Adediran, Idris A.; Swaray, Raymond; Orekoya, Aminat O.; … - In: Fulbright review of economics and policy 3 (2023) 1, pp. 49-73
) approach to evaluating the hedging effectiveness of clean energy stocks. The out-of-sample forecast evaluations of the oil risk … Diebold & Mariano forecast evaluation test for nested and non-nested models, respectively. Findings - The study finds ample … also conducts forecast evaluations of the clean energy predictive models for nested and non-nested models. …
