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How does Google search affect trader positions and crude oil prices?
16 references·16 citing·32 second hopsampled
How does Google search affect trader positions and crude oil prices? (2015)How does Google search affect trader posi…Predicting the Present with Google Trends (2012)Predicting the Present with G…Information demand and stock market volatility (2012)Information demand and stock …Social media? Get serious! Understanding the functional building blocks of social media (2011)Social media? Get serious! Un…Investor Information Demand: Evidence from Google Searches Around Earnings Announcements (2011)Investor Information Demand: …In Search of Attention (2011)In Search of AttentionWhat do we learn from the price of crude oil futures? (2010)What do we learn from the pri…Predicting the Future with Social Media (2010)Predicting the Future with So…Time series analysis forecasting and control (2009)Time series analysis forecast…Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm (2008)Forecasting crude oil price w…Modeling and forecasting petroleum futures volatility (2006)Modeling and forecasting petr…Hedging Pressure Effects in Futures Markets (2000)Hedging Pressure Effects in F…Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyTime Series Analysis: Forecasting and Control. (1978)Time Series Analysis: Forecas…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Study on international energy market and geopolitical risk contagion based on complex network (2023)Study on international energy…Foundations and research clusters in investor attention: Evidence from bibliometric and topic modelling analysis (2022)Foundations and research clus…Carbon price prediction models based on online news information analytics (2022)Carbon price prediction model…Asymmetric connectedness between Google-based investor attention and the fourth industrial revolution assets: The case of FinTech and Robotics & Artificial intelligence stocks (2022)Asymmetric connectedness betw…Investor attention and oil market volatility: Does economic policy uncertainty matter? (2021)Investor attention and oil ma…Forecasting crude oil price with a new hybrid approach and multi-source data (2021)Forecasting crude oil price w…European depositors’ behavior and crisis sentiment (2021)European depositors’ behavior…Winners and Losers from COVID-19: Global Evidence from Google Search (2020)Winners and Losers from COVID…Crude oil price analysis and forecasting: A perspective of “new triangle” (2020)Crude oil price analysis and …A novel BEMD-based method for forecasting tourist volume with search engine data (2020)A novel BEMD-based method for…Investor attention and crude oil prices: Evidence from nonlinear Granger causality tests (2019)Investor attention and crude …Google trends and the predictability of precious metals (2019)Google trends and the predict…A multi-scale method for forecasting oil price with multi-factor search engine data (2019)A multi-scale method for fore…The effects of investor attention on commodity futures markets (2017)The effects of investor atten…Google search keywords that best predict energy price volatility (2017)Google search keywords that b…Can investor attention predict oil prices? (2017)Can investor attention predic…The Strength of Weak Ties (1973)The Search-Transfer Problem: The Role of Weak Ties in Sharing Knowledge across Organization Subunits (1999)Users of the world, unite! The challenges and opportunities of Social Media (2009)Marketing meets Web 2.0, social media, and creative consumers: Implications for international marketing strategy (2012)Social Media in Tourism and Hospitality: A Literature Review (2013)Setting the future of digital and social media marketing research: Perspectives and research propositions (2020)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Attention to Global Warming (2019)25 years of time series forecasting (2006)Tests of Conditional Predictive Ability (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Comparing Twitter and Traditional Media Using Topic Models (2011)Temporal Patterns of Happiness and Information in a Global Social Network: Hedonometrics and Twitter (2011)Birds of the Same Feather Tweet Together: Bayesian Ideal Point Estimation Using Twitter Data (2014)The predictive power of online chatter (2005)Quantile regression for dynamic panel data with fixed effects (2011)Tourism demand forecasting: A deep learning approach (2019)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Big data in tourism research: A literature review (2018)Text as Data (2019)Principles of forecasting : a handbook for researchers and practitioners (2001)The politics of attention: how government prioritizes problems (2006)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1978Time Series Analysis: Forecasting and Control.5,299 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 2011Social media? Get serious! Understanding the functional building blocks of social media4,968 cited
  • 2011In Search of Attention3,088 cited
  • 2009Time series analysis forecasting and control2,585 cited
  • 2012Predicting the Present with Google Trends2,353 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 2010Predicting the Future with Social Media2,080 cited
  • 2010What do we learn from the price of crude oil futures?744 cited
  • 2008Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm705 cited
  • 2011Investor Information Demand: Evidence from Google Searches Around Earnings Announcements694 cited
  • 2012Information demand and stock market volatility528 cited
  • 2006Modeling and forecasting petroleum futures volatility479 cited
  • 2000

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Hedging Pressure Effects in Futures Markets
478 cited

Cited by

  • 2017Can investor attention predict oil prices?125 cited
  • 2017Google search keywords that best predict energy price volatility119 cited
  • 2020Winners and Losers from COVID-19: Global Evidence from Google Search92 cited
  • 2023Study on international energy market and geopolitical risk contagion based on complex network85 cited
  • 2020Crude oil price analysis and forecasting: A perspective of “new triangle”82 cited
  • 2019Investor attention and crude oil prices: Evidence from nonlinear Granger causality tests78 cited
  • 2021Investor attention and oil market volatility: Does economic policy uncertainty matter?76 cited
  • 2019A multi-scale method for forecasting oil price with multi-factor search engine data75 cited
  • 2021Forecasting crude oil price with a new hybrid approach and multi-source data73 cited
  • 2022Asymmetric connectedness between Google-based investor attention and the fourth industrial revolution assets: The case of FinTech and Robotics & Artificial intelligence stocks57 cited
  • 2022Carbon price prediction models based on online news information analytics57 cited
  • 2017The effects of investor attention on commodity futures markets53 cited
  • 2021European depositors’ behavior and crisis sentiment52 cited
  • 2019Google trends and the predictability of precious metals48 cited
  • 2022Foundations and research clusters in investor attention: Evidence from bibliometric and topic modelling analysis43 cited
  • 2020A novel BEMD-based method for forecasting tourist volume with search engine data43 cited