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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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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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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
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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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Oil volatility risk and stock market volatility predictability : evidence from G7 countries
Feng, Jiabao; Wang, Yudong; Yin, Libo - In: Energy economics 68 (2017), pp. 240-254
Persistent link: https://www.econbiz.de/10011905699
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Forecasting oil and stock returns with a Qual VAR using over 150 years off data
Gupta, Rangan; Wohar, Mark E. - In: Energy economics 62 (2017), pp. 181-186
Persistent link: https://www.econbiz.de/10011748082
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Forecasting crude-oil market volatility : further evidence with jumps
Charles, Amélie; Darné, Olivier - In: Energy economics 67 (2017), pp. 508-519
Persistent link: https://www.econbiz.de/10011898005
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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