What type of study is this?

This is a Random Forest study (also classified as: GARCH modeling).

The sentiment of official and unofficial news about sanctions: Impact on the foreign-exchange market

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Analysis shows news sentiment influences the foreign currency market, indicating key factors like key interest rate.

Sentiment analysis reveals that negativity in news has a strong impact on the foreign currency market.
Key metrics such as the Moscow Exchange Index and Brent oil price significantly explain currency rate variations.
The study utilizes random forest and time series econometrics for impact assessment of news sentiment.
Findings suggest that traders can improve predictions of currency rate fluctuations by monitoring news sentiment.

Федорова et al. (2025) studied this question.

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