News sentiment and jumps in energy spot and futures markets
Year of publication: |
October 2017
|
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Authors: | Maslyuk-Escobedo, Svetlana ; Rotaru, Kristian ; Dokumentov, Alexander |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 45.2017, p. 186-210
|
Subject: | Jumps | Energy prices | Sentiment | Sentiment index | Nonparametric tests | Volatilität | Volatility | Energiemarkt | Energy market | Anlageverhalten | Behavioural finance | Nichtparametrisches Verfahren | Nonparametric statistics | Rohstoffderivat | Commodity derivative | Ankündigungseffekt | Announcement effect | Schätzung | Estimation |
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