This paper aims to explore the dynamic relationships between crude oil price (shocks) and investor sentiment. Specifically, this utilizes web crawler construct Chinese sentiment index. The structural vector autoregression (SVAR) model is then used decompose shocks into three types of shocks. Finally, wavelet coherence analysis (WTC) employed study correlation in time frequency domain, their asy...

forecasting stock price had been paying attention to many analysts and stockholders. today, this issue more recent years has been do by new methods but new methods, good enough, not have analysis of description and changes effective variables on stock price whereas all this method rely on regression bases. ardl (autoregression distributed lag ) of one equation cumulative regression method obtai...

there are several researches that deal with the behavior of ses and their relationships with different economical factors. these range from papers dealing with this subject through econometrical procedures to statistical methods known as copula. this article considers the impact of oil and gold price on tehran stock exchange market (tse). oil and gold are two factors that are essential for the ...

Investment in the United Kingdom Continental Shelf (UKCS) involves three separate but highly interrelated activities: exploration, development and production. The exploration and extraction decisions were analysed recently by Pesaran (1 990) and Favero (1 990). The aim of this paper is to provide a model of the investment decision in the UKCS, where the development process is explicitly modelle...

For a long time moving averages has been used for a financial data smoothing. It is one of the first indicators in technical analysis trading. Many traders debated that one moving average is better than others. As a result a lot of moving averages have been created. In this empirical study we overview 19 most popular moving averages, create a taxonomy and compare them using two most important f...

The study examines the asymmetric effect of oil price on exchange rate and stock using Nonlinear Autoregressive Distributive Lag (NARDL) technique time-series data spanning from January 1996 to September 2020. multivariate cointegration test showed evidence a long-run relationship among price, rate, price. linear Granger causality that is granger caused by cause rate. nonlinear nonlinearity BDS...

Crude oil is one of the most necessitated worldwide required commodities. Any slight fluctuation in crude oil prices can have both direct and indirect influence on the economy of the countries. The unpredictability of crude oil prices forced many companies away from the competition and it influence the stock market and many other macroeconomic variables (inflation, GDP, Import bill etc). Crude ...