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US stock returns and oil prices : the tale from daily data and the 2008 - 2009 financial crisis
Mollick, André Varella; Assefa, Tibebe Abebe - In: Energy economics 36 (2013), pp. 1-18
Persistent link: https://www.econbiz.de/10009724771
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Oil price shocks and stock market activity
Sadorsky, Perry A. - In: Energy economics 21 (1999) 5, pp. 449-469
Persistent link: https://www.econbiz.de/10001405329
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How do U.S. stock returns respond differently to oil price shocks pre-crisis, within the financial crisis, and post-crisis?
Tsai, Chun-Li - In: Energy economics 50 (2015), pp. 47-62
Persistent link: https://www.econbiz.de/10011563877
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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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Spillovers between oil and stock returns in the US energy sector : does idiosyncratic information matter?
Ma, Yan-Ran; Zhang, Dayong; Ji, Qiang; Pan, Jiaofeng - In: Energy economics 81 (2019), pp. 536-544
Persistent link: https://www.econbiz.de/10012172799
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Forecasting the sign of U.S. oil and gas industry stock index excess returns employing macroeconomic variables
Liu, Jingzhen; Kemp, Alexander G. - In: Energy economics 81 (2019), pp. 672-686
Persistent link: https://www.econbiz.de/10012172895
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The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies
Ewing, Bradley T.; Kang, Wensheng; Ratti, Ronald A. - In: Energy economics 72 (2018), pp. 505-516
Persistent link: https://www.econbiz.de/10011972367
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Tight oil, real WTI prices and U.S. stock returns
Huang, Wanling; Mollick, André Varella - In: Energy economics 85 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012506320
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Impact of proved reserves on stock returns of US oil and gas corporations using firm-level data
Equiza-Goñi, Juan; Perez de Gracia, Fernando - In: Energy economics 92 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012519646
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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