Dynamic multiscale relationships between COVID-19 sentiment and extreme crude oil returns : evidence from wavelet coherence analysis
Xinghe Liu, Cheng Xu, Yun Hong, and Hao Xu
| Year of publication: |
2024
|
|---|---|
| Authors: | Liu, Xinghe ; Xu, Cheng ; Hong, Yun ; Xu, Hao |
| Subject: | COVID-19 sentiment | extreme crude oil returns | Granger causality tests | wavelet coherence analysis | Coronavirus | Kausalanalyse | Causality analysis | Kapitaleinkommen | Capital income | Zustandsraummodell | State space model | Erdöl | Petroleum | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Wirkungsanalyse | Impact assessment | Welt | World | Ölpreis | Oil price | Ölmarkt | Oil market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2024.2325072 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015049746