Narrow search
Showing 1 - 10 of 320
Cover Image
Equity premium prediction using the price of crude oil : uncovering the nonlinear predictive impact
Nonejad, Nima - In: Energy economics 115 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013541756
Cover Image
Investor attention and oil market volatility : does economic policy uncertainty matter?
Xiao, Jihong; Wang, Yudong - In: Energy economics 97 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012820025
Cover Image
Regime switching model of US crude oil and stock market prices : 1859 to 2013
Balcilar, Mehmet; Gupta, Rangan; Miller, Stephen M. - In: Energy economics 49 (2015), pp. 317-327
Persistent link: https://www.econbiz.de/10011537104
Cover Image
Analyzing volatility spillovers and hedging between oil and stock markets : evidence from wavelet analysis
Khalfaoui, R.; Boutahar, Mohamed; Boubaker, H. - In: Energy economics 49 (2015), pp. 540-549
Persistent link: https://www.econbiz.de/10011537181
Cover Image
Modeling oil price-US stock nexus : a VARMA-BEKK-AGARCH approach
Salisu, Afees A.; Oloko, Tirimisiyu F. - In: Energy economics 50 (2015), pp. 1-12
Persistent link: https://www.econbiz.de/10011563864
Cover Image
Effects of oil price shocks on the stock market performance : do nature of shocks and economies matter?
Thai-Ha Le; Youngho, Chang - In: Energy economics 51 (2015), pp. 261-274
Persistent link: https://www.econbiz.de/10011564841
Cover Image
Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis
Xie, Qichang; Wu, Haifeng; Ma, Yu - In: Energy economics 102 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013162433
Cover Image
Volatility spillovers and hedging effectiveness between oil and stock markets : evidence from a wavelet-based and structural breaks analysis
Belhassine, Olfa; Karamti, Chiraz - In: Energy economics 102 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013162440
Cover Image
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
Cover Image
The asymmetric effects of oil price shocks on the U.S. stock market
Rahman, Sajjadur - In: Energy economics 105 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013201580