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Downside risk in the oil market : does it affect stock returns in China?
Su, Zhi; Mo, Xuan; Yin, Libo - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 11, pp. 3139-3152
Persistent link: https://www.econbiz.de/10012607465
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Forecasting aggregate equity return volatility using crude oil price volatility : The role of nonlinearities and asymmetries
Nonejad, Nima - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-20
Persistent link: https://www.econbiz.de/10012203664
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Crude oil price volatility and equity return predictability : a comparative out-of-sample study
Nonejad, Nima - In: International review of financial analysis 71 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012436278
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Exploring the resilience of crude oil market via nonlinear dynamics and wavelet-based analysis : an international experience
Fianu, Emmanuel Senyo - In: International journal of decision sciences, risk and … 7 (2017) 4, pp. 255-280
Persistent link: https://www.econbiz.de/10011976896
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Oil price shocks and GDP growth : do energy shares amplify causal effects?
Bergmann, Philip - In: Energy economics 80 (2019), pp. 1010-1040
Persistent link: https://www.econbiz.de/10012173769
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Forecasting crude oil price volatility out-of-sample using news-based geopolitical risk index : what forms of nonlinearity help improve forecast accuracy the most?
Nonejad, Nima - In: Finance research letters 46 (2022) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10013341402
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The role of oil price shocks in causing U.S. recessions
Kilian, Lutz; Vigfusson, Robert J. - 2016
Although oil price shocks have long been viewed as one of the leading candidates for explaining U.S. recessions, surprisingly little is known about the extent to which oil price shocks explain recessions. We provide a formal analysis of this question with special attention to the possible role...
Persistent link: https://www.econbiz.de/10011421672
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Nonlinear interest rate effects of global oil price changes : the comparison of net oil-consuming and net oil-producing countries
Sotoudeh, M. Ali; Worthington, Andrew Charles - In: Applied economics letters 22 (2015) 7/9, pp. 693-699
Persistent link: https://www.econbiz.de/10010530090
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The role of oil price shocks in causing U.S. recessions
Kilian, Lutz; Vigfusson, Robert J. - 2014
Although oil price shocks have long been viewed as one of the leading candidates for explaining U.S. recessions, surprisingly little is known about the extent to which oil price shocks explain recessions. We provide the first formal analysis of this question with special attention to the...
Persistent link: https://www.econbiz.de/10010361838
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Dynamic structure of the spot price of crude oil : does time aggregation matter?
Aghababa, Hajar; Barnett, William A. - 2016
Persistent link: https://www.econbiz.de/10011565376