Related references
Note: Only part of the references are listed.Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment
Ameet Kumar Banerjee et al.
JOURNAL OF BEHAVIORAL AND EXPERIMENTAL FINANCE (2022)
Predictive power of investor sentiment for Bitcoin returns: Evidence from COVID-19 pandemic
Ahmed Bouteska et al.
TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE (2022)
A decomposition ensemble based deep learning approach for crude oil price forecasting
He Jiang et al.
RESOURCES POLICY (2022)
The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market
Lu Wang et al.
ENERGY ECONOMICS (2021)
Aspect-level sentiment analysis using context and aspect memory network
Yanxia Lv et al.
NEUROCOMPUTING (2021)
Oil and the US stock market: Implications for low carbon policies
Ioannis Arampatzidis et al.
ENERGY ECONOMICS (2021)
Is investor sentiment stronger than VIX and uncertainty indices in predicting energy volatility?
Zhonglu Chen et al.
RESOURCES POLICY (2021)
Forecasting the US oil markets based on social media information during the COVID-19 pandemic
Binrong Wu et al.
ENERGY (2021)
The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach
Yuze Li et al.
ENERGY ECONOMICS (2021)
The influence of investor sentiment on the green bond market
Juan Pineiro-Chousa et al.
TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE (2021)
COVID-19: Media coverage and financial markets behavior-A sectoral inquiry
Omair Haroon et al.
JOURNAL OF BEHAVIORAL AND EXPERIMENTAL FINANCE (2020)
Crude oil and BRICS stock markets under extreme shocks: New evidence
Lu Wang et al.
ECONOMIC MODELLING (2020)
Financial markets under the global pandemic of COVID-19
Dayong Zhang et al.
FINANCE RESEARCH LETTERS (2020)
Shocks effects of macroeconomic variables on natural gas consumption in Nigeria: Structural VAR with sign restrictions
Mukhtar Danladi Galadima et al.
ENERGY POLICY (2019)
The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach
Yue-Jun Zhang et al.
QUANTITATIVE FINANCE (2019)
Attention-based long short-term memory network using sentiment lexicon embedding for aspect-level sentiment analysis in Korean
Minchae Song et al.
INFORMATION PROCESSING & MANAGEMENT (2019)
Sentiment Lexicon Construction With Hierarchical Supervision Topic Model
Dong Deng et al.
IEEE-ACM TRANSACTIONS ON AUDIO SPEECH AND LANGUAGE PROCESSING (2019)
Heterogeneity in German Residential Electricity Consumption: A quantile regression approach
Manuel Frondel et al.
ENERGY POLICY (2019)
AELA-DLSTMs: Attention-Enabled and Location-Aware Double LSTMs for aspect-level sentiment classification
Kai Shuang et al.
NEUROCOMPUTING (2019)
Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect
Cai Yang et al.
RESOURCES POLICY (2019)
Text-based crude oil price forecasting: A deep learning approach
Xuerong Li et al.
INTERNATIONAL JOURNAL OF FORECASTING (2019)
Precious metal returns and oil shocks: A time varying connectedness approach
Mobeen Ur Rehman et al.
RESOURCES POLICY (2018)
Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index
Jihong Xiao et al.
ENERGY ECONOMICS (2018)
Crude oil price forecasting based on internet concern using an extreme learning machine
Jue Wang et al.
INTERNATIONAL JOURNAL OF FORECASTING (2018)
The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach
Muhammad Shahbaz et al.
ENERGY ECONOMICS (2018)
Investor sentiment and the price of oil
Mahmoud Qadan et al.
ENERGY ECONOMICS (2018)
Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model
Rangan Gupta et al.
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE (2018)
Oil prices and news-based uncertainty: Novel evidence
Zhi Su et al.
ENERGY ECONOMICS (2018)
Syntax- and semantic-based reordering in hierarchical phrase-based statistical machine translation
Arefeh Kazemi et al.
EXPERT SYSTEMS WITH APPLICATIONS (2017)
How does investor attention affect international crude oil prices?
Ting Yao et al.
APPLIED ENERGY (2017)
Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression
Wanhai You et al.
ENERGY ECONOMICS (2017)
The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment
Zhihua Ding et al.
APPLIED ENERGY (2017)
Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models
Hao Chen et al.
ENERGY ECONOMICS (2016)
Sentiment analysis on social media for stock movement prediction
Thien Hai Nguyen et al.
EXPERT SYSTEMS WITH APPLICATIONS (2015)
The Effects of Twitter Sentiment on Stock Price Returns
Gabriele Ranco et al.
PLOS ONE (2015)
Oil prices, US stock return, and the dependence between their quantiles
Nicholas Sim et al.
JOURNAL OF BANKING & FINANCE (2015)
How can catchy titles be generated without loss of informativeness?
Cedric Lopez et al.
EXPERT SYSTEMS WITH APPLICATIONS (2014)
Scalable Topical Phrase Mining from Text Corpora
Ahmed El-Kishky et al.
PROCEEDINGS OF THE VLDB ENDOWMENT (2014)
Quantifying the speculative component in the real price of oil: The role of global oil inventories
Lutz Kilian et al.
JOURNAL OF INTERNATIONAL MONEY AND FINANCE (2014)
Global, local, and contagious investor sentiment
Malcolm Baker et al.
JOURNAL OF FINANCIAL ECONOMICS (2012)
The role of market fundamentals and speculation in recent price changes for crude oil
Robert K. Kaufmann
ENERGY POLICY (2011)
Twitter mood predicts the stock market
Johan Bollen et al.
JOURNAL OF COMPUTATIONAL SCIENCE (2011)
Towards the Web of Concepts: Extracting Concepts from Large Datasets
Aditya Parameswaran et al.
PROCEEDINGS OF THE VLDB ENDOWMENT (2010)
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
Lutz Kilian
AMERICAN ECONOMIC REVIEW (2009)
MEASURING FINANCIAL ASSET RETURN AND VOLATILITY SPILLOVERS, WITH APPLICATION TO GLOBAL EQUITY MARKETS
Francis X. Diebold et al.
ECONOMIC JOURNAL (2009)
Investor sentiment in the stock market
Malcolm Baker et al.
JOURNAL OF ECONOMIC PERSPECTIVES (2007)
Investor sentiment and the cross-section of stock returns
Malcolm Baker et al.
JOURNAL OF FINANCE (2006)