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  • Search: subject:"Oil volatility risk premium"
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Subject
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Aktienmarkt 2 Forecasting model 2 Prognoseverfahren 2 Risikoprämie 2 Risk premium 2 Stock market 2 Volatility 2 Volatilität 2 Welt 2 World 2 ARCH model 1 ARCH-Modell 1 Börsenkurs 1 Capital income 1 Economic significance 1 Forecast 1 GARCH-MIDAS 1 Kapitaleinkommen 1 Oil volatility risk premium 1 Out-of-sample forecast 1 Predictive regression 1 Prognose 1 Regression analysis 1 Regressionsanalyse 1 Share price 1 Stock realized volatility 1 oil volatility risk premium 1 stock market volatility 1 uncertainty 1
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Undetermined 2
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Yin, Libo 2 Fang, Tong 1 Feng, Jiabao 1 Miao, Deyu 1 Su, Zhi 1 Wang, Yudong 1
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Energy economics 1 Journal of forecasting 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Uncertainty-driven oil volatility risk premium and international stock market volatility forecasting
Fang, Tong; Miao, Deyu; Su, Zhi; Yin, Libo - In: Journal of forecasting 42 (2023) 4, pp. 872-904
Persistent link: https://www.econbiz.de/10014292840
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Oil volatility risk and stock market volatility predictability : evidence from G7 countries
Feng, Jiabao; Wang, Yudong; Yin, Libo - In: Energy economics 68 (2017), pp. 240-254
Persistent link: https://www.econbiz.de/10011905699
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