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1
Forecasting excess stock returns with crude oil market data
Liu, Li
;
Ma, Feng
;
Wang, Yudong
- In:
Energy economics
48
(
2015
),
pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
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2
Breaks, trends, and unit roots in spot prices for crude oil and petroleum products
Sun, Jingwei
;
Shi, Wendong
- In:
Energy economics
50
(
2015
),
pp. 169-177
Persistent link: https://www.econbiz.de/10011564017
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3
Time-varying persistence in real oil prices and its determinant
Kruse, Robinson
;
Wegener, Christoph
- In:
Energy economics
85
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012510274
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4
A novel multiscale forecasting model for crude oil price time series
Li, Ranran
;
Hu, Yucai
;
Heng, Jiani
;
Chen, Xueli
- In:
Technological forecasting & social change : an …
173
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013203754
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5
Predicting oil prices : an analysis of oil price volatility cycle and financial markets
Zhao, Lu-Tao
;
Wang, Zi-Jie
;
Wang, Shu-Ping
;
He, Ling-yun
- In:
Emerging markets, finance & trade : a journal of the …
57
(
2021
)
4
,
pp. 1068-1087
Persistent link: https://www.econbiz.de/10012483300
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6
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
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7
Forecasting spot oil price in a dynamic model averaging framework : Have the determinants changed over time?
Drachal, Krzysztof
- In:
Energy economics
60
(
2016
),
pp. 35-46
Persistent link: https://www.econbiz.de/10011699775
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8
Forecasting crude oil market volatility : a Markov switching multifractal volatility approach
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011596312
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9
On the risk spillover across the oil market, stock market, and the oil related CDS sectors : a volatility impulse response approach
Balcilar, Mehmet
;
Hammoudeh, Shawkat
;
Toparli, Elif Akay
- In:
Energy economics
74
(
2018
),
pp. 813-827
Persistent link: https://www.econbiz.de/10011972977
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10
Nonlinear dynamics in crude oil benchmarks : an AMH perspective
Varghese, George
;
Madhavan, Vinodh
- In:
Applied economics letters
26
(
2019
)
21
,
pp. 1798-1801
Persistent link: https://www.econbiz.de/10012204932
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