Fear in commodity return prediction
Year of publication: |
2022
|
---|---|
Authors: | Cao, Zhen ; Han, Liyan ; Wei, Xinbei ; Zhang, Qunzi |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 2, p. 1-13
|
Subject: | SVAR | Commodity return predictability | Fear index | Long-run | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Welt | World | Rohstoffderivat | Commodity derivative | Rohstoffmarkt | Commodity market | Index | Index number | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | Rohstoffpreis | Commodity price |
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