Investor attention and crude oil prices : evidence from nonlinear Granger causality tests
Year of publication: |
2019
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Authors: | Li, Sufang ; Zhang, Hu ; Yuan, Di |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 84.2019, p. 1-12
|
Subject: | Crude oil returns | Fourier unit root | Granger causality | Investor attention | Nonlinear | Kausalanalyse | Causality analysis | Ölpreis | Oil price | Anlageverhalten | Behavioural finance | Einheitswurzeltest | Unit root test | Rohstoffderivat | Commodity derivative | Kapitaleinkommen | Capital income | Volatilität | Volatility | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation |
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