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Is investor sentiment stronger than VIX and uncertainty indices in predicting energy volatility?

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  1. Cui, Moyang & Wong, Wing-Keung & Wisetsri, Worakamol & Mabrouk, Fatma & Muda, Iskandar & Li, Zeyun & Hassan, Marria, 2023. "Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data," Resources Policy, Elsevier, vol. 80(C).
  2. Ran Lu & Hongjun Zeng, 2022. "VIX and major agricultural future markets: dynamic linkage and time-frequency relations around the COVID-19 outbreak," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 40(2), pages 334-353, September.
  3. Teng, Yin-Pei, 2023. "Natural resources extraction and sustainable development: Linear and non-linear resources curse hypothesis perspective for high income countries," Resources Policy, Elsevier, vol. 83(C).
  4. Liu, Zhichao & Liu, Jing & Zeng, Qing & Wu, Lan, 2022. "VIX and stock market volatility predictability: A new approach," Finance Research Letters, Elsevier, vol. 48(C).
  5. Liang, Chao & Xia, Zhenglan & Lai, Xiaodong & Wang, Lu, 2022. "Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model," Energy Economics, Elsevier, vol. 116(C).
  6. Lei, Wei & Yang, Jiaxin, 2022. "Does economic, political, and financial risk cause volatility in natural resources? Comparative study of China and Brazil," Resources Policy, Elsevier, vol. 77(C).
  7. Zhao, Lu-Tao & Xing, Yue-Yue & Zhao, Qiu-Rong & Chen, Xue-Hui, 2023. "Dynamic impacts of online investor sentiment on international crude oil prices," Resources Policy, Elsevier, vol. 82(C).
  8. Chen, Yan & Qiao, Gaoxiu & Zhang, Feipeng, 2022. "Oil price volatility forecasting: Threshold effect from stock market volatility," Technological Forecasting and Social Change, Elsevier, vol. 180(C).
  9. Luo, Keyu & Guo, Qiang & Li, Xiafei, 2022. "Can the return connectedness indices from grey energy to natural gas help to forecast the natural gas returns?," Energy Economics, Elsevier, vol. 109(C).
  10. Li, Tianyu & Yue, Xiao-Guang & Waheed, Humayun & Yıldırım, Bilal, 2023. "Can energy efficiency and natural resources foster economic growth? Evidence from BRICS countries," Resources Policy, Elsevier, vol. 83(C).
  11. Lin, Shiwei & Wang, Yanan & Niu, Xiaojian & Dördüncü, Hazar, 2022. "Revisiting volatility in global natural resources commodities? Evidence from global data," Resources Policy, Elsevier, vol. 77(C).
  12. Zhao, Geya & Xue, Minggao & Cheng, Li, 2023. "A new hybrid model for multi-step WTI futures price forecasting based on self-attention mechanism and spatial–temporal graph neural network," Resources Policy, Elsevier, vol. 85(PB).
  13. Sun, Yanpeng & Chang, Hsuling & Vasbieva, Dinara G. & Andlib, Zubaria, 2022. "Economic performance, investment in energy resources, foreign trade, and natural resources volatility nexus: Evidence from China's provincial data," Resources Policy, Elsevier, vol. 78(C).
  14. Wang, Jiqian & He, Xiaofeng & Ma, Feng & Li, Pan, 2022. "Uncertainty and oil volatility: Evidence from shrinkage method," Resources Policy, Elsevier, vol. 75(C).
  15. Peng, Lijuan & Liang, Chao, 2023. "Sustainable development during the post-COVID-19 period: Role of crude oil," Resources Policy, Elsevier, vol. 85(PA).
  16. Luan, Yunpeng & Ye, Shili & Li, Yanmei & Jia, Lu & Yue, Xiao-Guang, 2022. "Revisiting natural resources volatility via TGARCH and EGARCH," Resources Policy, Elsevier, vol. 78(C).
  17. Aktham Maghyereh & Hussein Abdoh, 2022. "Global financial crisis versus COVID‐19: Evidence from sentiment analysis," International Finance, Wiley Blackwell, vol. 25(2), pages 218-248, August.
