Narrow search
Showing 1 - 10 of 11
Cover Image
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
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
Oil returns and volatility : the role of mergers and acquisitions
Bos, Martijn; Demirer, Rıza; Gupta, Rangan; Tiwari, … - In: Energy economics 71 (2018), pp. 62-69
Persistent link: https://www.econbiz.de/10011942945
Cover Image
Oil and stock market momentum
Chen, Chun-Da; Cheng, Chiao-Ming; Demirer, Rıza - In: Energy economics 68 (2017), pp. 151-159
Persistent link: https://www.econbiz.de/10011905040
Cover Image
The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging
Badshah, Ihsan Ullah; Demirer, Rıza; Suleman, Muhammad … - In: Energy economics 84 (2019), pp. 1-10
Persistent link: https://www.econbiz.de/10012182796
Cover Image
Time-varying rare disaster risks, oil returns and volatility
Demirer, Rıza; Gupta, Rangan; Suleman, Tahir; Wohar, … - In: Energy economics 75 (2018), pp. 239-248
Persistent link: https://www.econbiz.de/10011974013
Cover Image
Good, bad cojumps and volatility forecasting : new evidence from crude oil and the U.S. stock markets
Chen, Yixiang; Ma, Feng; Zhang, Yaojie - In: Energy economics 81 (2019), pp. 52-62
Persistent link: https://www.econbiz.de/10012172656
Cover Image
Asymmetric volatility spillovers between oil and stock markets : evidence from China and the United States
Xu, Weiju; Ma, Feng; Wang, Chen; Zhang, Bing - In: Energy economics 80 (2019), pp. 310-320
Persistent link: https://www.econbiz.de/10012173623
Cover Image
Does the U.S. economic policy uncertainty connect financial markets? : evidence from oil and commodity currencies
Albulescu, Claudiu Tiberiu; Demirer, Rıza; Raheem, … - In: Energy economics 83 (2019), pp. 375-388
Persistent link: https://www.econbiz.de/10012175739
Cover Image
Oil shocks and stock market volatility : new evidence
Lu, Xinjie; Ma, Feng; Wang, Jiqian; Zhu, Bo - In: Energy economics 103 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10013364063