Oil price increases and the predictability of equity premium
Yudong Wang, Zhiyuan Pan, Li Liu, Chongfeng Wu
| Year of publication: |
2019
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|---|---|
| Authors: | Wang, Yudong ; Pan, Zhiyuan ; Liu, Li ; Wu, Chongfeng |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 102.2019, p. 43-58
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| Subject: | Forecast combination | Oil price increases | Out-of-sample predictability | Portfolio | Stock returns | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Prognose | Forecast | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Ölmarkt | Oil market | Kapitalmarktrendite | Capital market returns | Welt | World | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2019.03.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012162773