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Forecasting the real prices of crude oil : a robust weighted least squares approach
Wang, Yudong; Hao, Xianfeng - In: Energy economics 116 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013542061
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Predictive regression with order-p autoregressive predictors
Amihud, Yakov; Hurvich, Clifford M.; Wang, Yi - In: Journal of empirical finance 17 (2010) 3, pp. 513-525
Persistent link: https://www.econbiz.de/10009267284
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Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.; Wang, You-Gan; Zhu, Min - In: Journal of empirical finance 62 (2021), pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
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Testing for monotonicity in expected asset returns
Romano, Joseph P.; Wolf, Michael - In: Journal of empirical finance 23 (2013), pp. 93-116
Persistent link: https://www.econbiz.de/10010221769
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Return predictability and intertemporal asset allocation : evidence from a bias-adjusted VAR model
Engsted, Tom; Pedersen, Thomas Q. - In: Journal of empirical finance 19 (2012) 2, pp. 241-253
Persistent link: https://www.econbiz.de/10009615710
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Biased information weight processing in stock markets
Mohrschladt, Hannes; Langer, Thomas - In: Journal of empirical finance 57 (2020), pp. 89-106
Persistent link: https://www.econbiz.de/10012430443
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Special issue on high frequency data in finance ; Pt. 1
Baillie, Richard (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10001224723
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Special issue on the predictability of asset returns
Bekaert, Geert (contributor) - 2001
Persistent link: https://www.econbiz.de/10001655349
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A novel multiscale nonlinear ensemble leaning paradigm for carbon price forecasting
Zhu, Bangzhu; Ye, Shunxin; Wang, Ping; He, Kaijian; … - In: Energy economics 70 (2018), pp. 143-157
Persistent link: https://www.econbiz.de/10011942668
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Forecasting commodity prices returns : the role of partial least squares approach
Wen, Chufu; Zhu, Haoyang; Dai, Zhifeng - In: Energy economics 125 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014478814