Predicting the Oil Market
收藏NBER2021-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w29379
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资源简介：
We study the performance of many traditional and novel, text-based variables for in-sample and out-of-sample forecasting of oil spot, futures, and energy company stock returns, and changes in oil volatility, production, and inventories. After controlling for small-sample biases, we find evidence of
提供机构：
美国国家经济研究局
创建时间：
2021-10-01
