Measuring the interdependence between investor sentiment and crude oil returns : new evidence from the CFTC's disaggregated reports
Qiang Ji, Jianping Li, Xiaolei Sun
| Year of publication: |
2019
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|---|---|
| Authors: | Ji, Qiang ; Li, Jianping ; Sun, Xiaolei |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 30.2019, p. 420-425
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| Subject: | CFTC | Connectedness network | Crude oil | Sentiment index | Speculation | Ölpreis | Oil price | Spekulation | Anlageverhalten | Behavioural finance | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative | Schätzung | Estimation | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.02.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012420931