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Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian; Huang, Yisu; Ma, Feng; Chevallier, Julien - In: Energy economics 91 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
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How good are analyst forecasts of oil prices?
Cortazar, Gonzalo; Ortega, Hector; Valencia, Consuelo - In: Energy economics 102 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10013162438
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Multi-perspective investor attention and oil futures volatility forecasting
Qu, Hui; Li, Guo - In: Energy economics 119 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014279697
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Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment
Dai, Zhifeng; Zhu, Junxin; Zhang, Xinhua - In: Energy economics 114 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013477411
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On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes
Berger, Theo; Uddin, Mohammed Gazi Salah - In: Energy economics 56 (2016), pp. 374-383
Persistent link: https://www.econbiz.de/10011664267
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Spillovers between the oil sector and the S&P500 : the impact of information flow about crude oil
Aromi, Daniel; Clements, Adam - In: Energy economics 81 (2019), pp. 187-196
Persistent link: https://www.econbiz.de/10012172691
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Forecasting WTI crude oil futures returns : does the term structure help?
Bredin, Donal; O'Sullivan, Conall; Spencer, Simon - In: Energy economics 100 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012990233
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Predictability of crude oil prices : an investor perspective
Liu, Li; Wang, Yudong; Yang, Li - In: Energy economics 75 (2018), pp. 193-205
Persistent link: https://www.econbiz.de/10011974002
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INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie; Ma, Feng; Li, Haibo; Wang, Jianqiong - In: Energy economics 126 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
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More is better? : the impact of predictor choice on the INE oil futures volatility forecasting
Fu, Tong; Huang, Dasen; Feng, Lingbing; Tang, Xiaoping - In: Energy economics 134 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015047115