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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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Identifying price bubbles in the US, European and Asian natural gas market : evidence from a GSADF test approach
Li, Yan; Chevallier, Julien; Wei, Yigang; Li, Jing - In: Energy economics 87 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012512369
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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
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The asymmetric effects of oil price shocks on the U.S. stock market
Rahman, Sajjadur - In: Energy economics 105 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013201580
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Oil price asymmetric effects : answering the puzzle in international stock markets
Ramos, Sofia B.; Veiga, Helena - In: Energy economics 38 (2013), pp. 136-145
Persistent link: https://www.econbiz.de/10009764598
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Speculative bubbles in recent oil price dynamics : evidence from a Bayesian Markov-switching state-space approach
Lammerding, Marc; Stephan, Patrick; Trede, Mark; … - In: Energy economics 36 (2013), pp. 491-502
Persistent link: https://www.econbiz.de/10009724652
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Modelling energy spot prices : empirical evidence from NYMEX
Nomikos, Nikos K.; Andriosopoulos, Kostas - In: Energy economics 34 (2012) 4, pp. 1153-1169
Persistent link: https://www.econbiz.de/10009688111
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On the impacts of oil price fluctuations on European equity markets : volatility spillover and hedging effectiveness
Arouri, Mohamed; Jouini, Jamel; Nguyen, Duc Khuong - In: Energy economics 34 (2012) 2, pp. 611-617
Persistent link: https://www.econbiz.de/10009618672
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From hero to zero : evidence of performance reversal and speculative bubbles in German renewable energy stocks
Bohl, Martin T.; Kaufmann, Philipp; Stephan, Patrick Maurice - In: Energy economics 37 (2013), pp. 40-51
Persistent link: https://www.econbiz.de/10009759397