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Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis

Chen, Xiuwen - In: Applied economics 55 (2023) 48, pp. 5637-5652

Persistent link: https://www.econbiz.de/10014335498

Time-varying predictability of oil market movements over a century of data : The role of US financial stress

Gupta, Rangan; Kanda, Patrick; Tiwari, Aviral Kumar; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-11

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Influence oil price towards macroeconomic indicators in Russia

Nyangarika, Anthony Msafiri; Mikhaylov, Alexey; … - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 1, pp. 123-129

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Volatility forecasting across tanker freight rates : the role of oil price shocks

Gavriilidis, Konstantinos; Kambouroudis, Dimos S.; … - In: Transportation research / E : an international journal 118 (2018), pp. 376-391

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Granger predictability of oil prices after the Great Recession

Benk, Szilárd; Gillman, Max - In: Journal of international money and finance 101 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012392288

Granger predictability of oil prices after the Great Recession

Benk, Szilárd; Gillman, Max - 2019

on monopoly markup fall short since inflation remained low after 2009. This paper contributes strong evidence of Granger … (1969) predictability of nominal factors to oil prices, using one adjustment to monetary aggregates. This adjustment is the …