Edward Wright Building
Aberdeen, Aberdeenshire AB24 3QY
United Kingdom
http://www.abdn.ac.uk/~bus067/
University of Aberdeen - Business School
Stock Prices, Commodity Prices, Forecasting, Rolling
Epstein-Zin-Weil preferences, consumption risk, asset pricing tests, government bonds, dynamic factor analysis
Consumption CAPM, Fama-MacBeth Regressions, Net Foreign Assets, Conditioning Information, Conditional Asset Pricing Models
U.S. oil and gas; Copula; Risk management; Hedging; Portfolio; Performance evaluation
E21, E27