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The skewness of oil price returns and equity premium predictability
Dai, Zhifeng; Zhou, Huiting; Kang, Jie; Wen, Fenghua - In: Energy economics 94 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012649450
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An inquiry into the structure and dynamics of crude oil price using the fast iterative filtering algorithm
Piersanti, Giovanni; Piersanti, Mirko; Cicone, Antonio; … - In: Energy economics 92 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012519649
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Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan; Malik, Farooq - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
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Efficient predictability of stock return volatility : the role of stock market implied volatility
Dai, Zhifeng; Zhou, Huiting; Wen, Fenghua; He, Shaoyi - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012654913
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News will tell : forecasting foreign exchange rates based on news story events in the economy calendar
Semiromi, Hamed Naderi; Lessmann, Stefan; Petersen, Wiebke - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012654984
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Modeling and forecasting multivariate electricity price spikes
Manner, Hans; Türk, Dennis; Eichler, Michael - In: Energy economics 60 (2016), pp. 255-265
Persistent link: https://www.econbiz.de/10011699897
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Forecasting economic activity from yield curve factors
Argyropoulos, Efthymios; Tzavalis, Elias - In: The North American journal of economics and finance : a … 36 (2016), pp. 293-311
Persistent link: https://www.econbiz.de/10011672685
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Non-linear exchange rate relationships : an automated model selection approach with indicator saturation
Stillwagon, Josh R. - In: The North American journal of economics and finance : a … 37 (2016), pp. 84-109
Persistent link: https://www.econbiz.de/10011672899
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Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel - In: The North American journal of economics and finance : a … 42 (2017), pp. 393-420
Persistent link: https://www.econbiz.de/10011938140
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Efficient modelling and forecasting with range based volatility models and its application
Kok Haur Ng; Peiris, Shelton; Chan, Jennifer So-kuen; … - In: The North American journal of economics and finance : a … 42 (2017), pp. 448-460
Persistent link: https://www.econbiz.de/10011938162