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Oil volatility risk and expect...
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Volatility
942
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940
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Gupta, Rangan
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19
Ji, Qiang
16
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13
Demirer, Rıza
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11
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11
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11
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11
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10
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10
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10
Weron, Rafał
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9
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8
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8
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7
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7
Corbet, Shaen
7
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1
Implied
volatility
and the cross section of stock returns in the UK
Poshakwale, Sunil S.
;
Chandorkar, Pankaj
;
Agarwal, Vineet
- In:
Research in international business and finance
48
(
2019
),
pp. 271-286
Persistent link: https://www.econbiz.de/10012135913
Saved in:
2
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
Saved in:
3
Oil
volatility
risk and stock market
volatility
predictability : evidence from G7 countries
Feng, Jiabao
;
Wang, Yudong
;
Yin, Libo
- In:
Energy economics
68
(
2017
),
pp. 240-254
Persistent link: https://www.econbiz.de/10011905699
Saved in:
4
Is oil risk important for commodity-related currency returns?
Yin, Libo
;
Su, Zhi
;
Lu, Man
- In:
Research in international business and finance
60
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412450
Saved in:
5
Is there momentum in factor premia? : evidence from international equity markets
Zaremba, Adam
;
Shemer, Jacob
- In:
Research in international business and finance
46
(
2018
),
pp. 120-130
Persistent link: https://www.econbiz.de/10011983585
Saved in:
6
Does the equity premium puzzle persist during financial crisis? : the case of the French equity market
Bellelah, M. A.
;
Bellelah, M. O.
;
Ben Ameur, Hachmi
; …
- In:
Research in international business and finance
39
(
2017
),
pp. 851-866
Persistent link: https://www.econbiz.de/10011912395
Saved in:
7
The returns, risk and liquidity relationship in high frequency trading : evidence from the Oslo stock market
Minh Thi Hong Dinh
- In:
Research in international business and finance
39
(
2017
),
pp. 30-40
Persistent link: https://www.econbiz.de/10011876398
Saved in:
8
Higher moment risk premiums for the crude oil market : a downside and upside conditional decomposition
Fonseca, José da
;
Xu, Yahua
- In:
Energy economics
67
(
2017
),
pp. 410-422
Persistent link: https://www.econbiz.de/10011897942
Saved in:
9
Is idiosyncratic
volatility
priced in cryptocurrency markets?
Zhang, Wei
;
Li, Yi
- In:
Research in international business and finance
54
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012550051
Saved in:
10
The skewness of oil price returns and equity premium predictability
Dai, Zhifeng
;
Zhou, Huiting
;
Kang, Jie
;
Wen, Fenghua
- In:
Energy economics
94
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012649450
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