Reference health
Novel and Old News Sentiment in Commodity Futures Markets
48/48 checkable references clean · checked 2026-09-15
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
5 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 48 checked references that resolve
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How connected is the agricultural commodity market to the news-based investor sentiment?
resolves10.1016/j.mulfin.2018.04.002
The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test
resolves10.1002/ijfe.1782
Dynamic return and volatility spillovers among S&P 500, crude oil, and gold
resolves10.1093/rfs/hhm079
All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
resolves10.1016/S0304-405X(03)00146-6
Stock price reaction to news and no-news: drift and reversal after headlines
resolves10.1016/j.jimonfin.2020.102137
Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss
resolves10.1016/j.ribaf.2017.04.006
News surprises and volatility spillover among agricultural commodities: The case of corn, wheat, soybean and soybean oil
resolves10.1016/j.jacceco.2003.10.002
Limited attention, information disclosure, and financial reporting
resolves10.1016/j.jfineco.2012.04.005
What does futures market interest tell us about the macroeconomy and asset prices?
resolves10.1016/j.eneco.2014.02.015
Tail events: A new approach to understanding extreme energy commodity prices
resolves10.1111/j.1540-6261.2010.01625.x
When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks
resolves10.1016/j.econmod.2013.01.023
Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold
resolves10.1016/j.eneco.2011.09.008
Oil price, agricultural commodity prices, and the dollar: A panel cointegration and causality analysis
resolves10.1016/j.jbusres.2015.12.013
Examining the influence of stock market variables on microblogging sentiment
resolves10.1080/00036846.2016.1259754
The importance of fear: investor sentiment and stock market returns
resolves10.1016/j.intfin.2014.11.001
Asymmetric volatility response to news sentiment in gold futures
resolves10.1016/j.intfin.2022.101692
When central bank research meets Google search: A sentiment index of global financial stress
resolves10.1111/j.1540-6261.2007.01232.x
Giving Content to Investor Sentiment: The Role of Media in the Stock Market
resolves10.1093/rfs/hhq141
All the News That's Fit to Reprint: Do Investors React to Stale Information?
resolves10.1111/j.1540-6261.2008.01362.x
More Than Words: Quantifying Language to Measure Firms' Fundamentals
resolves10.1080/14697688.2015.1018308
Macroeconomic impacts on commodity prices: China vs. the United States
resolves10.1016/j.najef.2018.08.012
Network connectedness and net spillover between financial and commodity markets
resolves10.1016/j.eneco.2017.09.024
“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets
The 5 references without a DOI — listed, not checked
no DOI — not checkedCorrelation Neglect in Belief Formation
no DOI — not checkedFront-Page News: The Effect of News Positioning on Financial Markets
no DOI — not checkedref27
no DOI — not checkedMacro factors and the realized volatility of commodities: A dynamic network analysis
no DOI — not checkedThe role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach
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