The predictive effect of risk aversion on oil returns under different market conditions
Year of publication: |
2023
|
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Authors: | Xiao, Jihong ; Wang, Yudong ; Wen, Danyan |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 126.2023, p. 1-15
|
Subject: | Risk aversion | Oil returns | Quantile regression | US partisan conflict | Risikoaversion | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Theorie | Theory | Risiko | Risk | Schätzung | Estimation | USA | United States | Ölmarkt | Oil market |
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