Global tail risk and oil return predictability
Lihua Qian, Qing Zeng, Xinjie Lu, Feng Ma
| Year of publication: |
2022
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|---|---|
| Authors: | Qian, Lihua ; Zeng, Qing ; Lu, Xinjie ; Ma, Feng |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 2, p. 1-6
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| Subject: | Business cycles | Oil market | Return prediction | Tail risk | World fear | Welt | World | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Ölmarkt | Schätzung | Estimation | Risiko | Risk | Ölpreis | Oil price | Volatilität | Volatility | Schock | Shock | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.102790 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013553904