Attention matters: an exploration of relationship between Google search behaviors and crude oil prices

DOI10.1007/S11424-019-7257-6zbMATH Open1425.91348OpenAlexW2980322997MaRDI QIDQ2330375FDOQ2330375

Authors: Xun Zhang, Jian Ma, Xin Li, Shouyang Wang 

Publication date: 22 October 2019

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-019-7257-6

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zbMATH Keywords

crude oil pricesMarkov switching autoregressive modelasymmetric responseinvestor attentionGoogle search

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cites Work

• Did speculative activities contribute to high crude oil prices during 1993 to 2008?

Cited In (3)

• Is there a causal relationship between oil prices and tourist arrivals?
• The tipping point of electricity price attention: when a problem becomes a problem
• Research on the impact of investor attention on gold futures market from the perspective of high frequency

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