Blar i Vitenskapelige publikasjoner (UiS-HH) på emneord "oljepriser"
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Attention to oil prices and its impact on the oil, gold and stock markets and their covariance
(Peer reviewed; Journal article, 2023)This paper studies the impact of investor attention to oil prices on returns, volatility, and covariances of three exchange traded funds representing oil, gold, and the stock market. For this purpose, we suggest a new ...