Do oil-price shocks predict the realized variance of U.S. REITs?
Matteo Bonato, Oğuzhan Çepni, Rangan Gupta, Christian Pierdzioch
| Year of publication: |
2021
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|---|---|
| Authors: | Bonato, Matteo ; Çepni, Oğuzhan ; Gupta, Rangan ; Pierdzioch, Christian |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 104.2021, p. 1-19
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| Subject: | Forecasting | Oil price | Realized variance | REITs | Shocks | Ölpreis | USA | United States | Prognoseverfahren | Forecasting model | Schock | Shock | Immobilienfonds | Real estate fund | Volatilität | Volatility | Varianzanalyse | Analysis of variance | VAR-Modell | VAR model | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2021.105689 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013364407