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COVID-19 - Structural Changes in the Relationship Between Investor Sentiment and Crude Oil Futures Price

Author

Listed:
  • Wenli Huang
  • Yuqi Zheng

    (Asia Pacific Applied Economics Association)

Abstract

This paper investigates whether the relationship between investor sentiment and crude oil futures price has changed during the COVID-19 pandemic. We find a structural change in the relationship from December 31, 2019 to February 25, 2020. The elasticity of crude oil futures price to investor sentiment changed from -0.295 pre-COVID-19 outbreak to -0.678 post-outbreak.

Suggested Citation

  • Wenli Huang & Yuqi Zheng, 2021. "COVID-19 - Structural Changes in the Relationship Between Investor Sentiment and Crude Oil Futures Price," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 1(1), pages 1-4.
    • Handle: RePEc:ayb:jrnerl:21
    DOI: 2021/06/16
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    More about this item

    Keywords

    covid-19; investor sentiment; crude oil futures price;
    All these keywords.

    JEL classification:

    • O - Economic Development, Innovation, Technological Change, and Growth

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