Bond yield and crude oil prices predictability
Year of publication: |
2021
|
---|---|
Authors: | Dai, Zhifeng ; Kang, Jie |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 97.2021, p. 1-13
|
Subject: | Bond yield | Oil prices predictability | Predictive regression | Out-of-sample forecasting | Asset allocation | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Anleihe | Bond | Prognose | Forecast | Kapitalmarktrendite | Capital market returns | Zinsstruktur | Yield curve |
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