Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period-Reference-Cited by-同舟云学术

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Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period

Published:2024-01 Issue: Volume:59 Page:104658
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Banerjee Ameet Kumar^ORCID,Sensoy Ahmet^ORCID,Goodell John W.^ORCID,Mahapatra Biplab^ORCID

Publisher

Elsevier BV

Subject

Finance

Reference50 articles.

1. Financialisation in commodity markets: a passing trend or the new normal?;Adams;J. Bank. Financ.,2015

2. How connected is the agricultural commodity market to the news-based investor sentiment?;Akyildirim;Energy Econ.,2022

3. Evaluation of bidirectional LSTM for short-and long-term stock market prediction;Althelaya,2018

4. Are energy markets informationally smarter than equity markets? Evidence from the COVID-19 experience;Ashok;Finance Res. Lett.,2022

5. Banerjee, A.K., & Padhan, P.C. (2017). Herding behavior in futures market: an empirical analysis from India. Available at SSRN 3014561.

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1. Volatility spillovers and hedging strategies between impact investing and agricultural commodities;International Review of Financial Analysis;2024-07

2. Machine learning-aided modeling for predicting freshwater production of a membrane desalination system: A long-short-term memory coupled with election-based optimizer;Alexandria Engineering Journal;2024-01

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