Dynamic multiscale relationships between COVID-19 sentiment and extreme crude oil returns : evidence from wavelet coherence analysis
Year of publication: |
2024
|
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Authors: | Liu, Xinghe ; Xu, Cheng ; Hong, Yun ; Xu, Hao |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 60.2024, 11, p. 2533-2548
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Subject: | COVID-19 sentiment | extreme crude oil returns | Granger causality tests | wavelet coherence analysis | Coronavirus | Kausalanalyse | Causality analysis | Kapitaleinkommen | Capital income | Zustandsraummodell | State space model | Welt | World | Erdöl | Petroleum | Ölpreis | Oil price |
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