  18. Zhang, Yanyan & chang, Hsuling & Saliba, Chafic & Hasnaoui, Amir, 2022. "Metallic natural resources commodity prices volatility in the pandemic: Evidence for silver, platinum, and palladium," Resources Policy, Elsevier, vol. 78(C).
  19. Hong, Yanran & Wang, Lu & Ye, Xiaoqing & Zhang, Yaojie, 2022. "Dynamic asymmetric impact of equity market uncertainty on energy markets: A time-varying causality analysis," Renewable Energy, Elsevier, vol. 196(C), pages 535-546.
  20. Wang, Xinghua & Lee, Zhengzheng & Wu, Shuang & Qin, Meng, 2023. "Exploring the vital role of geopolitics in the oil market: The case of Russia," Resources Policy, Elsevier, vol. 85(PB).
  21. Huawei, Tian, 2022. "Does gross domestic product, inflation, total investment, and exchanges rate matter in natural resources commodity prices volatility," Resources Policy, Elsevier, vol. 79(C).
  22. Abdullah, Mohammad & Abakah, Emmanuel Joel Aikins & Wali Ullah, G M & Tiwari, Aviral Kumar & Khan, Isma, 2023. "Tail risk contagion across electricity markets in crisis periods," Energy Economics, Elsevier, vol. 127(PB).
  23. Pan, Changchun & Sun, Tiezhu & Mirza, Nawazish & Huang, Yuzhe, 2022. "The pricing of low emission transitions: Evidence from stock returns of natural resource firms in the GCC," Resources Policy, Elsevier, vol. 79(C).
  24. Gu, Jianqiang & Yue, Xiao-Guang & Nosheen, Safia & Naveed -ul-Haq, & Shi, Lei, 2022. "Does more stringencies in government policies during pandemic impact stock returns? Fresh evidence from GREF countries, a new emerging green bloc," Resources Policy, Elsevier, vol. 76(C).
  25. Zhang, Li & Li, Yan & Yu, Sixin & Wang, Lu, 2023. "Risk transmission of El Niño-induced climate change to regional Green Economy Index," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 860-872.
  26. Huang, Yisu & Xu, Weiju & Huang, Dengshi & Zhao, Chenchen, 2023. "Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective," Resources Policy, Elsevier, vol. 80(C).
  27. Do, Hung Xuan & Nepal, Rabindra & Pham, Son Duy & Jamasb, Tooraj, 2023. "Electricity Market Crisis in Europe and Cross Border Price Effects: A Quantile Return Connectedness Analysis," Working Papers 8-2023, Copenhagen Business School, Department of Economics.
  28. Su, Chi-Wei & Wang, Dan & Mirza, Nawazish & Zhong, Yifan & Umar, Muhammad, 2023. "The impact of consumer confidence on oil prices," Energy Economics, Elsevier, vol. 124(C).
  29. Xu, Yongan & Li, Ming & Yan, Wen & Bai, Jiancheng, 2022. "Predictability of the renewable energy market returns: The informational gains from the climate policy uncertainty," Resources Policy, Elsevier, vol. 79(C).
  30. Ouyang, Zi-sheng & Liu, Meng-tian & Huang, Su-su & Yao, Ting, 2022. "Does the source of oil price shocks matter for the systemic risk?," Energy Economics, Elsevier, vol. 109(C).
  31. Le, Thai Hong & Luong, Anh Tram, 2022. "Dynamic spillovers between oil price, stock market, and investor sentiment: Evidence from the United States and Vietnam," Resources Policy, Elsevier, vol. 78(C).
  32. Chen, Juan & Xiao, Zuoping & Bai, Jiancheng & Guo, Hongling, 2023. "Predicting volatility in natural gas under a cloud of uncertainties," Resources Policy, Elsevier, vol. 82(C).
  33. Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan, 2023. "Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications," Energy Economics, Elsevier, vol. 120(C).
  34. Chen, Ruoyu & Iqbal, Najaf & Irfan, Muhammad & Shahzad, Farrukh & Fareed, Zeeshan, 2022. "Does financial stress wreak havoc on banking, insurance, oil, and gold markets? New empirics from the extended joint connectedness of TVP-VAR model," Resources Policy, Elsevier, vol. 77(C).
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