Dynamic Multiscale Relationships Between COVID-19 Sentiment and Extreme Crude Oil Returns: Evidence from Wavelet Coherence Analysis

Author:

Liu Xinghe1,Xu Cheng2ORCID,Hong Yun3ORCID,Xu Hao4

Affiliation:

1. Accounting school, Guangdong University of Foreign Studies, Guangzhou, People’s Republic of China

2. Strategic management and organisations, Xi’an Jiaotong Liverpool University, Suzhou, People’s Republic of China

3. School of Accounting, Research Center for Cross-board and M&A Innovation Strategy, Guangdong University of Foreign Studies, Guangzhou, People’s Republic of China

4. Carson College of Bussiness, Washington State University, Pullman, USA

Funder

Philosophy and Social Science Foundation of Guangdong Province

Publisher

Informa UK Limited

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