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Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nonejad, Nima - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 313-349
Persistent link: https://www.econbiz.de/10012218998
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International diversification and corporate cash holding behavior : what happens during economic downturns?
Benkraiem, Ramzi; Lakhal, Faten; Zopounidis, Constantin - In: Journal of economic behavior & organization : JEBO 170 (2020), pp. 362-371
Persistent link: https://www.econbiz.de/10012285788
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Déjà vol oil? : predicting S&P 500 equity premium using crude oil price volatility : evidence from old and recent time-series data
Nonejad, Nima - In: International review of financial analysis 58 (2018), pp. 260-270
Persistent link: https://www.econbiz.de/10012006463
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Crude oil price volatility and equity return predictability : a comparative out-of-sample study
Nonejad, Nima - In: International review of financial analysis 71 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012436278
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Commodity markets dynamics : what do cross-commodities over different nearest-to-maturities tell us?
Amar, Amine Ben; Goutte, Stéphane; Isleimeyyeh, Mohammad; … - In: International review of financial analysis 82 (2022), pp. 1-31
Persistent link: https://www.econbiz.de/10013426294
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The importance of climate policy uncertainty in forecasting the green, clean and sustainable financial markets volatility
Raza, Syed Ali; Khan, Komal Akram; Benkraiem, Ramzi; … - In: International review of financial analysis 91 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014446966
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Predicting equity premium using news-based economic policy uncertainty : not all uncertainty changes are equally important
Nonejad, Nima - In: International review of financial analysis 77 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012805880
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Density forecasts and the leverage effect : evidence from observation and parameter-driven volatility models
Catania, Leopoldo; Nonejad, Nima - In: The European journal of finance 26 (2020) 2/3, pp. 100-118
Persistent link: https://www.econbiz.de/10012207189
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Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures : a comparative study
Nonejad, Nima - In: International review of financial analysis 83 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013455034