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Keywords: Forecast evaluation
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Journal Articles
Fulbright Review of Economics and Policy (2023) 3 (1): 49–73.
Published: 11 April 2023
... adopts the feasible quasi generalized least squares technique to estimate a predictive model based on Westerlund and Narayan’s (2015) approach to evaluating the hedging effectiveness of clean energy stocks. The out-of-sample forecast evaluations of the oil risk-based and climate risk-based clean energy...
