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Forecasting WTI crude oil futures returns : does the term structure help?
Bredin, Donal; O'Sullivan, Conall; Spencer, Simon - In: Energy economics 100 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012990233
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Information in the term structure of WTI crude oil futures
Bredin, Donal; O'Sullivan, Conall; Spencer, Simon - 2020
Nelson-Siegel factors extracted from the term structure of WTI oil futures predict subsequent WTI holding period returns both in-sample and out-of-sample. This predictability is not diminished by augmenting with macroeconomic indicators or oil market specific predictors. The term structure based...
Persistent link: https://www.econbiz.de/10012418366
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Agreement matters : OPEC announcement effects on WTI term structure
Spencer, Simon; Bredin, Donal - In: Energy economics 80 (2019), pp. 589-609
Persistent link: https://www.econbiz.de/10012173695
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Alternative tests of the expectations hypothesis of the term structure of interest rates
Bredin, Donal - 2001
Persistent link: https://www.econbiz.de/10001589487
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Testing for monetary policy convergence in European countries
Bredin, Donal - In: Journal of economic studies 25 (1998) 4, pp. 353-369
Persistent link: https://www.econbiz.de/10001248496
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Risk premia and long rates in Ireland
Cuthbertson, Keith; Bredin, Donal - In: Journal of forecasting 20 (2001) 6, pp. 391-403
Persistent link: https://www.econbiz.de/10001611473
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Structural change and pass through in the Irish retail lending market
Bredin, Donal; Fitzpatrick, Trevor; O'Reilly, Gerard - In: Bulletin / Central Bank of Ireland (2001) 3, pp. 115-132
Persistent link: https://www.econbiz.de/10001618776
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The transmission mechanism of monetary policy in Ireland
Bredin, Donal; O'Reilly, Gerard - In: Bulletin / Central Bank of Ireland (2001) 2, pp. 67-76
Persistent link: https://www.econbiz.de/10001588526
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An analysis of the transmission mechanism of monetary policy in Ireland
Bredin, Donal; O'Reilly, Gerard - 2001
Persistent link: https://www.econbiz.de/10001589484
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An empirical analysis of short-run and long-run Irish export functions : does exchange rate volatility matter?
Bredin, Donal; Fountas, Stilianos; Murphy, Eithne - In: International review of applied economics 17 (2003) 2, pp. 193-208
Persistent link: https://www.econbiz.de/10001785278