The role of news sentiment in oil futures returns and volatility forecasting : data-decomposition based deep learning approach
Yuze Li, Shangrong Jiang, Xuerong Li, Shouyang Wang
| Year of publication: |
2021
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|---|---|
| Authors: | Li, Yuze ; Jiang, Shangrong ; Li, Xuerong ; Wang, Shouyang |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 95.2021, p. 1-11
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| Subject: | Deep learning | News sentiment | Returns and volatility forecasting | Variational mode decomposition | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2021.105140 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012816879