Forecasting the sign of U.S. oil and gas industry stock index excess returns employing macroeconomic variables
Year of publication: |
2019
|
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Authors: | Liu, Jingzhen ; Kemp, Alexander G. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 81.2019, p. 672-686
|
Subject: | Big data | Excess stock return | Market timing | Probit model | U.S. Oil and gas industry | USA | United States | Gaswirtschaft | Gas industry | Erdölindustrie | Oil industry | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Prognose | Forecast |
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