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How does market concern derived from the Internet affect oil prices?

Citations

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Cited by:

  1. Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020. "Investor Happiness and Predictability of the Realized Volatility of Oil Price," Sustainability, MDPI, vol. 12(10), pages 1-11, May.
  2. Haukvik, Nicole & Cheraghali, Hamid & Molnár, Peter, 2024. "The role of investors’ fear in crude oil volatility forecasting," Research in International Business and Finance, Elsevier, vol. 70(PB).
  3. Riza Demirer & Rangan Gupta & Qiang Ji & Aviral Kumar Tiwari, 2018. "Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility," Working Papers 201860, University of Pretoria, Department of Economics.
  4. Ji, Qiang & Bouri, Elie & Lau, Chi Keung Marco & Roubaud, David, 2019. "Dynamic connectedness and integration in cryptocurrency markets," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 257-272.
  5. Li Jingjing & Tang Ling & Li Ling, 2020. "The Co-Movements Between Crude Oil Price and Internet Concerns: Causality Analysis in the Frequency Domain," Journal of Systems Science and Information, De Gruyter, vol. 8(3), pages 224-239, June.
  6. Shahriyar Mukhtarov & Sugra Humbatova & Mubariz Mammadli & Natig Gadim‒Oglu Hajiyev, 2021. "The Impact of Oil Price Shocks on National Income: Evidence from Azerbaijan," Energies, MDPI, vol. 14(6), pages 1-11, March.
  7. Fu Gu & Yingwen Wu & Xinyu Hu & Jianfeng Guo & Xiaohan Yang & Xinze Zhao, 2021. "The Role of Conspiracy Theories in the Spread of COVID-19 across the United States," IJERPH, MDPI, vol. 18(7), pages 1-14, April.
  8. Bouteska, Ahmed & Ha, Le Thanh & Bhuiyan, Faruk & Sharif, Taimur & Abedin, Mohammad Zoynul, 2024. "Contagion between investor sentiment and green bonds in China during the global uncertainties," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 469-484.
  9. Zhao, Lu-Tao & Wang, Yi & Guo, Shi-Qiu & Zeng, Guan-Rong, 2018. "A novel method based on numerical fitting for oil price trend forecasting," Applied Energy, Elsevier, vol. 220(C), pages 154-163.
  10. Afkhami, Mohamad & Cormack, Lindsey & Ghoddusi, Hamed, 2017. "Google search keywords that best predict energy price volatility," Energy Economics, Elsevier, vol. 67(C), pages 17-27.
  11. Xiao, Jihong & Wang, Yudong, 2021. "Investor attention and oil market volatility: Does economic policy uncertainty matter?," Energy Economics, Elsevier, vol. 97(C).
  12. Shen, Yiran & Sun, Xiaolei & Ji, Qiang & Zhang, Dayong, 2023. "Climate events matter in the global natural gas market," Energy Economics, Elsevier, vol. 125(C).
  13. Yılmaz, Emrah Sıtkı & Ozpolat, Aslı & Destek, Mehmet Akif, 2022. "Do Twitter Sentiments Really Effective on Energy Stocks? Evidence from Intercompany Dependency," MPRA Paper 114155, University Library of Munich, Germany.
  14. Ji, Qiang & Guo, Jian-Feng, 2015. "Oil price volatility and oil-related events: An Internet concern study perspective," Applied Energy, Elsevier, vol. 137(C), pages 256-264.
  15. Xia Li, 2024. "Spiral of Silence: Consumer Attention, Media Emotion, and Pork Price Fluctuations," Agriculture, MDPI, vol. 14(11), pages 1-17, November.
  16. Daekook Kang, 2021. "Box-office forecasting in Korea using search trend data: a modified generalized Bass diffusion model," Electronic Commerce Research, Springer, vol. 21(1), pages 41-72, March.
  17. Song, Yingjie & Ji, Qiang & Du, Ya-Juan & Geng, Jiang-Bo, 2019. "The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets," Energy Economics, Elsevier, vol. 84(C).
  18. Wei, He & Guo, Yaoqi & Yu, Zhuling & Cheng, Hui, 2021. "The impact of events on metal futures based on the perspective of Google Trends," Resources Policy, Elsevier, vol. 74(C).
  19. Massimiliano Caporin & Francesco Poli, 2017. "Building News Measures from Textual Data and an Application to Volatility Forecasting," Econometrics, MDPI, vol. 5(3), pages 1-46, August.
  20. Li, Xin & Ma, Jian & Wang, Shouyang & Zhang, Xun, 2015. "How does Google search affect trader positions and crude oil prices?," Economic Modelling, Elsevier, vol. 49(C), pages 162-171.
  21. Peri, Massimo & Vandone, Daniela & Baldi, Lucia, 2014. "Internet, noise trading and commodity futures prices," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 82-89.
  22. Xiao, Jihong & Wen, Fenghua & He, Zhifang, 2023. "Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis," Energy, Elsevier, vol. 267(C).
  23. Nikkinen, Jussi & Rothovius, Timo, 2019. "The EIA WPSR release, OVX and crude oil internet interest," Energy, Elsevier, vol. 166(C), pages 131-141.
  24. An, Haizhong & Gao, Xiangyun & Fang, Wei & Ding, Yinghui & Zhong, Weiqiong, 2014. "Research on patterns in the fluctuation of the co-movement between crude oil futures and spot prices: A complex network approach," Applied Energy, Elsevier, vol. 136(C), pages 1067-1075.
  25. Reboredo, Juan C. & Ugolini, Andrea, 2018. "The impact of Twitter sentiment on renewable energy stocks," Energy Economics, Elsevier, vol. 76(C), pages 153-169.
