Fear in commodity return prediction
Zhen Cao, Liyan Han, Xinbei Wei, Qunzi Zhang
| Year of publication: |
2022
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|---|---|
| Authors: | Cao, Zhen ; Han, Liyan ; Wei, Xinbei ; Zhang, Qunzi |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 2, p. 1-13
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| Subject: | SVAR | Commodity return predictability | Fear index | Long-run | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Rohstoffderivat | Commodity derivative | Schätzung | Estimation | Rohstoffpreis | Commodity price | Welt | World | Prognose | Forecast | Kapitalmarktrendite | Capital market returns | Index | Index number | Rohstoffmarkt | Commodity market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102502 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013342809