Panel evidence on the ability of oil returns to predict stock returns in the G7 area
Joakim Westerlund, Susan Sunila Sharma
| Year of publication: |
2019
|
|---|---|
| Authors: | Westerlund, Joakim ; Sharma, Susan Sunila |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 77.2019, p. 3-12
|
| Subject: | CCE estimation | Factor-augmented panel regression | Interactive effects | Oil returns | Predictive regression | Stock excess returns | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Panel | Panel study | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Konferenzbeitrag ; Conference paper |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.05.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012306331