Similar Search Results

Convenience yield risk

Prokopczuk, Marcel; Symeonidis, Lazaros; Wese Simen, Chardin - In: Energy economics 120 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014283248

Forecasting exchange rate volatility using conditional variance models selected by information criteria

Brooks, Chris - 1998

Persistent link: https://www.econbiz.de/10000982695

Linear and nonlinear (non-)forecastability of high frequency exchange rates

Brooks, Chris - 1996

Persistent link: https://www.econbiz.de/10000944084

Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting

Brooks, Chris; Hinich, Melvin J. - In: Journal of forecasting 20 (2001) 3, pp. 181-196

Persistent link: https://www.econbiz.de/10001570836

The trading profitability of forecasts of the gilt-equity yield ratio

Brooks, Chris; Persand, Gita - In: International journal of forecasting 17 (2001) 1, pp. 11-29

Persistent link: https://www.econbiz.de/10001549772

A trading strategy based on the led-lag relationship between the spot index and futures contract for the FTSE 100

Brooks, Chris; Rew, Alistair G.; Ritson, Stuart - In: International journal of forecasting 17 (2001) 1, pp. 31-44

Persistent link: https://www.econbiz.de/10001549774

Volatility forecasting for risk management

Brooks, Chris; Persand, Gita - In: Journal of forecasting 22 (2003) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10001736943

On the Predictive Content of Leading Indicators : The Case of U.S. Real Estate Markets

Tsolacos, Sotiris - 2013

This paper employs a probit model and a Markov switching model using information from the Conference Board Leading Indicator series to detect the turning points in four key US commercial rents series. We find that both the approaches based on the leading indicator have considerable power to...

Persistent link: https://www.econbiz.de/10013085201

On the predictive content of leading indicators : the case of US real estate markets

Tsolacos, Sotiris; Brooks, Chris; Nneji, Ogonna - 2013

Persistent link: https://www.econbiz.de/10009782816

Commodity futures prices : more evidence on forecast power, risk premia and the theory of storage

Brooks, Chris; Prokopczuk, Marcel; Wu, Yingying - In: The quarterly review of economics and finance : journal … 53 (2013) 1, pp. 73-85

Persistent link: https://www.econbiz.de/10009721369