Predicting crude oil returns and trading position: evidence from news sentiment
Hail Jung and
Daejin Kim
Journal of Derivatives and Quantitative Studies: 선물연구, 2025, vol. 33, issue 2, 86-109
Abstract:
Keywords: Crude oil, Prediction, Textual analysis, Machine learning, Trading position, G11, G12, G17, C53
Date: 2025
References: Add references at CitEc
Citations:
Downloads: (external link)
https://www.emerald.com/insight/content/doi/10.110 ... d&utm_campaign=repec (text/html)
https://www.emerald.com/insight/content/doi/10.110 ... d&utm_campaign=repec (application/pdf)
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eme:jdqspp:jdqs-12-2024-0050
DOI: 10.1108/JDQS-12-2024-0050
Access Statistics for this article
More articles in Journal of Derivatives and Quantitative Studies: 선물연구 from Emerald Group Publishing Limited
Bibliographic data for series maintained by Emerald Support ().