Forecasting excess stock returns with crude oil market data
Year of publication: |
March 2015
|
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Authors: | Liu, Li ; Ma, Feng ; Wang, Yudong |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 48.2015, p. 316-324
|
Subject: | Stock return predictability | Crude oil market | Dynamic model selection | Asset allocation | Business cycle | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Ölmarkt | Oil market | Ölpreis | Oil price | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns | Welt | World | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
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