The Dynamic Time-frequency Relationship between International Oil Prices and Investor Sentiment in China: A Wavelet Coherence Analysis
作者： Zhengke Ye , Chunyan Hu , Linjie He , Guangda Ouyang , Fenghua Wen
DOI: 10.5547/01956574.41.5.FWEN
关键词:
摘要: … crude oil prices and investor sentiment in both the short term and the long term and assess if crude oil prices can affect investor sentiment, or … of crude oil prices and investor sentiment in …
sci-hub.st 参考文章(45)
Zeina Alsalman, Ana Maria Herrera, Oil Price Shocks and the U.S. Stock Market: Do Sign and Size Matter? The Energy Journal. ,vol. 36, ,(2015) , 10.5547/01956574.36.3.ZALS
Ling T. He, K.M. Casey, Forecasting ability of the investor sentiment endurance index: The case of oil service stock returns and crude oil prices Energy Economics. ,vol. 47, pp. 121- 128 ,(2015) , 10.1016/J.ENECO.2014.11.005
P. Goupillaud, A. Grossmann, J. Morlet, Cycle-octave and related transforms in seismic signal analysis Geoexploration. ,vol. 23, pp. 85- 102 ,(1984) , 10.1016/0016-7142(84)90025-5
Paul Edelstein, Lutz Kilian, How sensitive are consumer expenditures to retail energy prices? Journal of Monetary Economics. ,vol. 56, pp. 766- 779 ,(2009) , 10.1016/J.JMONECO.2009.06.001
Mark Finley, The Oil Market to 2030--Implications for Investment and Policy Economics of Energy and Environmental Policy. ,vol. 1, ,(2012) , 10.5547/2160-5890.1.1.4
Rabah Arezki, Prakash Loungani, Rick van der Ploeg, Anthony J. Venables, Understanding international commodity price fluctuations Journal of International Money and Finance. ,vol. 42, pp. 1- 8 ,(2014) , 10.1016/J.JIMONFIN.2013.08.002
Christopher Torrence, Gilbert P. Compo, A Practical Guide to Wavelet Analysis. Bulletin of the American Meteorological Society. ,vol. 79, pp. 61- 78 ,(1998) , 10.1175/1520-0477(1998)079<0061:APGTWA>2.0.CO;2
Sunghee Choi, Causality test between investor’s sentiment and price movements: a case study of the NYMEX crude oil futures market International Journal of Oil, Gas and Coal Technology. ,vol. 7, pp. 229- ,(2014) , 10.1504/IJOGCT.2014.060071
Songying Fang, Amy Myers Jaffe, Ted Loch-Temzelides, New Alignments? The Geopolitics of Gas and Oil Cartels and the Changing Middle East Economics of Energy and Environmental Policy. ,vol. 3, ,(2014) , 10.5547/2160-5890.3.1.SFAN
I. T. Jolliffe, Principal Components in Regression Analysis Springer, New York, NY. pp. 129- 155 ,(1986) , 10.1007/978-1-4757-1904-8_8