Essays about: "John Kjellgren"

Found 1 essay containing the words John Kjellgren.

  1. 1. Predicting Stock Markets with Commodities - An Empirical Study on the Nordic Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Sebastian Söderlund Tovi; John Kjellgren; [2017]
    Keywords : Commodities; stock returns; predictability; state-switching; trading strategy; Business and Economics;

    Abstract : This study examines if commodity indices can be used to predict stock index returns on the Nordic financial markets. With a forecast period between 2000 and 2016, the study is conducted with an Ordinary Least Squares method to predict both in-sample and out-of- sample. READ MORE