Narrow search
Showing 1 - 10 of 13,784
Cover Image
A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane; Kilian, Lutz - 2016
has implications for the estimation of economic models of energy-intensive durables, for oil price forecasting and for the …
Persistent link: https://www.econbiz.de/10011452269
Cover Image
A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane; Kilian, Lutz - 2016
has implications for the estimation of economic models of energy-intensive durables, for oil price forecasting, and for …
Persistent link: https://www.econbiz.de/10011434566
Cover Image
A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane; Kilian, Lutz - 2014
alternatives and more economically plausible. We discuss implications of our analysis for the estimation of economic models of …
Persistent link: https://www.econbiz.de/10010409922
Cover Image
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil
Baumeister, Christiane - 2016
has implications for the estimation of economic models of energy-intensive durables, for oil price forecasting, and for …
Persistent link: https://www.econbiz.de/10012996209
Cover Image
Multifractal models, intertrade durations and return volatility
Segnon, Mawuli - 2015
Persistent link: https://www.econbiz.de/10011299266
Cover Image
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian - 2022
Persistent link: https://www.econbiz.de/10013166706
Cover Image
Pricing in oil market and using probit model for analysis of stock market effects
Mikhaylov, Alexey Yurievich - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 2, pp. 69-73
Persistent link: https://www.econbiz.de/10011850489
Cover Image
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
Cover Image
Stock return predictability in China : power of oil price trend
Cao, Zhen; Han, Liyan; Zhang, Qunzi - In: Finance research letters 47 (2022) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10013457289
Cover Image
Forecasting Oil Prices With Penalized Regressions, Variance Risk Premia and Google Data
Lycheva, Maria; Mironenkov, Alexey; Kurbatskii, Alexey; … - 2023
This paper investigates whether augmenting models with the variance risk premium (VRP) and Google search data improves the quality of the forecasts for real oil prices. We considered a time sample of monthly data from 2007 to 2019 that includes several episodes of high volatility in the oil...
Persistent link: https://www.econbiz.de/10014349277