Oil price volatility and new evidence from news and Twitter

In this paper, we develop semantic-based sentiment indices through relevant news and Twitter feeds for oil market using a state-of-the-art natural language processing technique. We investigate the predictability of crude oil price volatility using the novel sentiment indices through a hybrid structu...

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Veröffentlicht in:	Energy economics 2023-06, Vol.122, p.106711, Article 106711
1. Verfasser:	Abdollahi, Hooman
Format:	Artikel
Sprache:	eng
Schlagworte:	Forecasting Media and market News sentiment Oil price volatility Twitter sentiment
Online-Zugang:	Volltext
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