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The role of news-based sentiment in forecasting crude oil price during the Covid-19 pandemic
16 references·0 citing·54 second hop
The role of news-based sentiment in forecasting crude oil price during the Covid-19 pandemic (2024)The role of news-based sentiment in forec…Oil Price News and COVID-19—Is There Any Connection? (2020)Oil Price News and COVID-19—I…Hourly Oil Price Volatility: The Role of COVID-19 (2020)Hourly Oil Price Volatility: …Hedging oil price risk with gold during COVID-19 pandemic (2020)Hedging oil price risk with g…COVID-19: Structural Changes in the Relationship Between Investor Sentiment and Crude Oil Futures Price (2020)COVID-19: Structural Changes …Ensemble approach based on bagging, boosting and stacking for short-term prediction in agribusiness time series (2019)Ensemble approach based on ba…Investor sentiment and the price of oil (2017)Investor sentiment and the pr…A deep learning ensemble approach for crude oil price forecasting (2017)A deep learning ensemble appr…Crude oil prices and exchange rates: Causality, variance decomposition and impulse response (2014)Crude oil prices and exchange…Information, Animal Spirits, and the Meaning of Innovations in Consumer Confidence (2012)Information, Animal Spirits, …Individual Investor Perceptions and Behavior During the Financial Crisis (2012)Individual Investor Perceptio…Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models? 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A structural change perspective (2011)What has driven oil prices si…Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling (2011)Crude oil price forecasting: …THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE IMPACT OF OIL PRICE SHOCK…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…The Investor Fear Gauge (2000)The Investor Fear GaugeEconomic Forces and the Stock Market (1986)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)The Economic Effects of Energy Price Shocks (2008)The Econometrics of Financial Markets (2012)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)Designing a neural network for forecasting financial and economic time series (1996)Forecasting with artificial neural networks: (1998)Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm (2008)Machine learning in energy economics and finance: A review (2019)A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series (2020)Forecasting: theory and practice (2022)Discretion versus policy rules in practice (1993)Generalized impulse response analysis in linear multivariate models (1998)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Can News About the Future Drive the Business Cycle? 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Evidence from emerging and developed countries (2020)Japanese currency and stock market—What happened during the COVID-19 pandemic? (2020)What is the exchange rate volatility response to COVID-19 and government interventions? (2021)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)Coefficient Alpha and the Internal Structure of Tests (1951)Does the Stock Market Overreact? (1985)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)The Impact of Strategic Relevance and Assurance of Sustainability Indicators on Investors' Decisions (2014)Financial literacy, financial advice, and financial behavior (2017)COVID-19, government policy responses, and stock market liquidity around the world: A note (2020)
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References

  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,373 cited
  • 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1,871 cited
  • 2000The Investor Fear Gauge1,112 cited
  • 2012Information, Animal Spirits, and the Meaning of Innovations in Consumer Confidence607 cited
  • 2019Ensemble approach based on bagging, boosting and stacking for short-term prediction in agribusiness time series528 cited
  • 2012Individual Investor Perceptions and Behavior During the Financial Crisis444 cited
  • 2017A deep learning ensemble approach for crude oil price forecasting387 cited
  • 2020Oil Price News and COVID-19—Is There Any Connection?361 cited
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  • 2011Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling282 cited
  • 2017Investor sentiment and the price of oil232 cited
  • 2012Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?226 cited
  • 2014Crude oil prices and exchange rates: Causality, variance decomposition and impulse response202 cited
  • 2020Hedging oil price risk with gold during COVID-19 pandemic197 cited
  • 2011

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What has driven oil prices since 2000? A structural change perspective
183 cited
  • 2020COVID-19: Structural Changes in the Relationship Between Investor Sentiment and Crude Oil Futures Price144 cited
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