Template-Type: ReDIF-Article 1.0 
Author-Name: Selçuk Akçay
Author-Email:  selcuk19@hotmail.com
Author-Workplace-Name:  Department of Economics, Afyon Kocatepe University, Turkey
Title: Investor Sentiment and Oil Prices in the United States - Evidence From a Time-Varying Causality Test
Abstract:  The question of the direction of causality between investor sentiment and oil prices remains moot in the literature. Using a recently developed time-varying causality test and monthly data, this study examines the causal relation between investor sentiment and oil prices in the United States. We find bidirectional causality between investor sentiment and oil prices over different time episodes.
Classification-JEL:  C32 , G41,Q43
Keywords:  Investor sentiment,Oil prices,Time-varying causality
Journal:  Energy RESEARCH LETTERS
Pages: 1-7
Volume: 3
Issue: 2
Year:  2022
DOI:  2022/06/16
File-URL:  https://erl.scholasticahq.com/api/v1/articles/32633-investor-sentiment-and-oil-prices-in-the-united-states-evidence-from-a-time-varying-causality-test.pdf
File-Format:  Application/pdf
Handle:  RePEc:ayb:jrnerl:55