The dynamic impact of network attention on natural resources prices in pre-and post-Russian-Ukrainian war

Wenwen Liu, Peng Zhao, Ziyang Luo and Miaomiao Tang

Resources Policy, 2024, vol. 97, issue C

Abstract: Natural resources prices have been greatly affected by the Russian-Ukrainian war. Investors also pay special attention to the price of natural gas and oil. This paper introduces the Thermal optimal path (TOP) method and the Long Short-Term Memory (LSTM) model to investigate the dynamic lead-lag relationship between investor attention and natural resources prices for crude oil and natural gas.

Keywords: Network attention; Crude oil; Nature gas; Thermal optimal path (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jrpoli:v:97:y:2024:i:c:s030142072400638x

DOI: 10.1016/j.resourpol.2024.105271

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