AI 中文总结
该研究提出开放信息的定义视角，通过VAR、GARCH-X模型及收益预测检验GDELT数据集，论证其对碳定价的实质性意义，为投资决策整合网络数据集提供概念基础。
AI 中文摘要
网络数据集对市场价格的影响表明，需开发社交媒体、门户网站等新型信息源，这暗示着一种新兴现象的存在。我们提出一种名为开放信息的定义视角，将其补充到现有的公共信息与私人信息类型中。我们证明了开放信息的存在性，并论证其对定价的实质性意义。为此，我们提出统计假设以检验用于碳定价的网络数据集GDELT，该数据集以欧盟配额现货价格为代表。检验采用VAR和GARCH-X模型设定，并进行收益预测。结果无法排除开放信息的实质性存在，该结果为将大量网络数据集作为另类数据整合到投资决策中提供了概念基础。
英文摘要
The impact of web datasets on market prices has suggested the development of new sources of information, such as social media and web portals, indicating the possibility of an emergent phenomenon. We propose a defining perspective, termed open information, that adds to the existing types of public and private information. We demonstrate their existence and justify material significance for pricing. In this respect, we present statistical hypotheses to test for a web dataset, GDELT, integrated for carbon pricing, that is represented by EU Allowance spot prices. Tests are designed with VAR and GARCH-X formulations, and return forecasting. The outcomes cannot rule out the material existence of open information. The result is significant for providing a conceptual basis to integrate a vast number of web datasets as alternative data in investment decisions.
