The illusion of oil return predictability : the choice of data matters!
Thomas Conlon, John Cotter, Emmanuel Eyiah-Donkor
| Year of publication: |
2022
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|---|---|
| Authors: | Conlon, Thomas ; Cotter, John ; Eyiah-Donkor, Emmanuel |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 134.2022, p. 1-16
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| Subject: | Averaged crude oil prices | Out-of-sample forecasts | Return predictability | Spurious autocorrelation | Statistical inference | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Autokorrelation | Autocorrelation | Welt | World | Ölmarkt | Oil market | Prognose | Forecast | Schätzung | Estimation | Induktive Statistik | Erdöl | Petroleum | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2021.106331 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013400116