The tail dependence structure between investor sentiment and commodity markets

A growing body of literature considers investor sentiment as the partial driver of change in commodity prices. In contrast with previous studies that have almost exclusively focused on linear relationship, this empirical paper investigates the entire dynamic dependence of the quantile of investor se...

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Detalles Bibliográficos
Autores principales: Maghyereh, Aktham, Abdoh, Hussein
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7393079/
https://www.ncbi.nlm.nih.gov/pubmed/34173416
http://dx.doi.org/10.1016/j.resourpol.2020.101789

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7393079/
https://www.ncbi.nlm.nih.gov/pubmed/34173416
http://dx.doi.org/10.1016/j.resourpol.2020.101789

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