Narrow search
Showing 1 - 10 of 526
Cover Image
The price of crude oil and (conditional) out-of-sample predictability of world industrial production
Nonejad, Nima - In: Journal of commodity markets 23 (2021), pp. 1-33
Persistent link: https://www.econbiz.de/10012879030
Cover Image
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Cover Image
An interesting finding about the ability of geopolitical risk to forecast aggregate equity return volatility out-of-sample
Nonejad, Nima - In: Finance research letters 47 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013553686
Cover Image
Point forecasts of the price of crude oil : an attempt to "beat" the end-of-month random-walk benchmark
Nonejad, Nima - In: Empirical economics : a quarterly journal of the … 67 (2024) 4, pp. 1497-1539
Persistent link: https://www.econbiz.de/10015141979
Cover Image
Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks
Nonejad, Nima - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 5, pp. 561-584
Persistent link: https://www.econbiz.de/10011431022
Cover Image
Particle Markov chain Monte Carlo techniques of unobserved component time series models using ox
Nonejad, Nima - In: Journal of time series econometrics 8 (2016) 1, pp. 55-90
Persistent link: https://www.econbiz.de/10011440481
Cover Image
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima - In: Journal of forecasting 36 (2017) 6, pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Cover Image
Replicating the results in "a new model of trend inflation" using particle Markov chain Monte Carlo
Nonejad, Nima - In: Journal of applied econometrics 31 (2016) 7, pp. 1478-1483
Persistent link: https://www.econbiz.de/10011691534
Cover Image
Parameter instability, stochastic volatility and estimation based on simulated likelihood : evidence from the crude oil market
Nonejad, Nima - In: Economic modelling 61 (2017), pp. 388-408
Persistent link: https://www.econbiz.de/10011736901
Cover Image
Forecasting aggregate stock market volatility using financial and macroeconomic predictors : Which models forecast best, when and why?
Nonejad, Nima - In: Journal of empirical finance 42 (2017), pp. 131-154
Persistent link: https://www.econbiz.de/10011808557