Forecasting stock prices with commodity prices : new evidence from Feasible Quasi Generalized Least Squares (FQGLS) with non-linearities
Year of publication: |
2023
|
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Authors: | Fasanya, Ismail Olaleke ; Adekoya, Oluwasegun B. ; Sonola, Ridwan |
Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 47.2023, 2, p. 1-17
|
Subject: | Stock markets | Commodity prices | Asymmetry | Forecast evaluation | BRICS | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Rohstoffpreis | Commodity price | Rohstoffmarkt | Commodity market | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility |
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