Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nima Nonejad
| Year of publication: |
2022
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| Authors: | Nonejad, Nima |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 62.2022, p. 1-25
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| Subject: | Conditional (unconditional) equal predictive ability | Crude oil price | Equity return realized volatility | Forecast selection | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Ölpreis | Oil price | ARCH-Modell | ARCH model | Welt | World | Schätzung | Estimation | Prognose | Forecast | Kapitalmarktrendite | Capital market returns | 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.najef.2022.101751 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013534202