The role of news-based uncertainty indices in predicting oil markets : a hybrid nonparametric quantile causality method
Mehmet Balcilar, Stelios Bekiros, Rangan Gupta
| Year of publication: |
November 2017
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| Authors: | Balcilar, Mehmet ; Bekiros, Stelios ; Gupta, Rangan |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 53.2017, 3, p. 879-889
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| Subject: | Uncertainty | Oil markets | Volatility | Quantile causality | Ölmarkt | Oil market | Volatilität | Prognoseverfahren | Forecasting model | Kausalanalyse | Causality analysis | Risiko | Risk | Ölpreis | Oil price | Nichtparametrisches Verfahren | Nonparametric statistics | Börsenkurs | Share price |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-016-1150-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011892898