Macro fundamentals or geopolitical events? A textual analysis of news events for crude oil

Author:

Brandt Michael W.,Gao Lin

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference45 articles.

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2. Stock return charakteristics, skew laws, and the differential pricing of individual equity options;Bakshi;Rev. Financ. Stud.,2003

3. Real-time forecasts of the real price of oil;Baumeister;Rev. Econ. Stat.,2012

4. Baumeister, C., Kilian, L., 2014. A general approach to recovering market expectations from futures prices with an application to crude oil. Working Paper.

5. Forecasting the real price of oil in a changing world: A forecast combination approach;Baumeister;Rev. Econ. Stat.,2015

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