Template-Type: ReDIF-Article 1.0 
Author-Name: Wenli Huang  
Author-Name:   Yuqi Zheng
Author-Email:  contact.apaea@gmail.com
Author-Workplace-Name: Asia Pacific Applied Economics Association
Title: COVID-19 - Structural Changes in the Relationship Between Investor Sentiment and Crude Oil Futures Price
Abstract:  This paper investigates whether the relationship between investor sentiment and crude oil futures price has changed during the COVID-19 pandemic. We find a structural change in the relationship from December 31, 2019 to February 25, 2020. The elasticity of crude oil futures price to investor sentiment changed from -0.295 pre-COVID-19 outbreak to -0.678 post-outbreak.
Classification-JEL:  O
Keywords:  covid-19, investor sentiment, crude oil futures price
Journal:  Energy RESEARCH LETTERS
Pages: 1-4
Volume: 1
Issue: 1
Year:  2021
DOI:  2021/06/16
File-URL:  https://erl.scholasticahq.com/api/v1/articles/13685-covid-19-structural-changes-in-the-relationship-between-investor-sentiment-and-crude-oil-futures-price.pdf
File-Format:  Application/pdf
Handle: RePEc:ayb:jrnerl:21