  26. Zhenhua Liu & Zhihua Ding & Tao Lv & Jy S. Wu & Wei Qiang, 2019. "Financial factors affecting oil price change and oil-stock interactions: a review and future perspectives," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 95(1), pages 207-225, January.
  27. Tang, Ling & Zhang, Chengyuan & Li, Ling & Wang, Shouyang, 2020. "A multi-scale method for forecasting oil price with multi-factor search engine data," Applied Energy, Elsevier, vol. 257(C).
  28. Zhu, Fangfei & Zhu, Yabei & Jin, Xuejun & Luo, Xingguo, 2018. "Do spillover effects between crude oil and natural gas markets disappear? Evidence from option markets," Finance Research Letters, Elsevier, vol. 24(C), pages 25-33.
  29. Li, Qiming & Cheng, Ke & Yang, Xiaoguang, 2017. "Response pattern of stock returns to international oil price shocks: From the perspective of China’s oil industrial chain," Applied Energy, Elsevier, vol. 185(P2), pages 1821-1831.
  30. Nikkinen, Jussi & Rothovius, Timo, 2019. "Energy sector uncertainty decomposition: New approach based on implied volatilities," Applied Energy, Elsevier, vol. 248(C), pages 141-148.
  31. Paravee Maneejuk & Woraphon Yamaka, 2019. "Predicting Contagion from the US Financial Crisis to International Stock Markets Using Dynamic Copula with Google Trends," Mathematics, MDPI, vol. 7(11), pages 1-29, November.
  32. Jiaying Peng & Zhenghui Li & Benjamin M. Drakeford, 2020. "Dynamic Characteristics of Crude Oil Price Fluctuation—From the Perspective of Crude Oil Price Influence Mechanism," Energies, MDPI, vol. 13(17), pages 1-19, August.
  33. Fiszeder, Piotr & Fałdziński, Marcin & Molnár, Peter, 2023. "Attention to oil prices and its impact on the oil, gold and stock markets and their covariance," Energy Economics, Elsevier, vol. 120(C).
  34. Li, Sufang & Zhang, Hu & Yuan, Di, 2019. "Investor attention and crude oil prices: Evidence from nonlinear Granger causality tests," Energy Economics, Elsevier, vol. 84(C).
  35. Jianfeng Guo & Bin Su & Guang Yang & Lianyong Feng & Yinpeng Liu & Fu Gu, 2018. "How Do Verified Emissions Announcements Affect the Comoves between Trading Behaviors and Carbon Prices? Evidence from EU ETS," Sustainability, MDPI, vol. 10(9), pages 1-17, September.
  36. Lin, Boqiang & Su, Tong, 2021. "Do China's macro-financial factors determine the Shanghai crude oil futures market?," International Review of Financial Analysis, Elsevier, vol. 78(C).
  37. Khaskheli, Asadullah & Zhang, Hongyu & Raza, Syed Ali & Khan, Komal Akram, 2022. "Assessing the influence of news indicator on volatility of precious metals prices through GARCH-MIDAS model: A comparative study of pre and during COVID-19 period," Resources Policy, Elsevier, vol. 79(C).
  38. Ma, Yan-Ran & Zhang, Dayong & Ji, Qiang & Pan, Jiaofeng, 2019. "Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?," Energy Economics, Elsevier, vol. 81(C), pages 536-544.
  39. Husam Abbas Ali & Hiba Youssef Taha, 2023. "The Impact of the Development of the Banking Sector in Rentier Countries on Economic Growth in Light of Recurrent Crises," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 13(3), pages 113-130.
  40. Yu, Lean & Zhao, Yaqing & Tang, Ling & Yang, Zebin, 2019. "Online big data-driven oil consumption forecasting with Google trends," International Journal of Forecasting, Elsevier, vol. 35(1), pages 213-223.
  41. Miao, Miao & Khaskheli, Asadullah & Raza, Syed Ali & Yousufi, Sara Qamar, 2022. "Using internet search keyword data for predictability of precious metals prices: Evidence from non-parametric causality-in-quantiles approach," Resources Policy, Elsevier, vol. 75(C).
  42. Ji, Qiang & Guo, Jian-Feng, 2015. "Market interdependence among commodity prices based on information transmission on the Internet," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 426(C), pages 35-44.
  43. Qu, Hui & Li, Guo, 2023. "Multi-perspective investor attention and oil futures volatility forecasting," Energy Economics, Elsevier, vol. 119(C).
  44. Liu, Siyao & Fang, Wei & Gao, Xiangyun & Wang, Ze & An, Feng & Wen, Shaobo, 2020. "Self-similar behaviors in the crude oil market," Energy, Elsevier, vol. 211(C).
  45. Zhao, Lu-Tao & Wang, Dai-Song & Ren, Zhong-Yuan, 2024. "The impact of joint events on oil price volatility: Evidence from a dynamic graphical news analysis model," Economic Modelling, Elsevier, vol. 130(C).
  46. Bašta, Milan & Molnár, Peter, 2018. "Oil market volatility and stock market volatility," Finance Research Letters, Elsevier, vol. 26(C), pages 204-214.
  47. González-Fernández, Marcos & González-Velasco, Carmen, 2020. "A sentiment index to measure sovereign risk using Google data," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 406-418.
  48. Gu, Fu & Wang, Jiqiang & Guo, Jianfeng & Fan, Ying, 2020. "Dynamic linkages between international oil price, plastic stock index and recycle plastic markets in China," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 167-179.
  49. Zhao, Lu-Tao & Zheng, Zhi-Yi & Wei, Yi-Ming, 2023. "Forecasting oil inventory changes with Google trends: A hybrid wavelet decomposer and ARDL-SVR ensemble model," Energy Economics, Elsevier, vol. 120(C).
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