Oil price density forecasts: Exploring the linkages with stock markets

Investigate if the reason for shift to positive correlation between the oil price and global stock markets could be that; cash rich oil exporting countries (sovereign

The study focuses on non-governmental organisations (NGOs) with a special emphasis on advocacy organisations and organisations active in social service delivery

They both reveal that oil markets play an important role in explaining the stock market returns during changes in the time series. In summary it can be stated that the regime shifts

This paper has presented and applied a way of extracting the implied risk-neutral density function of the future WTI Crude Oil price from Option prices with

Second, in an empirical nowcasting exercise using US real-time data, we compute recursive density forecasts from the various MIDAS regressions for quarterly real output growth for

The important variables in explaining the stock returns are lagged French hotel stock price index, money supply, consumer price index in France, industrial

The flow approach models banks as lending money out of funds which they must have acquired beforehand, whereas the stock approach models bank lending as creation of new deposits

At each iteration, we may discover new nearest neighbor candidates that need to be merged into allNN[] and also duplicate candidates that we have seen in previous it- erations