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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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Forecasting aggregate equity return volatility using crude oil price volatility : The role of nonlinearities and asymmetries
Nonejad, Nima - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-20
Persistent link: https://www.econbiz.de/10012203664
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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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Forecasting crude oil price volatility out-of-sample using news-based geopolitical risk index : what forms of nonlinearity help improve forecast accuracy the most?
Nonejad, Nima - In: Finance research letters 46 (2022) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10013341402
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Equity premium prediction using the price of crude oil : uncovering the nonlinear predictive impact
Nonejad, Nima - In: Energy economics 115 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013541756