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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
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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
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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
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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
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Modeling persistence and parameter instability in historical crude oil price data using a gibbs sampling approach
Nonejad, Nima - In: Computational economics 53 (2019) 4, pp. 1687-1710
Persistent link: https://www.econbiz.de/10012135601
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Déjà vol oil? : predicting S&P 500 equity premium using crude oil price volatility : evidence from old and recent time-series data
Nonejad, Nima - In: International review of financial analysis 58 (2018), pp. 260-270
Persistent link: https://www.econbiz.de/10012006463
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Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nonejad, Nima - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 313-349
Persistent link: https://www.econbiz.de/10012218998
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Crude oil price volatility and equity return predictability : a comparative out-of-sample study
Nonejad, Nima - In: International review of financial analysis 71 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012436278
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Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate
Nonejad, Nima - In: Economics letters 186 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012503762
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Crude oil price point forecasts of the Norwegian GDP growth rate
Nonejad, Nima - In: Empirical economics : a quarterly journal of the … 61 (2021) 5, pp. 2913-2930
Persistent link: https://www.econbiz.de/10012664660