Bond yield and crude oil prices predictability
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DOI: 10.1016/j.eneco.2021.105205
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More about this item
Keywords
Bond yield; Oil prices predictability; Predictive regression; Out-of-sample forecasting; Asset allocation;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
Statistics
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