ArticlePloS one2018
Time-varying and asymmetric effects of the oil-specific demand shock on investor sentiment.
Article in PloS one, 2018. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 1 paper.
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The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.
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Who cites it
1 citing paper in PubMed.
- Oil price shocks, economic policy uncertainty and industrial economic growth in China.PloS one · 2019Article
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2 authors.
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Abstract
The relationship between oil price and investor sentiment is crucial to economic activity. Disentangling the shocks in crude oil price by structural VAR model, this paper analyzes the interaction between oil price shocks and investor sentiment by linear and nonlinear causality approach, TVP-VAR mode and NARDL model. The results reveal that changes of oil-specific demand shock not only linearly but also nonlinearly cause changes of investor sentiment while there is no significant link between other oil shocks (oil supply shock and aggregate demand shock) and investor sentiment. In addition, the study discovers that the oil-specific demand shock generally positively affects investor sentiment over time, and it has positive and asymmetric effects on investor sentiment in the short-run. In other words, it is the negative oil-specific demand shock rather than the positive component that has the significant impact on investor sentiment for short-run. This study could enrich current theories on the interaction between oil price and investor sentiment and serve as a supplement to current literature.
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