Predicting crude oil returns and trading position: evidence from news sentiment
We study the effectiveness of textual information in predicting the returns of crude oil futures and understanding the behavior of market participants. Using a machine learning method to extract oil market sentiment from news articles, we find that the computed sentiment is significantly effective i...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Emerald Publishing
2025-05-01
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| Series: | Seonmul yeongu |
| Subjects: | |
| Online Access: | https://www.emerald.com/insight/content/doi/10.1108/JDQS-12-2024-0050/full/pdf |
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