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Lin Gao
Lin Gao
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Title
Cited by
Cited by
Year
Market Sentiment in Commodity Futures Returns
L Gao, S Süss
Journal of Empirical Finance 33, 84-103, 2015
1062015
Macro fundamentals or geopolitical events? A textual analysis of news events for crude oil
MW Brandt, L Gao
Journal of Empirical Finance 51, 64-94, 2019
1042019
Oil Volatility Risk
L Gao, S Hitzemann, I Shaliastovich, L Xu
70*2017
The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks
L Gao, L Liu
Journal of Futures Markets 34 (1), 93-101, 2014
322014
Commodity option implied volatilities and the expected futures returns
L Gao
Available at SSRN 2939649, 2017
42017
Capturing investor sentiment: Advancing predictability in finance with computer science approaches
L Gao, D Kampas, K Rinne
2018 IEEE 20th Conference on Business Informatics (CBI) 2, 97-99, 2018
32018
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Articles 1–6