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The relation between overreaction in forecasts and uncertainty : a nonlinear approach
Leppin, Julian Sebastian - In: Journal of forecasting 35 (2016) 6, pp. 564-572
Persistent link: https://www.econbiz.de/10011596045
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Oil price shocks and producer prices in Taiwan : an application of non-linear error-correction models
Chou, Kuo-wei; Lin, Pochun - In: Journal of Chinese economic and business studies 11 (2013) 1, pp. 59-72
Persistent link: https://www.econbiz.de/10009716168
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Semi-parametric single-index predictive regression models with cointegrated regressors
Zhou, Weilun; Gao, Jiti; Harris, David; Kew, Hsein - In: Journal of econometrics 238 (2024) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10015073842
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The relation between overreaction in forecasts and uncertainty : a nonlinear approach
Leppin, Julian Sebastian - 2014 - This version: November 2014
account impacts from oil price return and oil price volatility on forecast changes. The panel smooth transition regression …
Persistent link: https://www.econbiz.de/10010438928
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Does Harberger-Laursen-Metzler (HLM) exist in Pakistan? : cointegration, causality and forecast error variance decomposition tests
Afza, Talat; Ahmed, Khalid; Shahbaz, Muhammad - In: Global business review 17 (2016) 4, pp. 759-778
Persistent link: https://www.econbiz.de/10011607958
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Statistical analysis of the relationship between oil prices and industry index prices
Akbulaev, Nurkhodzha; Rahimli, Etimad - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 2, pp. 324-331
Persistent link: https://www.econbiz.de/10012488418
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U.S. stock markets and the role of real interest rates
Huang, Wanling; Mollick, André Varella; Nguyen Khoa Huu - In: The quarterly review of economics and finance : journal … 59 (2016), pp. 231-242
Persistent link: https://www.econbiz.de/10011627292
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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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Forecasting interval-valued crude oil prices using asymmetric interval models
Lu, Quanying; Sun, Yuying; Hong, Yongmiao; Wang, Shouyang - In: Quantitative finance 22 (2022) 11, pp. 2047-2061
Persistent link: https://www.econbiz.de/10013490921
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The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou; Wang, Yubao; Song, Juan - In: Finance research letters 56 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014473684