Browsing by Author "Jamel, Lamia"
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OPEC news and predictability of energy futures returns and volatility: evidence from a conditional quantile regression
Derbali, Abdelkader; Wu, Shan; Jamel, Lamia (Universidad ESAN. ESAN Ediciones , 2020-12-01 )Purpose: This paper aims to provide an important perspective to the predictive capacity of Organization of the Petroleum Exporting Countries (OPEC) meeting dates and production announcements for energy futures (crude oil ...acceso abierto