Influence and predictive power of sentiment : evidence from the lithium market
| Year of publication: |
2024
|
|---|---|
| Authors: | Jeong, Woojin ; Park, Seongwan ; Lee, Seungyun ; Son, Bumho ; Lee, Jaewook ; Ko, Hyungjin |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 68.2024, Art.-No. 105871, p. 1-11
|
| Subject: | ChatGPT | Electronic vehicle | Impulse response | Lithium | Price prediction | Sentiment | Spillover effect | VIX | Prognoseverfahren | Forecasting model | Spillover-Effekt | Volatilität | Volatility | Börsenkurs | Share price |
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