Default return spread : a powerful predictor of crude oil price returns
Qingxiang Han, Mengxi He, Yaojie Zhang, Muhammad Umar
| Year of publication: |
2023
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|---|---|
| Authors: | Han, Qingxiang ; He, Mengxi ; Zhang, Yaojie ; Umar, Muhammad |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 7, p. 1786-1804
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| Subject: | asset allocation | default return spread | market sentiment | oil price return predictability | out-of-sample forecasting | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Kapitalmarktrendite | Capital market returns | Ölmarkt | Oil market | Prognose | Forecast | Welt | World | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2983 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014432770