The power of investors' optimism and pessimism in oil market forecasting
Year of publication: |
2022
|
---|---|
Authors: | Mustanen, Dmitri ; Maaitah, Ahmad ; Mishra, Tapas ; Parhi, Mamata |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 114.2022, p. 1-22
|
Subject: | Dynamic persistence | Energy markets | Fractional cointegrated VAR | Informational inefficiency | Market-centric observable | Oil futures markets | Oil price forecasting | System long memory | Ölpreis | Oil price | Ölmarkt | Oil market | Prognoseverfahren | Forecasting model | Kointegration | Cointegration | Rohstoffderivat | Commodity derivative | Prognose | Forecast | Zeitreihenanalyse | Time series analysis | Energieprognose | Energy forecast | Energiemarkt | Energy market | Volatilität | Volatility |
-
Forecasting oil prices : high-frequency financial data are indeed useful
Degiannakis, Stavros, (2018)
-
Energy markets and global economic conditions
Baumeister, Christiane, (2020)
-
Energy markets and global economic conditions
Baumeister, Christiane, (2020)
- More ...
-
Gillaizeau, Marc, (2019)
-
Age-structured human capital and spatial total factor productivity dynamics
Mishra, Tapas, (2008)
-
Age-structured human capital and spatial total factor productivity dynamics
Mishra, Tapas, (2008)
- More ...