The Wiley Finance Series : Handbook of News Analytics in Finance

Managing real-time risks and returns: The Thomson Reuters NewsScope Event Indices 95

Livestock topics

0.1



0.9



0.1



0.6

0.4



0.7

0.0

0.1 0.7 0.5



0.1



0.2



0.8



0.7 0.0



0.1

MX



1.2

1.2



0.1

0.5



1.2

0.1



0.7



0.4 0.0 0.6 0.3 0.6



0.5 0.7



0.6 0.1

Macroeconomic keywords



0.6

0.3



0.8



0.1

0.1

0.1



0.1

0.1 0.5



1.1



0.2



0.5



0.6 0.1 0.0



0.2

Macroeconomic topics

0.2



0.6 0.3

0.3



0.3



0.7

0.0

0.0



0.2 0.9 0.0 0.5 0.4 0.3 0.0 0.2

Major news topics

0.5



0.6 1.0

0.8



0.2



0.5

0.1

0.0



0.8 0.7



0.4 0.5



0.4 0.2



0.2 0.2

Markets topics

0.1



0.6 1.4

1.2



1.0



0.8

0.2

0.2



1.3



0.8 0.0 1.1 0.0 0.7 0.0 0.2

Mergers keywords

0.8

0.2 0.5

1.1



0.7



0.4



0.8

0.1 0.1 0.4 0.3 0.8 0.4 0.6 0.5 0.2

Metal topics



0.5

0.1



1.1

0.3



0.5

0.3

0.2



0.4



0.9

0.2



1.1



0.4



0.1

0.7



0.2



0.4

Military keywords



1.2



0.1



0.3

0.0

0.2



0.2



0.1



0.3 0.0



0.2 0.2



0.3 0.1 0.3



0.1 0.0

Natural disaster keywords



0.6

0.6



0.1

0.1



0.2

0.3

0.4



0.1



0.1 0.6



0.3 0.5 1.1 0.9 0.1



0.1

Natural disaster topics

0.1



0.2



0.2

0.2



0.2



0.1



0.1

0.0



0.3



0.4



0.1 0.1



0.1 0.7 0.1



0.2

Oil topics

0.1



0.1 0.5

0.0

0.4



0.1

0.4

0.3 0.1 0.5 0.1 0.1



0.4



0.3 0.1



0.1

Political keywords



1.4

0.0



0.7



0.1



0.2



0.1

0.2



0.2



1.3 0.6



0.5 0.3 0.5 0.5



1.0



0.1

Political

topics



0.5

0.0 0.3

0.1



0.1



0.1

0.0



0.1 0.1 0.4



0.2 0.0



1.1 0.7 0.1 0.0

Precious metal topics

0.9



0.5



0.1



0.1

0.7

0.1



0.1

0.3 0.8



0.7 0.3 0.1



1.0



0.2 0.6



0.4

RCH

0.3



0.3



0.8



1.0

1.0

0.3

0.2

0.3 0.9



0.1 0.2



0.7 0.2



0.3 0.0 0.1

Rates topics



0.4

0.0 1.8

0.1



0.6



0.1

0.0

0.7



0.5 0.6 0.2 0.7 0.2 0.3 0.5 0.2

Regulation topics

0.5

0.0



0.6



0.4

0.5

0.3

0.3



0.2 0.7



0.9 0.2



0.4



0.8



0.4



0.3



0.3

Stocks topics

0.3



1.0 1.1



0.1

0.5



0.2

0.6

0.2 0.0 0.3



0.2



0.2 0.1



0.4 1.2



0.1

Terrorism keywords

0.7



1.3 0.6



0.2

0.5



0.5



0.1

0.8 0.8 0.9 0.7 0.1 0.1 0.1 0.3 0.4

Terrorism topics



0.2



0.4 0.6



0.4

0.3

0.1



0.1

0.2 0.6 0.6 0.1



0.2



0.2 0.1 0.1 0.2

US

0.4

0.1 0.3

0.3

0.1

0.1

0.0

0.5 0.3



0.3 0.7 0.6 0.2 0.1 0.1 0.4

Urgent news topics



0.6



1.1 1.4

0.2



0.2



1.0

0.0



0.2



0.3 1.2 0.1 0.1



0.1 0.3 0.3 0.1

VIO



0.4

0.2



0.3



0.2



0.2



0.1



0.4



0.3 0.3 0.6



0.4



0.3 0.0 0.4 0.3 0.1

Violence keywords



0.8

0.3



0.2

0.5



0.6

0.1

0.0



0.3



0.6 0.3



0.3 0.0 0.7 0.4 0.0 0.0