Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models
| Autor: | Zhang, Yue-Jun, Wang, Jin-Li |
|---|---|
| Zdroj: | In Energy Economics February 2019 78:192-201 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Zhang, Yue-Jun, Wang, Jin-Li |
|---|---|
| Zdroj: | In Energy Economics February 2019 78:192-201 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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