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The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach
16 references·1 citing·47 second hop
The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach (2019)The impact of investor sentiment on crude…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (2016)Wavelet-based test of co-move…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Investor Sentiment Aligned: A…The Influence of Affect on Beliefs, Preferences, and Financial Decisions (2011)The Influence of Affect on Be…NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES (2011)NONLINEARITIES AND THE MACROE…Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis (2011)Co-movement of energy commodi…THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE IMPACT OF OIL PRICE SHOCK…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …International comovement of stock market returns: A wavelet analysis (2009)International comovement of s…Spillover effect of US dollar exchange rate on oil prices (2008)Spillover effect of US dollar…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Investor Sentiment and Asset Valuation (2005)Investor Sentiment and Asset …Stock market volatility, excess returns, and the role of investor sentiment (2002)Stock market volatility, exce…ARCH modeling in finance (1992)ARCH modeling in financeNoise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance? (2022)Volatility forecasting of cru…The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)Stock Returns, Real Activity, Inflation, and Money (1981)What is an Oil Shock? (2000)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)Is the correlation in international equity returns constant: 1960–1990? (1995)Extreme Correlation of International Equity Markets (2001)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Multifractal analysis of financial markets: a review (2019)Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Tail risk premia and return predictability (2015)A Theory of Cognitive Dissonance (2017)Cryptocurrency: A New Investment Opportunity? (2017)Manager sentiment and stock returns (2018)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Investor Psychology and Security Market Under‐ and Overreactions (1998)In Search of Attention (2011)The short of it: Investor sentiment and anomalies (2011)Policy Uncertainty and Corporate Investment (2015)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)On Persistence in Mutual Fund Performance (1997)Investor sentiment and stock returns: Some international evidence (2009)Sentiment During Recessions (2012)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
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  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
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424 cited
  • 2008Spillover effect of US dollar exchange rate on oil prices368 cited
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    • 2022Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?20 cited