Emmanuel Eyiah-Donkor

Rennes School of Business

Assistant Professor of Finance

Rue Robert d'arbrissel, 2

Rennes, 35000

France

SCHOLARLY PAPERS

4

DOWNLOADS

548

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Scholarly Papers (4)

Commodity Futures Return Predictability and Intertemporal Asset Pricing

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 20-8
Number of pages: 55 Posted: 23 Oct 2020 Last Revised: 14 Jun 2021
John Cotter, Emmanuel Eyiah-Donkor and Valerio Potì
University College Dublin, Rennes School of Business and University College Dublin
Downloads 196 (215,547)
Citation 2

Abstract:

Loading...

Commodity futures returns; Predictability; Asset allocation; Macroeconomic risk; Intertemporal pricing

Commodity Futures Return Predictability and Intertemporal Asset Pricing

Number of pages: 44 Posted: 28 Apr 2022
John Cotter, Emmanuel Eyiah-Donkor and Valerio Potì
University College Dublin, Rennes School of Business and University College Dublin
Downloads 62 (482,865)

Abstract:

Loading...

Commodity futures, Return predictability, Asset allocation, Business cycle, Intertemporal asset pricing

2.

Predictability and Diversification Benefits of Investing in Commodity and Currency Futures

International Review of Financial Analysis, Vol. 50, 2017
Number of pages: 34 Posted: 02 Mar 2016 Last Revised: 26 Aug 2019
John Cotter, Emmanuel Eyiah-Donkor and Valerio Potì
University College Dublin, Rennes School of Business and University College Dublin
Downloads 171 (242,573)
Citation 1

Abstract:

Loading...

Portfolio choice, Asset classes, Spanning tests, Predictability, Performance evaluation

3.

The Illusion of Oil Return Predictability: The Choice of Data Matters!

Journal of Banking and Finance, Vol. 134, No. 106331, 2022. DOI: https://doi.org/10.1016/j.jbankfin.2021.106331, Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 21-10
Number of pages: 50 Posted: 10 May 2021 Last Revised: 11 Feb 2022
Thomas Conlon, John Cotter and Emmanuel Eyiah-Donkor
University College Dublin, University College Dublin and Rennes School of Business
Downloads 91 (384,984)

Abstract:

Loading...

Averaged crude oil prices; Spurious autocorrelation; Return predictability; Out-of-sample forecasts; Statistical inference

4.

Forecasting the Real Price of Oil: A Cautionary Note

Number of pages: 32 Posted: 16 Feb 2022
Thomas Conlon, John Cotter and Emmanuel Eyiah-Donkor
University College Dublin, University College Dublin and Rennes School of Business
Downloads 28 (643,459)

Abstract:

Loading...

Monthly average and end-of-month crude oil prices; Oil price predictability; Forecast combinations; Out-of-sample forecast performance; Hedging and investment decisions