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Crude oil risk forecasting : new evidence from multiscale analysis approach
He, Kaijian; Tso, Kwok Fai Geoffrey; Zou, Yingchao; Liu, Jia - In: Energy economics 76 (2018), pp. 574-583
Persistent link: https://www.econbiz.de/10011976731
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The impact of oil and global markets on Saudi stock market predictability : a machine learning approach
Abdou, Hussein A.; Elamer, Ahmed A.; Abedin, Mohammad Zoynul - In: Energy economics 132 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10015046881
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Attention to oil prices and its impact on the oil, gold and stock markets and their covariance
Fiszeder, Piotr; Fałdziński, Marcin; Molnár, Peter - In: Energy economics 120 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014285888
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Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model
Alsalman, Zeina - In: Energy economics 59 (2016), pp. 251-260
Persistent link: https://www.econbiz.de/10011699620
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Diversifying portfolios of U.S. stocks with crude oil and natural gas : a regime-dependent optimization with several risk measures
Gatfaoui, Hayette - In: Energy economics 80 (2019), pp. 132-152
Persistent link: https://www.econbiz.de/10012172340
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Oil tail risk and the tail risk of the US Dollar exchange rates
Salisu, Afees A.; Olaniran, Abeeb; Tchankam, Jean Paul - In: Energy economics 109 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013283764
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Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan; Gupta, Rangan; Pienaar, Daniel; … - In: Energy economics 114 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
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Geopolitical risk : an opportunity or a threat to the green bond market?
Liu, Fangying; Qin, Chuan; Qin, Meng; Stefea, Petru; … - In: Energy economics 131 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10015045246
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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