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

DOI10.1007/S11424-019-7257-6MaRDI QIDQ2330375zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

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