OPEC news and predictability of oil futures returns and volatility : evidence from a nonparametric causality-in-quantiles approach
Rangan Gupta, Seong-Min Yoon
| Year of publication: |
2018
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|---|---|
| Authors: | Gupta, Rangan ; Yoon, Seong-min |
| 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. 45.2018, p. 206-214
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| Subject: | Nonparametric quantile causality | Oil futures markets | OPEC announcements | Returns and volatility | Volatilität | Volatility | Ölmarkt | Oil market | OPEC-Staaten | OPEC countries | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Nichtparametrisches Verfahren | Nonparametric statistics | Erdöl | Petroleum | Prognoseverfahren | Forecasting model | Erdölpolitik | Oil policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2018.02.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012117774