Equity premium prediction using the price of crude oil : uncovering the nonlinear predictive impact
Nima Nonejad
| Year of publication: |
2022
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|---|---|
| Authors: | Nonejad, Nima |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 115.2022, p. 1-24
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| Subject: | Dynamic rotation rule | Equity premium point prediction | Nonlinearity | Out-of-sample predictability | Price of crude oil | Relative prediction performance | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Risikoprämie | Risk premium | Welt | World | Schätzung | Estimation | Prognose | Forecast | Theorie | Theory | Börsenkurs | Share price | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.106395 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013541756