3
H index
0
i10 index
19
Citations
École Supérieure de Commerce de Rennes | 3 H index 0 i10 index 19 Citations RESEARCH PRODUCTION: 2 Articles 2 Papers RESEARCH ACTIVITY: 5 years (2017 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pey16 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Emmanuel Eyiah-Donkor. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | The commodity risk premium and neural networks. (2023). faff, robert ; Yew, Rand Kwong ; Rad, Hossein ; Miffre, Joelle. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001007. Full description at Econpapers || Download paper |
2023 | Forecasts of the real price of oil revisited: Do they beat the random walk?. (2023). Snudden, Stephen ; Ellwanger, Reinhard. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001619. Full description at Econpapers || Download paper |
2023 | Commodity futures return predictability and intertemporal asset pricing. (2023). Poti, Valerio ; Eyiah-Donkor, Emmanuel ; Cotter, John. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000460. Full description at Econpapers || Download paper |
2024 | Forecasting the price of oil: A cautionary note. (2024). Eyiah-Donkor, Emmanuel ; Cotter, John ; Conlon, Thomas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000685. Full description at Econpapers || Download paper |
2023 | Nonlinearity in forecasting energy commodity prices: Evidence from a focused time-delayed neural network. (2023). Abedin, Mohammad Zoynul ; Fisher, Ben ; Hajek, Petr ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002495. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | Predictability and diversification benefits of investing in commodity and currency futures In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 7 |
2022 | The illusion of oil return predictability: The choice of data matters! In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 8 |
2022 | The illusion of oil return predictability: The choice of data matters!.(2022) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2020 | Commodity Futures Return Predictability and Intertemporal Asset Pricing In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
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