Investor sentiment and predictability for volatility on energy futures Markets : evidence from China
Year of publication: |
2021
|
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Authors: | Chen, Rongda ; Bao, Weiwei ; Jin, Chenglu |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 75.2021, p. 112-129
|
Subject: | China’s energy futures | Investor sentiment | Predictability | Volatility | Volatilität | China | Anlageverhalten | Behavioural finance | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Prognose | Forecast |
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