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Macroeconomic impacts of oil prices and underlying financial

Chen, Wang; Hamori, Shigeyuki; Kinkyō, Takuji - In: Journal of international financial markets, … 29 (2014), pp. 1-12

Persistent link: https://www.econbiz.de/10010411554

Asymmetric volatility spillovers between oil and stock markets : evidence from China and the United States

Xu, Weiju; Ma, Feng; Wang, Chen; Zhang, Bing - In: Energy economics 80 (2019), pp. 310-320

Persistent link: https://www.econbiz.de/10012173623

Forecasting the volatility of crude oil futures using high-frequency data : further evidence

Ma, Feng; Wei, Yu; Chen, Wang; He, Feng - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 653-678

Persistent link: https://www.econbiz.de/10011949867

Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate

Peng, Wei; Hu, Shichao; Chen, Wang; Zeng, Yu-feng; Yang, Lu - In: International review of economics & finance : IREF 59 (2019), pp. 137-149

Persistent link: https://www.econbiz.de/10012202498

Forecasting the oil futures price volatility : a new approach

Ma, Feng; Liu, Jing; Huang, Dengshi; Chen, Wang - In: Economic modelling 64 (2017), pp. 560-566

Persistent link: https://www.econbiz.de/10011761312

Forecasting oil price volatility using high-frequency data : new evidence

Chen, Wang; Ma, Feng; Wei, Yu; Liu, Jing - In: International review of economics & finance : IREF 66 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012390514

Stock market return predictability revisited : evidence from a new index constructing the oil market

Chen, Wang; Chevallier, Julien; Wang, Jiqian; Zhong, Juandan - In: Finance research letters 49 (2022), pp. 1-4

Persistent link: https://www.econbiz.de/10013478846

Which uncertainty is powerful to forecast crude oil market volatility? : new evidence

Li, Xiafei; Wei, Yu; Chen, Xiaodan; Ma, Feng; Liang, Chao; … - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4279-4297

Persistent link: https://www.econbiz.de/10013461327

Macroeconomic impacts of oil prices and underlying financial shocks

Chen, Wang; Hamori, Shigeyuki; Kinkyo, Takuji - In: Journal of International Financial Markets, … 29 (2014) C, pp. 1-12

We extend Kilian's (2009) framework to identify an exogenous shock arising from changes in financial market conditions and examine the consequent macroeconomic impacts of oil price changes. We find that a financial shock is a key determinant of oil prices and its macroeconomic impact is as...

Persistent link: https://www.econbiz.de/10010743663

Unveiling the critical nexus : volatility of crude oil future prices and trade partner’s cash holding behavior in the face of the Russia-Ukraine conflict

Zhang, Dongyang; Wang, Cao; Wang, Yizhi - In: Energy economics 132 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015046885