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Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet; Gupta, Rangan; Wohar, Mark E. - In: Energy economics 61 (2017), pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
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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
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The causal nexus between oil prices and equity market in the US : a regime switching model
Balcilar, Mehmet; Ozdemir, Zeynel Abidin - In: Energy economics 39 (2013), pp. 271-282
Persistent link: https://www.econbiz.de/10010234879
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Asset prices in a lifecycle economy
Farmer, Roger E. A. - 2014
Persistent link: https://www.econbiz.de/10010363302
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Global sunspots and asset prices in a monetary economy
Farmer, Roger E. A. - 2015
Persistent link: https://www.econbiz.de/10010495415
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Pricing assets in an economy with two types of people
Farmer, Roger E. A. - 2016
Persistent link: https://www.econbiz.de/10011494376
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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