Hedging pressure momentum and the predictability of oil futures returns
Dan Yu, Chuang Chen, Yudong Wang, Yaojie Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | Yu, Dan ; Chen, Chuang ; Wang, Yudong ; Zhang, Yaojie |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 121.2023, p. 1-11
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| Subject: | Hedging pressure momentum | Oil futures | Return predictability | Scaled principal component analysis | Hedging | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Prognose | Forecast | Schätzung | Estimation | Derivat | Derivative | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2023.106214 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014384325