Work

Forecasting excess stock returns with crude oil market data

Year: 2014

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2014.12.006

Authors: Li Liu, Feng Ma, Yudong Wang

Institutions: Nanjing Audit University, Southwest Jiaotong University, Nanjing University of Science and Technology

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Science Foundation, National Natural Science Foundation of China

Awards: 国际原油价格冲击下金融资产组合管理：基于马尔科夫机制转换多分形和高维度相关模型的研究, 分形市场分析、极值理论与金融传染的定量测度方法研究

OpenAlex ID: W2072882247

FWCI: 4.969

Cites: 68

Cited by: 66

Related to: 10