Measuring the interdependence between investor sentiment and crude oil returns : new evidence from the CFTC's disaggregated reports
Year of publication: |
2019
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Authors: | Ji, Qiang ; Li, Jianping ; Sun, Xiaolei |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 30.2019, p. 420-425
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Subject: | CFTC | Connectedness network | Crude oil | Sentiment index | Speculation | Spekulation | Erdöl | Petroleum | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Welt | World | Anlageverhalten | Behavioural finance | Ölmarkt | Oil market | Kapitaleinkommen | Capital income |
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