COVID-19: Structural Changes in the Relationship Between Investor Sentiment and Crude Oil Futures Price
By Wenli Huang, Yuqi Zheng. 2020
133 citations recorded by the source corpus.
This paper investigates whether the relationship between investor sentiment and crude oil futures price has changed during the COVID-19 pandemic. We find a structural change in the relationship from December 31, 2019 to February 25, 2020. The elasticity of crude oil futures price to investor sentiment changed from -0.295 pre-COVID-19 outbreak to -0.678 post-outbreak.
Subfields: Economics and Econometrics, Global and Planetary Change
View Paper: https://www.semanticscholar.org/paper/c7c98b5058a662386e7ee84e7988a1365da2b8ac
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In Economics and Econometrics
Citations in the corpus
- Does COVID-19 open a Pandora's box of changing the connectedness in energy commodities? (2020, unknown): “Note that energy commodities have displayed dramatic changes in prices and even some unprecedented events occurred during this pandemic (Devpura and Narayan, 2020; Huang and Zheng, 2020), which might lead to new characteristics in their connectedness and are necessary for investigation.”
- Uncertainty Due to Infectious Diseases and Energy Market Volatility (2020, background): “The COVID-19 pandemic has introduced a different dimension to the functioning of energy markets (see Devpura & Narayan, 2020; Huang & Zheng, 2020; Narayan, 2020).”
- Did Bubble Activity Intensify During COVID-19? (2020, unknown): “…al., 2020; Devpura & Narayan, 2020; Ertuğrul et al., 2020; Fu & Shen, 2020; Gil-Alana & Monge, 2020; Gu et al., 2020; Haroon & Rizvi, 2020a, 2020b; Huang & Zheng, 2020; Iyke, 2020a, 2020b; Liu et al., 2020; Narayan, 2020; Qin et al., 2020; A. Salisu & Adediran, 2020; A.A. Salisu et al., 2020;…”