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Carbon future price return, oil future price return and stock index future price return in the U.S.

Wei, Ching Chun; Lin, Ya-Ling - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 4, pp. 655-662

Persistent link: https://www.econbiz.de/10011550607

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

Event study of the crude oil futures market : a mixed event response model

Karali, Berna; Ye, Shiyu; Ramírez, Octavio A. - In: American journal of agricultural economics 101 (2019) 3, pp. 960-985

Persistent link: https://www.econbiz.de/10012114862

Conditional correlations and volatility spillovers between crude oil and stock index returns

Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - In: The North American journal of economics and finance : a … 25 (2013), pp. 116-138

Persistent link: https://www.econbiz.de/10009777824

Futures Markets Reaction to Crude Oil Inventory News Announcements : Asymmetric Return Response Patterns

Bu, Hui - 2022

This study investigates how prices respond to unanticipated crude oil inventory shocks and how quickly the markets incorporate news in crude oil, gasoline, and heating oil futures markets by using structured vector autoregression (SVAR) models based on EIA inventory report announcement and news...

Persistent link: https://www.econbiz.de/10013307507

Futures Markets Reaction to Crude Oil Inventory News Announcements : Asymmetric Return Response Patterns

Bu, Hui - 2021

Persistent link: https://www.econbiz.de/10013311571

Comovement of fear index, stock returns, brent oil prices in BRIC countries : the case of COVID-19

Sharma, Sakshi; Malik, Kunjana - In: The Indian economic journal 70 (2022) 4, pp. 559-576

Persistent link: https://www.econbiz.de/10013475299

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

A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information

Ma, Feng; Wahab, M. I. M.; Chevallier, Julien; Li, Ziyang - In: Journal of forecasting 42 (2023) 1, pp. 60-75

Persistent link: https://www.econbiz.de/10013465762

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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