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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Kim, Daejin | - |
| dc.contributor.author | Kim, Hyun-Jo | - |
| dc.date.accessioned | 2024-01-25T14:13:28Z | - |
| dc.date.available | 2024-01-25T14:13:28Z | - |
| dc.date.issued | 2017-08 | - |
| dc.description.abstract | The aim of this paper is to explain the relationship between news sentiment and oil price movements for West Texas Intermediate (WTI) futures, through a sentiment analysis with news samples of Marketwatch between 2010 and 2015. My research mainly contributes to the finding that quantifying such qualitative information through oil-related news is a key in understanding fluctuations in oil prices. For one unit of increase in news sentiment, WTI returns increase by about 0.0020. In addition, the paper observes that the news sentiment is negatively related to the volatility of the oil returns. The paper also finds that WTI returns are more influenced when sentiment is negative. | - |
| dc.description.degree | Master | - |
| dc.description | Department of Management Engineering | - |
| dc.identifier.uri | https://scholarworks.unist.ac.kr/handle/201301/72226 | - |
| dc.identifier.uri | http://unist.dcollection.net/jsp/common/DcLoOrgPer.jsp?sItemId=000002380729 | - |
| dc.language | eng | - |
| dc.publisher | Ulsan National Institute of Science and Technology (UNIST) | - |
| dc.rights.embargoReleaseDate | 9999-12-31 | - |
| dc.rights.embargoReleaseTerms | 9999-12-31 | - |
| dc.title | NEWS SENTIMENT AND OlL PRICE: Textual Analysis Approach | - |
| dc.type | Thesis | - |
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