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FORECASTING CRUDE OIL PRICE MOVEMENTS WITH OIL-SENSITIVE STOCKS. (2014). Chen, Shiu-Sheng.
In: Economic Inquiry.
RePEc:bla:ecinqu:v:52:y:2014:i:2:p:830-844.

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Cited: 39

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Cites: 35

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  1. Default return spread: A powerful predictor of crude oil price returns. (2023). He, Mengxi ; Han, Qingxiang ; Umar, Muhammad ; Zhang, Yaojie.
    In: Journal of Forecasting.
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  2. Carpe Diem: Can daily oil prices improve model-based forecasts of the real price of crude oil?. (2023). Amor, Reinhard Ellwanger.
    In: LCERPA Working Papers.
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  3. Analysis of firm performance in presence of oil price shocks: Importance of skilled management. (2023). Zhang, Kaiqi ; Liu, Jiayu ; Robert, James.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009765.

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  4. Shock transmission between crude oil prices and stock markets. (2023). Esparcia, Carlos ; Jareo, Francisco ; Koczar, Monika W ; Escribano, Ana.
    In: Resources Policy.
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  5. Volatility contagion between oil and the stock markets of G7 countries plus India and China. (2023). Pradhan, Ashis ; Bandaru, Ramakrishna ; Guru, Biplab Kumar.
    In: Resources Policy.
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  6. Forecasts of the real price of oil revisited: Do they beat the random walk?. (2023). Snudden, Stephen ; Ellwanger, Reinhard.
    In: Journal of Banking & Finance.
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  7. The illusion of oil return predictability: The choice of data matters!. (2022). Eyiah-Donkor, Emmanuel ; Cotter, John ; Conlon, Thomas.
    In: Post-Print.
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  8. Identifying the Determinants of Crude Oil Market Volatility by the Multivariate GARCH-MIDAS Model. (2022). Yang, Chenxu ; Xuyang, Chen ; Chuang, O-Chia .
    In: Energies.
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  9. Crude oil: Does the futures price predict the spot price?. (2022). Olsvik, Magnus ; Molnar, Peter ; Hoff, Kristian ; Chu, Pyung Kun.
    In: Research in International Business and Finance.
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  10. Outlook of oil prices and volatility from 1970 to 2040 through global energy mix-security from production to reserves: A nonparametric causality-in-quantiles approach. (2022). Oliyide, Johnson A ; Adekoya, Oluwasegun B ; Alola, Andrew A.
    In: Resources Policy.
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  11. The illusion of oil return predictability: The choice of data matters!. (2022). cotter, john ; Eyiah-Donkor, Emmanuel ; Conlon, Thomas.
    In: Journal of Banking & Finance.
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  12. What Microeconomic Fundamentals Drove Global Oil Prices during 1986–2020?. (2021). Malliaris, Anastasios.
    In: JRFM.
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  13. Efficient predictability of oil price: The role of number of IPOs and U.S. dollar index. (2021). Hu, Yangli ; Kang, Jie ; Dai, Zhifeng.
    In: Resources Policy.
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  14. Terrorist attacks and oil prices: Hypothesis and empirical evidence. (2021). Gong, Qiang ; Narayan, Paresh Kumar ; Bach, Dinh Hoang.
    In: International Review of Financial Analysis.
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  15. Bond yield and crude oil prices predictability. (2021). Kang, Jie ; Dai, Zhifeng.
    In: Energy Economics.
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  16. Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries. (2020). Mo, Bin ; Tian, Gengyu ; Jiang, Yonghong.
    In: Financial Innovation.
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  17. Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models. (2019). Wang, Jin-Li ; Zhang, Yue-Jun.
    In: Energy Economics.
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  18. Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin.
    In: MPRA Paper.
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  19. Markov Switching Autoregressive Model for WTI Crude Oil Price. (2018). , Nilgun ; Yilmaz, Idem.
    In: EKOIST Journal of Econometrics and Statistics.
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  20. Forecasting the real price of oil - Time-variation and forecast combination. (2018). Funk, Christoph.
    In: Energy Economics.
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  21. Predictability of crude oil prices: An investor perspective. (2018). Liu, LI ; Yang, LI ; Wang, Yudong.
    In: Energy Economics.
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  22. Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin.
    In: The Energy Journal.
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  23. Financial investor sentiment and the boom/bust in oil prices during 2003–2008. (2017). Zhao, Xiaobing ; Du, Ding.
    In: Review of Quantitative Finance and Accounting.
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  24. Can U.S. EIA Retail Gasoline Price Forecasts Be Improved Upon?. (2017). , Oral ; Arunanondchai, Panit ; Senia, Mark C.
    In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama.
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  25. Commodity prices and related equity prices. (2016). Chen, Shiusheng.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
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  26. Investor sentiment and oil prices. (2016). Du, Ding ; Zhao, Xiaobing ; Gunderson, Ronald J.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:17:y:2016:i:2:d:10.1057_jam.2015.39.

