The effects of investor emotions sentiments on crude oil returns : a time and frequency dynamics analysis
Aktham Maghyereh, Basel Awartani, Hussein Abdoh
| Year of publication: |
2020
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| Authors: | Maghyereh, Aktham I. ; Awartani, Basel ; Abdoh, Hussein |
| Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 2110-7017, ZDB-ID 1232628-8. - Vol. 162.2020, p. 110-124
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| Subject: | Co-movement | Crude oil | Emotions sentiments | Wavelet analysis | Emotion | Anlageverhalten | Behavioural finance | Erdöl | Petroleum | Kapitaleinkommen | Capital income | Ölpreis | Oil price | Zustandsraummodell | State space model | Ölmarkt | Oil market | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Schätzung | Estimation | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.inteco.2020.01.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012795683