Similar Search Results

Explaining the time-varying effects of oil market shocks on US stock returns

Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - In: Economics letters 155 (2017), pp. 84-88

Persistent link: https://www.econbiz.de/10011821575

Does speculation in the oil market drive investor herding in emerging stock markets?

Balcılar, Mehmet; Demirer, Rıza; Ulussever, Talat - In: Energy economics 65 (2017), pp. 50-63

Persistent link: https://www.econbiz.de/10011803885

Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches

Zhang, Yaojie; Ma, Feng; Wei, Yu - In: Energy economics 81 (2019), pp. 1109-1120

Persistent link: https://www.econbiz.de/10012173075

How does mutual fund flow respond to oil market volatility?

Alsubaiei, Bader Jawid; Calice, Giovanni; Vivian, Andrew - In: The European journal of finance 30 (2024) 1, pp. 28-52

Persistent link: https://www.econbiz.de/10014547298

Oil Price Shocks and Volatility Do Predict Stock Market Regimes

Degiannakis, Stavros; Angelidis, Timotheos; Filis, George - 2022

The paper investigates whether oil price shocks and oil price volatility provide predictive information for the state … of the US stock market returns and volatility. The disaggregation of oil price shocks according to their origin allows us … to assess whether they contain incremental forecasting power on the state of the stock market returns and volatility, a …

Persistent link: https://www.econbiz.de/10013403196

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

Re-examining oil price-stock market returns nexus in Nigeria using a two-stage Markov regime switching approach

Raifu, Isiaka Akande; Oshota, Sebil Olalekan - In: International journal of energy sector management 17 (2023) 3, pp. 489-509

Persistent link: https://www.econbiz.de/10014317791

Changes in oil price and economic policy uncertainty and the G7 stock returns : evidence from asymmetric quantile regression analysis

Nusair, Salah A.; Al-Khasawneh, Jamal A. - In: Economic change & restructuring 56 (2023) 3, pp. 1849-1893

Persistent link: https://www.econbiz.de/10014327777

Oil price returns skewness and forecastability of international stock returns over one century of data

Salisu, Afees A.; Gupta, Rangan - 2023

Persistent link: https://www.econbiz.de/10014443111

The asymmetric impact of oil price shocks on China stock market : evidence from quantile-on-quantile regression

Ge, Zhenyu - In: The quarterly review of economics and finance : journal … 89 (2023), pp. 120-125

Persistent link: https://www.econbiz.de/10014428217