This study investigates whether COVID-19 news, panic and media coverage affect oil and
gold prices. Using the ARDL approach over the period January 23, 2020 to June 23, 2020 …

This study investigates the influence of market sentiment and global uncertainties on the
ESG-oil nexus for ten developed and eleven emerging countries from 4/1/2016 to 1/31/2023 …

We explore the domain of FinTech, DeFi, and NFT market relationships considering investor
attention. Using frequency connectedness analysis, we employ two different investor …

This paper is the first to comprehensively investigate the causality between the crude oil
futures market and investor sentiment under extreme shocks. By dividing the data into …

Although much attention has been given on the linear relationship between oil price and
investor sentiment, the nonlinear causality and time-varying behaviors have been neglected …

We use hourly data on opening price, closing price, opening ask price, opening bid price,
closing ask price and closing bid price to show that while oil prices are characterized by …

This paper examines information spillover between WTI returns and investor sentiment
indices measured by various trader positions using a connectedness approach. Our findings …

This paper aims to investigate the predictability of technical indicators to directly forecast oil
prices and compare their performances with macroeconomic variables. We find that …

This research specifically reveals the predictability for the volatility on energy futures markets
when involving investor sentiment, using the newly launched China's INE crude oil futures …

This paper aims to examine the dynamic spillovers between oil price shocks, stock market
returns and investor sentiment in the US and Vietnam during the period 2010–2020. To this …