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	Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect
	Cai Yang; Xu Gong; Hongwei Zhang
刊名	Resources Policy
	2019
卷号	Vol.61页码:548-563
关键词	Volatility forecasting Investor sentiment Leverage effect HAR-type models Crude oil futures
ISSN号	0301-4207
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4609342
专题	湖南大学
作者单位	1.a School of Business Administration, Hunan University, Changsha 410082, China 2.School of Business, Central South University, Changsha 410083, China 3.School of Management, China Institute for Studies in Energy Policy, Collaborative Innovation Center for Energy Economics and Energy Policy, Xiamen University, Xiamen 361005, China
推荐引用方式 GB/T 7714	Cai Yang,Xu Gong,Hongwei Zhang. Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect[J]. Resources Policy,2019,Vol.61:548-563.
APA	Cai Yang,Xu Gong,&Hongwei Zhang.(2019).Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect.Resources Policy,Vol.61,548-563.
MLA	Cai Yang,et al."Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect".Resources Policy Vol.61(2019):548-563.

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