Can energy prices predict stock returns? : an extreme bounds analysis
Year of publication: |
2019
|
---|---|
Authors: | Kim, Jae H. ; Rahman, Md Lutfur ; Shamsuddin, Abul |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 81.2019, p. 822-834
|
Subject: | Energy prices | Extreme bounds analysis | Stock return predictability | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price |
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