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Oil prices and stock markets : a review of the theory and empirical evidence

Degiannakis, Stavros; Filis, George; Arora, Vipin - In: The energy journal 39 (2018) 5, pp. 85-130

Persistent link: https://www.econbiz.de/10011903865

Which determinant is the most informative in forecasting crude oil market volatility : fundamental, speculation, or uncertainty?

Wei, Yu; Liu, Jing; Lai, Xiaodong; Hu, Yang - In: Energy economics 68 (2017), pp. 141-150

Persistent link: https://www.econbiz.de/10011905038

Pricing in oil market and using probit model for analysis of stock market effects

Mikhaylov, Alexey Yurievich - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 2, pp. 69-73

Persistent link: https://www.econbiz.de/10011850489

It's not that important : the negligible effect of oil market uncertainty

Yin, Libo; Feng, Jiabao; Liu, Li; Wang, Yudong - In: International review of economics & finance : IREF 60 (2019), pp. 62-84

Persistent link: https://www.econbiz.de/10012203810

Testing the oil price efficiency using various measures of long-range dependence

Tiwari, Aviral Kumar; Kumar, Satish; Pathak, Rajesh; … - In: Energy economics 84 (2019), pp. 1-10

Persistent link: https://www.econbiz.de/10012183291

The impact of investor sentiment on crude oil market risks : evidence from the wavelet approach

Zhang, Yue-jun; Li, Shu-Hui - In: Quantitative finance 19 (2019) 8, pp. 1357-1371

Persistent link: https://www.econbiz.de/10012194792

Ranking of US macroeconomic news impacting WTI crude oil volatility risk

Faseli, Omid - 2019

Persistent link: https://www.econbiz.de/10012146919

Modelling the global price of oil : is there any role for the oil futures-spot spread?

Valenti, Daniele - 2018

In this work, we propose an analysis of the global market for crude oil based on a revised version of the Structural … above-ground crude oil inventories with the oil futures-spot spread. The latter is defined as the percent deviation of the … oil futures price from the spot price of oil and it represents a measure of the convenience yield but expressed with an …

Persistent link: https://www.econbiz.de/10011794647

Higher moment risk premiums for the crude oil market : a downside and upside conditional decomposition

Fonseca, José da; Xu, Yahua - In: Energy economics 67 (2017), pp. 410-422

Persistent link: https://www.econbiz.de/10011897942

Effect of outliers on volatility forecasting and Value at Risk estimation in crude oil markets

Sharma, Himanshu; Dharmaraja, Selvamuthu - In: OPEC energy review 40 (2016) 3, pp. 276-299

Persistent link: https://www.econbiz.de/10011711516