How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis
Author:
Funder
National Natural Science Foundation of China
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference84 articles.
1. Google search keywords that best predict energy price volatility;Afkhami;Energy Economics,2017
2. Time-frequency causality between stock prices and exchange rates: Further evidences from cointegration and wavelet analysis;Afshan;Physica A-Statistical Mechanics and Its Applications,2018
3. Depletion and the future availability of petroleum resources;Aguilera;The Energy Journal,2009
4. Linear and non-linear Granger causality between oil spot and futures prices: A wavelet-based test;Alzahrani;Journal of International Money and Finance,2014
5. Research on patterns in the fluctuation of the co-movement between crude oil futures and spot prices: A complex network approach;An;Apply Energy,2014
Cited by 14 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. The dynamic impact of network attention on natural resources prices in pre-and post-Russian-Ukrainian war;Resources Policy;2024-10
2. Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach;Energy Economics;2024-08
3. Investor attention and consumer price index inflation rate: Evidence from the United States;Humanities and Social Sciences Communications;2024-04-29
4. Quantile interdependence and network connectedness between China's green financial and energy markets;Economic Analysis and Policy;2024-03
5. Does Investor Attention Matter for Carbon Market? New Insights From a Multi-Scale Quantile Causality Analysis;IEEE Access;2024
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3