Introduction

This introduction presents an overview of the key concepts discussed in the subsequent chapters of this book. The book focuses on Internet search data to effectively reflect the psychological behaviors of investors in the crude oil market. It explores the effect and predictive power of the investor attention on crude oil price returns by using the autoregressive integrated moving average models with exogenous variables and autoregressive integrated moving average with exogenous variable-generalized autoregressive conditional heteroskedastic. The book introduces the notion of financial network and reviews some techniques used to extract financial networks from a panel of observations. It analyzes the transmission of information between currency spot markets using a classic dataset from the Reuters Dealing 2000–1 platform for the period May–August 1996. The book examines the bubble-like behavior in the logarithm of the dividend yield of the G7 stock markets.