TY  - JOUR
AU  - Oguzhan Cepni
AU  - Duc Khuong Nguyen
AU  - Ahmet Sensoy
PY  - 2022///
TI  - News Media and Attention Spillover across Energy Markets: A Powerful Predictor of Crude Oil Futures Prices
JO  - The Energy Journal
VL  - Volume 43
DO  - 10.5547/01956574.43.SI1.ocep
IS  - SI
KW  - Crude oil returns
KW  - Density forecasting
KW  - Investor attention
KW  - Time-varying Granger causality
KW  - Variable selection
SN  - 1944-9089
UR  - http://www.iaee.org/en/publications/ejarticle.aspx?id=3951