related to COVID-19 in real-time". arXiv:2003.12432 [econ.GN].
- ↑ Van Dam, Andrew. "Crisis begins to hit professional and public-sector jobs once considered safe". Washington Post. Retrieved 2020-05-05.
- ↑ Guldner, Jan. "Rezession und Instabilität: So steht der Pegel der Corona-Angst". www.wiwo.de (in Deutsch). Retrieved 2020-05-05.
- ↑ "Nuevo índice online analiza preocupaciones comerciales ante COVID-19". Smart Lighting (in español). 2020-05-06. Retrieved 2020-05-07.
- ↑ "New online index shows business concerns over COVID-19 | University of Oxford". www.ox.ac.uk. Retrieved 2020-05-05.
- ↑ Latif, Siddique; Usman, Muhammad; Manzoor, Sanaullah; Iqbal, Waleed; Qadir, Junaid; Tyson, Gareth; Castro, Ignacio; Razi, Adeel; Boulos, Maged N. Kamel; Weller, Adrian; Crowcroft, Jon (2020-04-30). "Leveraging Data Science To Combat COVID-19: A Comprehensive Review". TechRxiv. doi:10.36227/techrxiv.12212516.v1.
- ↑ Berlin, D. I. W. "DIW Berlin: Seminare". www.diw.de (in Deutsch). Retrieved 2020-05-06.
- ↑ Béland, Louis-Philippe; Brodeur, Abel; Wright, Taylor (2020-04-27). "The Short-Term Economic Consequences of Covid-19: Exposure to Disease, Remote Work and Government Response". Rochester, NY. SSRN 3584922 Check
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value (help). - ↑ "DATA in the time of COVID-19". Open Data Watch. 2020-03-17. Retrieved 2020-05-11.
External links[edit]
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