Forecasting stock prices with commodity prices : new evidence from Feasible Quasi Generalized Least Squares (FQGLS) with non-linearities
Ismail O. Fasanya, Oluwasegun Adekoya, Ridwan Sonola
| Year of publication: |
2023
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|---|---|
| Authors: | Fasanya, Ismail Olaleke ; Adekoya, Oluwasegun B. ; Sonola, Ridwan |
| Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 47.2023, 2, p. 1-17
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| Subject: | Stock markets | Commodity prices | Asymmetry | Forecast evaluation | BRICS | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Rohstoffpreis | Commodity price | Volatilität | Volatility | Theorie | Theory | Aktienmarkt | Stock market | Rohstoffmarkt | Commodity market | Kleinste-Quadrate-Methode | Least squares method | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ecosys.2022.101043 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014317524