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How do oil price shocks affect the output volatility of the U.S. energy mining industry? : the roles of structural oil price shocks
Jiang, Yong; Zhou, Zhongbao; Liu, Qing; Lin, Ling; … - In: Energy economics 87 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012512330
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Global financial cycle and the predictability of oil market volatility : evidence from a GARCH-MIDAS model
Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: Energy economics 108 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013203080
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Supply and demand driven oil price changes and their non-linear impact on precious metal returns : a Markov regime switching approach
Uddin, Mohammed Gazi Salah; Rahman, Md Lutfur; Shahzad, … - In: Energy economics 73 (2018), pp. 108-121
Persistent link: https://www.econbiz.de/10011972559
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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
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Modeling and forecasting petroleum futures volatility
Sadorsky, Perry A. - In: Energy economics 28 (2006) 4, pp. 467-488
Persistent link: https://www.econbiz.de/10003351688
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Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
Kang, Sang Hoon; Hernandez, Jose Arreola; Sadorsky, Perry A. - In: Energy economics 99 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012939407
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What drives volatility of the US oil and gas firms?
Lyócsa, Štefan; Todorova, Neda - In: Energy economics 100 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012990237
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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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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
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Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; … - In: Energy economics 104 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013364407