# An Annotated Commodity News Corpus for Event Extraction

arXiv: https://arxiv.org/abs/2105.08214 · HTML: https://mlsanity.com/paper/2105.08214/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- Builds on 1 of its 53 references that are in the map.
- First posted on arXiv 18 May 2021.

## Builds on (most cited first, 1 of 1)

- [Financial Event Extraction Using Wikipedia-Based Weak Supervision](https://mlsanity.com/paper/1911.10783/) (2019)

## Built on by (most cited first, 3 of 3)

- [An Empirical Study on Information Extraction using Large Language Models](https://mlsanity.com/paper/2305.14450/) (2023)
- [Effective Use of Graph Convolution Network and Contextual Sub-Tree forCommodity News Event Extraction](https://mlsanity.com/paper/2109.12781/) (2021)
- [KnowCoder-X: Boosting Multilingual Information Extraction via Code](https://mlsanity.com/paper/2411.04794/) (2024)

## Abstract (arXiv)

Commodity News contains a wealth of information such as sum-mary of the recent commodity price movement and notable events that led tothe movement. Through event extraction, useful information extracted fromcommodity news is extremely useful in mining for causal relation betweenevents and commodity price movement, which can be used for commodity priceprediction. To facilitate the future research, we introduce a new dataset withthe following information identified and annotated: (i) entities (both nomi-nal and named), (ii) events (trigger words and argument roles), (iii) eventmetadata: modality, polarity and intensity and (iv) event-event relations.