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Subject
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Forecasting model 2 Internet 2 Internet concern 2 Prognoseverfahren 2 ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 BEMD 1 Börsenkurs 1 COVID-19 1 Commodity derivative 1 Commodity market 1 Coronavirus 1 Crude oil futures price 1 Deutschland 1 Dynamic conditional correlation 1 ELM 1 Erdöl 1 Forecast 1 GARCH type models 1 Germany 1 Information transmission 1 Oil market 1 Oil price 1 Petroleum 1 Prognose 1 Rohstoffderivat 1 Share price 1 Stock market 1 Welt 1 World 1 high-concern and low-concern periods 1 internet concern 1 stock markets 1 Ölmarkt 1 Ölpreis 1
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Undetermined 3
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 1
Author
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Athanasopoulos, George 1 Guo, Jian-Feng 1 Guo, Yuanxuan 1 Hyndman, Rob J. 1 Ji, Qiang 1 Li, Jingjing 1 Ren, Jiqin 1 Wang, Jue 1 Wang, Shouyang 1
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Published in...
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Applied economics 1 International journal of forecasting 1 Physica A: Statistical Mechanics and its Applications 1
Source
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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Can Internet concern about COVID-19 help predict stock markets : new evidence from high-concern and low-concern periods
Ren, Jiqin; Guo, Yuanxuan; Li, Jingjing; Li, Jingjing - In: Applied economics 56 (2024) 35, pp. 4155-4176
Persistent link: https://www.econbiz.de/10014559277
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Crude oil price forecasting based on internet concern using an extreme learning machine
Wang, Jue; Athanasopoulos, George; Hyndman, Rob J.; … - In: International journal of forecasting 34 (2018) 4, pp. 665-677
Persistent link: https://www.econbiz.de/10012031079
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Market interdependence among commodity prices based on information transmission on the Internet
Ji, Qiang; Guo, Jian-Feng - In: Physica A: Statistical Mechanics and its Applications 426 (2015) C, pp. 35-44
Human behaviour on the Internet has become a synchro-projection of real society. In this paper, we introduce the public concern derived from query volumes on the Web to empirically analyse the influence of information on commodity markets (e.g., crude oil, heating oil, corn and gold) using...
Persistent link: https://www.econbiz.de/10011209646
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