Oil price increases and the predictability of equity premium
Year of publication: |
2019
|
---|---|
Authors: | Wang, Yudong ; Pan, Zhiyuan ; Liu, Li ; Wu, Chongfeng |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 102.2019, p. 43-58
|
Subject: | Forecast combination | Oil price increases | Out-of-sample predictability | Portfolio | Stock returns | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Prognose | Forecast | Börsenkurs | Share price | Risikoprämie | Risk premium | Kapitalmarktrendite | Capital market returns | Ölmarkt | Oil market |
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