Do oil futures prices predict stock returns?
I-Hsuan Ethan Chiang, W. Keener Hughen
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Chiang, I-Hsuan Ethan ; Hughen, W. Keener |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 79.2017, p. 129-141
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| Subject: | Oil | Futures | Predictability | Curvature | Supply shocks | Futures curve | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Prognose | Forecast | Ölpreis | Oil price | Ölmarkt | Oil market | Erdöl | Petroleum | Warenbörse | Commodity exchange | Kapitaleinkommen | Capital income | Schock | Shock | Schätzung | Estimation | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2017.02.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011815141