SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The Illusion of Oil Return Predictability: The Choice of Data Matters! · Study

PreprintShelves

PreprintThe Illusion of Oil Return Predictability: The Choice of Data Matters!

Thomas Conlon2021

OA

Preprintgreen2021

The Illusion of Oil Return Predictability: The Choice of Data Matters!

Thomas Conlon · John Cotter · Emmanuel Eyiah-Donkor

21 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 21 citations exist upstream.

References

2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 1969The Combination of Forecasts 2002Forecasting Using Principal Components From a Large Number of Predictors 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?1976The pricing of commodity contracts 2006Approximately normal tests for equal predictive accuracy in nested models 1986Understanding spurious regressions in econometrics

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2022Forecasting crude oil futures market returns: A principal component analysis combination approacharticle · 16 shared references 2019Forecasting commodity prices out-of-sample: Can technical indicators help?article · 15 shared references 2022Forecasting crude oil prices with shrinkage methods: Can nonconvex penalty and Huber loss help?article · 15 shared references 2019The economic and financial properties of crude oil: A reviewreview · 14 shared references 2017Forecasting the Real Price of Oil - Time-Variation and Forecast Combinationarticle · 13 shared references 2022Geopolitical risk trends and crude oil price predictabilityarticle · 12 shared references

Details

Year2021

Typepreprint

Published2021-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations21

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2139/ssrn.3841507

openalex_workW3206776788

Links

Imported from OpenAlex (CC0) — nothing here is generated.