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Predicting the Oil Market
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1
Asymmetry and interdependence when evaluating U.S. energy information agency forecasts
Garratt, Anthony
;
Petrella, Ivan
;
Zhang, Yunyi
-
2022
Persistent link: https://www.econbiz.de/10013426284
Saved in:
2
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
-
2012
Persistent link: https://www.econbiz.de/10009625937
Saved in:
3
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
-
2013
Persistent link: https://www.econbiz.de/10009784706
Saved in:
4
Hybrid tail risk and expected stock returns : when does the tail wag the dog?
Bali, Turan G.
;
Cakici, Nusret
;
Whitelaw, Robert F.
- In:
Review of asset pricing studies
4
(
2014
)
2
,
pp. 206-246
Persistent link: https://www.econbiz.de/10010476900
Saved in:
5
Bond return predictability : economic value and links to the macroeconomy
Pettenuzzo, Davide
;
Gargano, Antonio
;
Timmermann, Allan
-
2014
Persistent link: https://www.econbiz.de/10010505306
Saved in:
6
Identifying long-run risks : a Bayesian mixed-frequency approach
Schorfheide, Frank
;
Song, Dongho
;
Yaron, Amir
-
2014
-
This version: June 24, 2014
Persistent link: https://www.econbiz.de/10010484306
Saved in:
7
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
-
2014
Persistent link: https://www.econbiz.de/10010409119
Saved in:
8
Identifying long-run risks : a Bayesian mixed-frequency approach
Schorfheide, Frank
;
Song, Dongho
;
Yaron, Amir
-
2014
Persistent link: https://www.econbiz.de/10010392642
Saved in:
9
Hybrid tail risk and expected stock returns : when does the tail wag the dog?
Bali, Turan G.
;
Cakici, Nusret
;
Whitelaw, Robert F.
-
2013
Persistent link: https://www.econbiz.de/10010191590
Saved in:
10
What do fund flows reveal about asset pricing models and investor sophistication?
Jegadeesh, Narasimhan
;
Mangipudi, Chandra Sekhar
- In:
The review of financial studies
34
(
2021
)
1
,
pp. 108-148
Persistent link: https://www.econbiz.de/10012405804
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