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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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Forecasting with factor-augmendted error correction models
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - 2010
Persistent link: https://www.econbiz.de/10003948826
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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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Does energy consumption play a key role? : re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting
Lu, Fei; Ma, Feng; Hu, Shiyang - In: Energy economics 129 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014558951
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Common drifting volatility in lalrge Bayesian VARs
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2012
Persistent link: https://www.econbiz.de/10009526729
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Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano; Porqueddu, Mario; Venditti, … - 2013
Persistent link: https://www.econbiz.de/10009724167
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No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2014
Persistent link: https://www.econbiz.de/10010363319
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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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The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Wang, Lu; Ma, Feng; Niu, Tianjiao; Liang, Chao - In: Energy economics 99 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012939414