Sentiment and energy price volatility : a nonlinear high frequency analysis
Fredj Jawadi, David Bourghelle, Philippe Rozin, Abdoulkarim Idi Cheffou, Gazi Salah Uddin
| Year of publication: |
2024
|
|---|---|
| Authors: | Jawadi, Fredj ; Bourghelle, David ; Rozin, Philippe ; Cheffou, Abdoulkarim Idi ; Uddin, Mohammed Gazi Salah |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 133.2024, Art.-No. 107465, p. 1-19
|
| Subject: | Commodity volatility | Continuous volatility | Investor sentiment | Jump | Nonlinearity | Realized volatility | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | Prognoseverfahren | Forecasting model | Energiepreis | Energy price | Stochastischer Prozess | Stochastic process |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2024.107465 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015048288