Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?
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DOI: 10.1016/j.resourpol.2021.102112
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More about this item
Keywords
Energy prices; Uncertainty; TVP-VAR; Dynamic connectedness; Investor sentiment;All these keywords.
JEL classification:
- C54 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Quantitative Policy Modeling
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
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