Media sentiment emotions and consumer energy prices
研究了2006至2020年间报纸和社交媒体情感对汽油、取暖油和天然气价格的影响，发现报纸情感在高新闻覆盖时显著影响价格，而社交媒体影响微弱，且强烈情绪有额外价格效应。
This paper analyzes how sentiment from different news sources affect energy prices for con- sumers. We assess the impact of sentiments derived from newspaper and social media on prices of gasoline, heating oil and natural gas from 2006 until 2020. Having shown that sentiments derived from social media and newspapers differ significantly in the first step, we show that newspaper sentiments have significant effects on prices in times of high news coverage while the effects of social media news are negligible. Finally, we illustrate that strong emotions in newspaper coverage have additional price effects and analyze a potential factor structure for out of sample forecasts.