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The dynamic impact of network attention on natural resources prices in pre-and post-Russian-Ukrainian war

Author

Listed:
  • Liu, Wenwen
  • Zhao, Peng
  • Luo, Ziyang
  • Tang, Miaomiao

Abstract

Natural resources prices have been greatly affected by the Russian-Ukrainian war. Investors also pay special attention to the price of natural gas and oil. This paper introduces the Thermal optimal path (TOP) method and the Long Short-Term Memory (LSTM) model to investigate the dynamic lead-lag relationship between investor attention and natural resources prices for crude oil and natural gas.

Suggested Citation

  • Liu, Wenwen & Zhao, Peng & Luo, Ziyang & Tang, Miaomiao, 2024. "The dynamic impact of network attention on natural resources prices in pre-and post-Russian-Ukrainian war," Resources Policy, Elsevier, vol. 97(C).
    • Handle: RePEc:eee:jrpoli:v:97:y:2024:i:c:s030142072400638x
    DOI: 10.1016/j.resourpol.2024.105271
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