Understanding intraday oil price dynamics during the COVID-19 pandemic : new evidence from oil and stock investor sentiments
Year of publication: |
2024
|
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Authors: | Madani, Mohamed Arbi ; Ftiti, Zied |
Published in: |
The energy journal. - London : Sage Publications, ISSN 1944-9089, ZDB-ID 2067802-2. - Vol. 45.2024, 3, p. 57-86
|
Subject: | Social media | News | Nonlinear | Long memory | Causality | HAR model | Forecast | Ölpreis | Oil price | Coronavirus | Social Web | Social web | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Volatilität | Volatility | Kausalanalyse | Causality analysis | Wirkungsanalyse | Impact assessment |
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