Do oil-price shocks predict the realized variance of U.S. REITs?
Year of publication: |
2021
|
---|---|
Authors: | Bonato, Matteo ; Çepni, Oğuzhan ; Gupta, Rangan ; Pierdzioch, Christian |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 104.2021, p. 1-19
|
Subject: | Forecasting | Oil price | Realized variance | REITs | Shocks | USA | United States | Immobilienfonds | Real estate fund | Prognoseverfahren | Forecasting model | Ölpreis | Schock | Shock | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Volatilität | Volatility | Varianzanalyse | Analysis of variance | Baumwollmarkt | Cotton market | Autokorrelation | Autocorrelation |
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