Do oil price forecast disagreement of survey of professional forecasters predict crude oil return volatility?-Reference-Cited by-同舟云学术

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Do oil price forecast disagreement of survey of professional forecasters predict crude oil return volatility?

Published:2024-05 Issue: Volume: Page:
ISSN:0169-2070
Container-title:International Journal of Forecasting
language:en
Short-container-title:International Journal of Forecasting

Author:

Hasselgren Anton,Hou Ai Jun,Suardi Sandy^ORCID,Xu Caihong^ORCID,Ye Xiaoxia^ORCID

Publisher

Elsevier BV

Reference21 articles.

1. Is all that talk just noise? The information content of internet stock message boards;Antweiler;The Journal of Finance,2004

2. Macro-finance determinants of the long-run stock–bond correlation: The DCC-MIDAS specification;Asgharian;Journal of Financial Econometrics,2016

3. Does disagreement among oil price forecasters reflect volatility? Evidence from the ECB surveys;Atalla;International Journal of Forecasting,2016

4. Disagreement and learning: Dynamic patterns of trade;Banerjee;The Journal of Finance,2010

5. The effect of asymmetries on stock index return value at risk estimates;Brooks;Journal of Risk Finance,2003

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