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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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Panel evidence on the ability of oil returns to predict stock returns in the G7 area
Westerlund, Joakim; Sharma, Susan Sunila - In: Energy economics 77 (2019), pp. 3-12
Persistent link: https://www.econbiz.de/10012306331
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Can energy prices predict stock returns? : an extreme bounds analysis
Kim, Jae H.; Rahman, Md Lutfur; Shamsuddin, Abul - In: Energy economics 81 (2019), pp. 822-834
Persistent link: https://www.econbiz.de/10012172994
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Can stale oil price news predict stock returns?
Narayan, Paresh Kumar - In: Energy economics 83 (2019), pp. 430-444
Persistent link: https://www.econbiz.de/10012176160
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Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng; Bouri, Elie; Xu, Yahua; Zhang, Dingsheng - In: Energy economics 127 (2023) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
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Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan; Nielsen, Joshua; Pierdzioch, Christian - In: Energy economics 132 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
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Has oil price predicted stock returns for over a century?
Narayan, Paresh Kumar; Gupta, Rangan - In: Energy economics 48 (2015), pp. 18-23
Persistent link: https://www.econbiz.de/10011533690
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Can energy security predict energy stock returns?
Iyke, Bernard Njindan; Vuong Thao Tran; Narayan, Paresh … - In: Energy economics 94 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012649448
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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