The role of economic and financial uncertainties in predicting commodity futures returns and volatility : evidence from a nonparametric causality-in-quantiles test
Walid Bahloul, Mehmet Balcilar, Juncal Cunado, Rangan Gupta
| Year of publication: |
2018
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| Authors: | Bahloul, Walid ; Balcilar, Mehmet ; Cuñado Eizaguirre, Juncal ; Gupta, Rangan |
| Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 45.2018, p. 52-71
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| Subject: | Commodity futures markets | Economic and financial | Nonparametric causality-in-quantiles test | Returns | Uncertainty | Volatility | Volatilität | Rohstoffderivat | Commodity derivative | Risiko | Risk | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.mulfin.2018.04.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012055774