کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5084824 1477914 2015 24 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Sentiment in oil markets
ترجمه فارسی عنوان
احساسات در بازار نفت
موضوعات مرتبط
علوم انسانی و اجتماعی اقتصاد، اقتصادسنجی و امور مالی اقتصاد و اقتصادسنجی
چکیده انگلیسی
Sentiment is shown to influence both West Texas Intermediate (WTI) and Brent futures prices during the period 2002-2013. This is demonstrated while controlling for stock indices, exchange rates, financial costs, inventory and supply levels as well as OPEC activity. Sentiment indices are developed for WTI and Brent crude oils using a suite of financial proxies similar to those used in equity research where the influence of sentiment has already been established. Given the novel nature of this study, multiple hypothesis testing techniques are used to ensure that these conclusions are statistically robust.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: International Review of Financial Analysis - Volume 39, May 2015, Pages 179-185
نویسندگان
, , , ,