Can energy prices predict stock returns? : an extreme bounds analysis
Jae H. Kim, Md Lutfur Rahman, Abul Shamsuddin
| Year of publication: |
2019
|
|---|---|
| Authors: | Kim, Jae H. ; Rahman, Md Lutfur ; Shamsuddin, Abul |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 81.2019, p. 822-834
|
| Subject: | Energy prices | Extreme bounds analysis | Stock return predictability | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Schätzung | Estimation | Energiepreis | Energy price | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2019.05.029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012172994