Time-varying causality between investor sentiment and oil price : does uncertainty matter?
Mohamed Sahbi Nakhli, Khaled Mokni, Manel Youssef
| Year of publication: |
2025
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|---|---|
| Authors: | Nakhli, Mohamed Sahbi ; Mokni, Khaled ; Youssef, Manel |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 30.2025, 1, p. 369-381
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| Subject: | bearish investor sentiment | bullish investor sentiment | oil price | time-varying causality | uncertainty | Ölpreis | Oil price | Anlageverhalten | Behavioural finance | Kausalanalyse | Causality analysis | Volatilität | Volatility | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2922 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015337878