WebSep 13, 2024 · We investigated bilateral causality between gold prices and S&P 500 prices, the power of investor sentiment and gold returns to predict S&P 500 returns, and the influence of gold returns on S&P ... Web1 day ago · Send any friend a story. As a subscriber, you have 10 gift articles to give each month. Anyone can read what you share.
Forecasting the volatility of crude oil futures: The role of …
WebCan investor attention predict oil prices? Energy Econ. (2024) J.B. Geng et al. Modeling return and volatility spillover networks of global new energy companies. Renew. Sustain. Energy Rev. (2024) O. Efimova et al. Energy markets volatility modelling using GARCH. Energy Econ. (2014) WebSep 1, 2015 · Investor attention comoves with contemporaneous FX market volatility and predicts subsequent FX market volatility, after controlling for macroeconomic fundamentals. In addition, investor attention is related to the currency risk premium. Our results suggest that investor attention is a priced source of risk in FX markets. Introduction greenhill chicago
Forecasting Crude Oil Prices Based on An Internet Search Driven …
WebMay 1, 2024 · Can investor attention predict oil prices? Energy Econ. (2024) T.J. George et al. The 52-week high, q-theory, and the cross section of stock returns. J. Financ. Econ. (2024) ... Taking advantage of variations of retail investor attention to stocks, sophisticated traders with superior information appear to engage in trades against retail ... WebDec 1, 2024 · DOI: 10.1016/j.jempfin.2024.08.007 Corpus ID: 203225607; Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors? @article{Zhang2024ForecastingCO, title={Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?}, author={Yaojie Zhang and Feng Ma … WebApr 22, 2024 · Financial Economics Investors The asymmetric and time-varying predictability of investor attention on oil futures return dynamics Authors: Wang Gao Renmin University of China Qian CAO No... flux-cored arc