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Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nonejad, Nima - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 313-349
Persistent link: https://www.econbiz.de/10012218998
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Déjà vol oil? : predicting S&P 500 equity premium using crude oil price volatility : evidence from old and recent time-series data
Nonejad, Nima - In: International review of financial analysis 58 (2018), pp. 260-270
Persistent link: https://www.econbiz.de/10012006463
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International stock market volatility : a data-rich environment based on oil shocks
Lu, Xinjie; Ma, Feng; Wang, Tianyang; Wen, Fenghua - In: Journal of economic behavior & organization : JEBO 214 (2023), pp. 184-215
Persistent link: https://www.econbiz.de/10014478333
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Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao; Li, Yan; Ma, Feng; Wei, Yu - In: International review of financial analysis 75 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
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Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu; Ma, Feng; Hao, Jianyang; Gao, Xinxin - In: International review of financial analysis 76 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
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Crude oil price volatility and equity return predictability : a comparative out-of-sample study
Nonejad, Nima - In: International review of financial analysis 71 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012436278
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Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic : VIX vs EPU?
Wang, Jiqian; Lu, Xinjie; He, Feng; Ma, Feng - In: International review of financial analysis 72 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012437423
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Oil price volatility predictability based on global economic conditions
Guo, Yangli; Ma, Feng; Li, Haibo; Lai, Xiaodong - In: International review of financial analysis 82 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013431150
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Natural gas volatility predictability in a data-rich world
Lu, Fei; Ma, Feng; Li, Pan; Huang, Dengshi - In: International review of financial analysis 83 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013454950
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Predicting equity premium using news-based economic policy uncertainty : not all uncertainty changes are equally important
Nonejad, Nima - In: International review of financial analysis 77 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012805880