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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Ltd.
2020
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| Materias: | |
| 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 |