Introduce myself will be here.
Utilizes a BERT-based Large Language Model (LLM) to analyze news sentiment from a Peruvian financial daily, applying econometric models to identify causality and correlation with Lima Stock Exchange returns.
May. 2026Employs a DCC-GARCH model to test the 'rockets and feathers' asymmetric pricing theory in the Peruvian fuel market, highlighting the COVID-19 anomaly where WTI crude plunged to -$36 USD while domestic prices increased.
Nov. 2022Concytec Id
© 2026 Ing. Telma Saravia
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