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Market sentiment and crude oil option prices:Sentiment measurement based on language models

Enmao Liu Cong Sui Shuhan Wang

管理科学学报（英文）2025，Vol.10Issue(4)：486-506,21.

管理科学学报（英文）2025，Vol.10Issue(4)：486-506,21.DOI:10.1016/j.jmse.2025.07.002

Market sentiment and crude oil option prices:Sentiment measurement based on language models

Enmao Liu ¹Cong Sui ²Shuhan Wang³

作者信息

1. School of Maritime Economics and Management,Dalian Maritime University,Dalian,116026,China
2. Collaborative Innovation Center for Transport Studies,School of Maritime Economics and Management,Dalian Maritime University,Dalian,116026,China
3. Collaborative Innovation Center for Transport Studies,Dalian Maritime University,Dalian,116026,China
折叠

摘要

关键词

Language model/Market sentiment/Crude oil options/Risk aversion/Mediation effect/Uncertainty

Key words

Language model/Market sentiment/Crude oil options/Risk aversion/Mediation effect/Uncertainty

引用本文复制引用

Enmao Liu,Cong Sui,Shuhan Wang..Market sentiment and crude oil option prices:Sentiment measurement based on language models[J].管理科学学报（英文）,2025,10(4):486-506,21.

基金项目

The authors gratefully acknowledge financial supports from the National Key Research and Development Program(No.2023YFC3305100). （No.2023YFC3305100）

管理科学学报（英文）

ISSN：2096-2320

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