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  27. Crude oil price decision under considering emergency and release of strategic petroleum reserves. (2016). Liao, Shujie ; Pan, Wei ; Wu, Ting ; Wang, Fengxia .
    In: Energy.
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  28. Predicting the oil prices: Do technical indicators help?. (2016). Yin, Libo ; Yang, Qingyuan.
    In: Energy Economics.
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  29. Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump. (2016). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K.
    In: CESifo Working Paper Series.
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  30. Inside the crystal ball: New approaches to predicting the gasoline price at the pump. (2015). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K..
    In: CFS Working Paper Series.
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  31. Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?. (2015). Khalaf, Lynda ; Bernard, Jean-Thomas ; Yelou, Clement ; Kichian, Maral.
    In: Working Papers.
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  32. Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?. (2015). Khalaf, Lynda ; Bernard, Jean-Thomas ; Yelou, Clement ; Kichian, Maral.
    In: Cahiers de recherche CREATE.
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  33. Do high-frequency financial data help forecast oil prices? The MIDAS touch at work. (2015). Kilian, Lutz ; Guérin, Pierre ; Baumeister, Christiane.
    In: International Journal of Forecasting.
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  34. Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump. (2015). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K.
    In: CEPR Discussion Papers.
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  35. Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?. (2015). Yelou, Clement ; Bernard, Jean-Thomas ; Kichian, Maral ; Khalaf, Lynda.
    In: Working Papers.
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  36. Are there gains from pooling real-time oil price forecasts?. (2014). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K..
    In: Energy Economics.
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  37. Are there Gains from Pooling Real-Time Oil Price Forecasts?. (2014). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K.
    In: CEPR Discussion Papers.
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  38. Are There Gains from Pooling Real-Time Oil Price Forecasts?. (2014). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K..
    In: Staff Working Papers.
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  37. How do international stock markets respond to oil demand and supply shocks?. (2011). Güntner, Jochen ; Jochen H. F. Guntner, .
    In: FEMM Working Papers.
    RePEc:mag:wpaper:110028.

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  38. Forecasting the price of oil. (2011). Vigfusson, Robert ; Kilian, Lutz ; Alquist, Ron.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1022.

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  39. What is driving oil futures prices? Fundamentals versus speculation. (2011). Vansteenkiste, Isabel .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111371.

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  40. Dynamics of Inductive Inference in a Unified Framework. (2011). Schmeidler, David ; Gilboa, Itzhak ; Samuelson, Larry.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1811.

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  41. Dynamics of Inductive Inference in a Unified Framework. (2011). Schmeidler, David ; Gilboa, Itzhak ; Samuelson, Larry.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:786969000000000156.

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  42. The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market. (2011). Peersman, Gert ; Baumeister, Christiane.
    In: Staff Working Papers.
    RePEc:bca:bocawp:11-28.

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  43. The Effect of Uncertainty on Investment: Evidence from Texas Oil Drilling. (2010). Kellogg, Ryan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16541.

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  44. Macroeconomic factors and oil futures prices: A data-rich model. (2010). Zagaglia, Paolo.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:2:p:409-417.

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  45. The Predictive Content of Commodity Futures. (2010). Coibion, Olivier ; Chinn, Menzie ; MenzieD. Chinn, .
    In: Working Papers.
    RePEc:cwm:wpaper:89.

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  46. THE GROWING INTERDEPENDENCE BETWEEN FINANCIAL AND COMMODITY MARKETS. (2009). Mayer, Joerg.
    In: UNCTAD Discussion Papers.
    RePEc:unc:dispap:195.

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  47. Nature of Oil Price Shocks and Monetary Policy. (2009). Lee, Junhee ; Song, Joonhyuk .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15306.

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  48. Three Epochs of Oil. (2009). Rogoff, Kenneth ; Dvir, Eyal.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14927.

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  49. Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model. (2009). Zagaglia, Paolo.
    In: Research Papers in Economics.
    RePEc:hhs:sunrpe:2009_0007.

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  50. Automobile Prices, Gasoline Prices, and Consumer Demand for Fuel Economy. (2008). Langer, Ashley ; Miller, Nathan H..
    In: EAG Discussions Papers.
    RePEc:doj:eagpap:200811.

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