OPEC news and predictability of energy futures returns and volatility: evidence from a conditional quantile regression

Autor:	Derbali, Abdelkader, Wu, Shan, Jamel, Lamia
Zdroj:	Journal of Economics, Finance and Administrative Science, 2020, Vol. 25, Issue 50, pp. 239-259.
Databáze:	Emerald Insight
Externí odkaz:	http://www.emeraldinsight.com/doi/10.1108/JEFAS-05-2019-0063 Zobrazit plný text záznamu