The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Year of publication: |
2021
|
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Authors: | Wang, Lu ; Ma, Feng ; Niu, Tianjiao ; Liang, Chao |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 99.2021, p. 1-14
|
Subject: | Crude oil futures | Extreme shocks | Frequency domain analysis | Granger causality | Investor sentiment | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Schock | Shock | Anlageverhalten | Behavioural finance | Kausalanalyse | Causality analysis | Schätzung | Estimation | Erdöl | Petroleum | Volatilität | Volatility |
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