Investor sentiment and energy futures predictability : evidence from Feasible Quasi Generalized Least Squares
Ismail Fasanya, Oluwasegun Adekoya, Oluwatomisin Oyewole, Soliu Adegboyega
| Year of publication: |
2022
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|---|---|
| Authors: | Fasanya, Ismail Olaleke ; Adekoya, Oluwasegun B. ; Oyewole, Oluwatomisin ; Adegboyega, Soliu Bidemi |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 63.2022, p. 1-12
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| Subject: | Asymmetries | Behavioural finance | Energy futures | Forecast evaluation | Investors sentiment | Anlageverhalten | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Prognose | Forecast | Kleinste-Quadrate-Methode | Least squares method |