Media attention and crude oil volatility: Is there any 'new' news in the newspaper?
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More about this item
KeywordsNews; media; linguistic analysis; volatility; crude oil;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G00 - Financial Economics - - General - - - General
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