We investigate the effects of investor sentiment on returns and volatility of eight different commodities. Our findings suggest that sentiment has a predictive power on return and volatility of the commodities. Fundamentally, commodities return and volatility are positively associated with the...

This study is the first to document the impact of news sentiment on different classes of assets' returns (stocks, bonds, oil, natural gas, gold, commodities, and foreign exchange rate) during the COVID-19 pandemic. By using time-varying causality test, we find that the causality running from...

This study examines the role of market sentiment in predicting the price bubbles of four strategic metal commodities (gold, silver, palladium, and platinum) from January 1985 to August 2020. It is the first to investigate this topic using sentiment indices, including news-based economic and...