FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W4384208075> ?p ?o ?g. }

• W4384208075 endingPage "711" @default.
• W4384208075 startingPage "698" @default.
• W4384208075 abstract "We use a reduced-rank approach (RRA) to forecast oil prices. The empirical results show that the RRA model outperforms the competitive models both in-sample and out-of-sample. We also find that the RRA model can generate economic value for investors. In addition, we explore the driving force of RRA's predictive power and show that the RRA model can effectively identify the predictive information of indicators, including magnitude and direction, and apply appropriate loadings to the predictors accordingly. Finally, our results are robust to multiple alternatives." @default.
• W4384208075 created "2023-07-14" @default.
• W4384208075 creator A5002643603 @default.
• W4384208075 creator A5011309730 @default.
• W4384208075 creator A5019091271 @default.
• W4384208075 creator A5088917149 @default.
• W4384208075 date "2023-11-01" @default.
• W4384208075 modified "2023-10-18" @default.
• W4384208075 title "Forecasting crude oil prices: A reduced-rank approach" @default.
• W4384208075 cites W1499433741 @default.
• W4384208075 cites W1789808336 @default.
• W4384208075 cites W2028995298 @default.
• W4384208075 cites W2066326977 @default.
• W4384208075 cites W2097139473 @default.
• W4384208075 cites W2101620928 @default.
• W4384208075 cites W2144570112 @default.
• W4384208075 cites W2738727646 @default.
• W4384208075 cites W2766063243 @default.
• W4384208075 cites W2771794792 @default.
• W4384208075 cites W2789242193 @default.
• W4384208075 cites W2791621775 @default.
• W4384208075 cites W2792338922 @default.
• W4384208075 cites W2810839719 @default.
• W4384208075 cites W2898443112 @default.
• W4384208075 cites W2901438587 @default.
• W4384208075 cites W2914477525 @default.
• W4384208075 cites W2922908513 @default.
• W4384208075 cites W2971716595 @default.
• W4384208075 cites W2972936694 @default.
• W4384208075 cites W2990895983 @default.
• W4384208075 cites W3000463406 @default.
• W4384208075 cites W3008527173 @default.
• W4384208075 cites W3083811368 @default.
• W4384208075 cites W3117321808 @default.
• W4384208075 cites W3121251852 @default.
• W4384208075 cites W3122737497 @default.
• W4384208075 cites W3124690764 @default.
• W4384208075 cites W3125891473 @default.
• W4384208075 cites W3135122163 @default.
• W4384208075 cites W3215186461 @default.
• W4384208075 cites W4200032422 @default.
• W4384208075 cites W4210297320 @default.
• W4384208075 cites W4210761163 @default.
• W4384208075 cites W4214614525 @default.
• W4384208075 cites W4224231239 @default.
• W4384208075 cites W4226282477 @default.
• W4384208075 cites W4229051643 @default.
• W4384208075 cites W4280524721 @default.
• W4384208075 cites W4281795004 @default.
• W4384208075 cites W4285401607 @default.
• W4384208075 doi "https://doi.org/10.1016/j.iref.2023.07.001" @default.
• W4384208075 hasPublicationYear "2023" @default.
• W4384208075 type Work @default.
• W4384208075 citedByCount "0" @default.
• W4384208075 crossrefType "journal-article" @default.
• W4384208075 hasAuthorship W4384208075A5002643603 @default.
• W4384208075 hasAuthorship W4384208075A5011309730 @default.
• W4384208075 hasAuthorship W4384208075A5019091271 @default.
• W4384208075 hasAuthorship W4384208075A5088917149 @default.
• W4384208075 hasConcept C105795698 @default.
• W4384208075 hasConcept C111472728 @default.
• W4384208075 hasConcept C114614502 @default.
• W4384208075 hasConcept C127413603 @default.
• W4384208075 hasConcept C138885662 @default.
• W4384208075 hasConcept C149782125 @default.
• W4384208075 hasConcept C162324750 @default.
• W4384208075 hasConcept C164226766 @default.
• W4384208075 hasConcept C185592680 @default.
• W4384208075 hasConcept C198531522 @default.
• W4384208075 hasConcept C2776291640 @default.
• W4384208075 hasConcept C2778136018 @default.
• W4384208075 hasConcept C2987168347 @default.
• W4384208075 hasConcept C33923547 @default.
• W4384208075 hasConcept C41008148 @default.
• W4384208075 hasConcept C43617362 @default.
• W4384208075 hasConcept C78762247 @default.
• W4384208075 hasConceptScore W4384208075C105795698 @default.
• W4384208075 hasConceptScore W4384208075C111472728 @default.
• W4384208075 hasConceptScore W4384208075C114614502 @default.
• W4384208075 hasConceptScore W4384208075C127413603 @default.
• W4384208075 hasConceptScore W4384208075C138885662 @default.
• W4384208075 hasConceptScore W4384208075C149782125 @default.
• W4384208075 hasConceptScore W4384208075C162324750 @default.
• W4384208075 hasConceptScore W4384208075C164226766 @default.
• W4384208075 hasConceptScore W4384208075C185592680 @default.
• W4384208075 hasConceptScore W4384208075C198531522 @default.
• W4384208075 hasConceptScore W4384208075C2776291640 @default.
• W4384208075 hasConceptScore W4384208075C2778136018 @default.
• W4384208075 hasConceptScore W4384208075C2987168347 @default.
• W4384208075 hasConceptScore W4384208075C33923547 @default.
• W4384208075 hasConceptScore W4384208075C41008148 @default.
• W4384208075 hasConceptScore W4384208075C43617362 @default.
• W4384208075 hasConceptScore W4384208075C78762247 @default.
• W4384208075 hasFunder F4320321001 @default.
• W4384208075 hasFunder F4320335787 @default.
• W4384208075 hasLocation W43842080751 @default.
• W4384208075 hasOpenAccess W4384208075 @default.
• W4384208075 hasPrimaryLocation W43842080751 @default.

• next