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Attention Matters: An Exploration of Relationship Between Google Search Behaviors and Crude Oil Prices 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2019, 卷号: 32, 期号: 5, 页码: 1438-1459
作者:  Li Xin;  Zhang Xun;  Wang Shouyang;  Ma Jian
收藏  |  浏览/下载:168/0  |  提交时间:2020/01/10
Asymmetric response  crude oil prices  Google search  investor attention  Markov switching autoregressive model  
Time-varying coefficient vector autoregressions model based on dynamic correlation with an application to crude oil and stock markets 期刊论文
ENVIRONMENTAL RESEARCH, 2017, 卷号: 152, 页码: 351-359
作者:  Lu, Fengbin;  Qiao, Han;  Wang, Shouyang;  Lai, Kin Keung;  Li, Yuze
收藏  |  浏览/下载:132/0  |  提交时间:2018/07/30
Time-varying coefficient VAR  Dynamic lagged correlation  Granger causality  Crude oil  Stock market