Do oil futures prices predict stock returns?
Year of publication: |
June 2017
|
---|---|
Authors: | Chiang, I-Hsuan Ethan ; Hughen, W. Keener |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 79.2017, p. 129-141
|
Subject: | Oil | Futures | Predictability | Curvature | Supply shocks | Futures curve | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Erdöl | Petroleum | Kapitaleinkommen | Capital income | Prognose | Forecast | Schätzung | Estimation | Derivat | Derivative |
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