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Oil price increases and the predictability of equity premium. (2019). Wu, Chongfeng ; Liu, LI ; Pan, Zhiyuan ; Wang, Yudong.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:102:y:2019:i:c:p:43-58.

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  20. Equity premium prediction: The role of information from the options market. (2023). Voukelatos, Nikolaos ; Panopoulou, Ekaterini ; Apergis, Iraklis ; Alexandridis, Antonios K.
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  21. Predicting cryptocurrency returns for real-world investments: A daily updated and accessible predictor. (2023). Zhang, Yaojie ; Shen, Lihua.
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  24. Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen.
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  25. The change in stock-selection risk and stock market returns. (2023). Liang, Chao ; Toan, Luu Duc ; He, Qiubei ; Liu, Jing.
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  47. A study of cross-industry return predictability in the Chinese stock market. (2022). Zheng, Yawen ; Stamatogiannis, Michalis P ; Ellington, Michael.
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  48. Geopolitical risk trends and crude oil price predictability. (2022). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi.
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  49. Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression. (2022). Wang, Yudong ; Xiao, Jihong.
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  50. Equity premium prediction using the price of crude oil: Uncovering the nonlinear predictive impact. (2022). Nonejad, Nima.
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  51. Oil implied volatility and expected stock returns along the worldwide supply chain. (2022). Wang, Yudong ; Wu, Chongfeng ; Li, Chenchen.
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  52. The power of investors’ optimism and pessimism in oil market forecasting. (2022). Mishra, Tapas ; Parhi, Mamata ; Maaitah, Ahmad ; Mustanen, Dmitri.
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  53. Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility. (2022). Nonejad, Nima.
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  54. Forecasting equity returns: The role of commodity futures along the supply chain. (2021). Wu, Chongfeng ; Li, Chenchen ; Zhou, Chunyang.
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  55. Forecasting stock return volatility using a robust regression model. (2021). He, Mengxi ; Meng, Fanyi ; Zhang, Yaojie ; Hao, Xianfeng.
    In: Journal of Forecasting.
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  56. Should crude oil price volatility receive more attention than the price of crude oil? An empirical investigation via a large?scale out?of?sample forecast evaluation of US macroeconomic data. (2021). Nonejad, Nima.
    In: Journal of Forecasting.
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  57. Good variance, bad variance, and stock return predictability. (2021). Zhang, YI ; Liang, Chao ; Ma, Feng.
    In: International Journal of Finance & Economics.
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  58. Predictability of market returns for the UK fs former colonies, protectorates, and mandates. (2021). Sakamoto, Jun ; Hidaka, Takuro.
    In: Discussion Papers in Economics and Business.
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  59. Forecasting the stock returns of Chinese oil companies: Can investor attention help?. (2021). Li, Zhao-Chen ; Zhang, Yue-Jun.
    In: International Review of Economics & Finance.
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  60. New technical indicators and stock returns predictability. (2021). Kang, Jie ; Zhu, Huan ; Dai, Zhifeng.
    In: International Review of Economics & Finance.
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  61. Predicting equity premium by conditioning on macroeconomic variables: A prediction selection strategy using the price of crude oil. (2021). Nonejad, Nima.
    In: Finance Research Letters.
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  62. A comprehensive look at stock return predictability by oil prices using economic constraint approaches. (2021). Wahab, M. I. M., ; Lu, Xinjie ; Wang, Ruoxin ; Ma, Feng.
    In: International Review of Financial Analysis.
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  63. Predicting equity premium using news-based economic policy uncertainty: Not all uncertainty changes are equally important. (2021). Nonejad, Nima.
    In: International Review of Financial Analysis.
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  64. The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market. (2021). Liang, Chao ; Niu, Tianjiao ; Ma, Feng ; Wang, LU.
    In: Energy Economics.
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  65. Cash holdings and oil price uncertainty exposures. (2021). Tong, Xinle ; Wang, Yudong ; Wu, XI.
    In: Energy Economics.
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  66. The skewness of oil price returns and equity premium predictability. (2021). Wen, Fenghua ; Kang, Jie ; Zhou, Huiting ; Dai, Zhifeng.
    In: Energy Economics.
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  67. Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima.
    In: Energy Economics.
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  68. Predicting equity premium using dynamic model averaging. Does the state–space representation matter?. (2021). Nonejad, Nima.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100070x.

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  69. Indicator selection and stock return predictability. (2021). Zhu, Huan ; Dai, Zhifeng.
    In: The North American Journal of Economics and Finance.
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  70. Dynamic spillover and connectedness between oil futures and European bonds. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid.
    In: The North American Journal of Economics and Finance.
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  71. Prediction of Stock Returns: Sum-of-the-Parts Method and Economic Constraint Method. (2020). Zhou, Huiting ; Dai, Zhifeng.
    In: Sustainability.
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  72. Forecasting oil price volatility using high-frequency data: New evidence. (2020). Liu, Jing ; Wei, YU ; Ma, Feng ; Chen, Wang.
    In: International Review of Economics & Finance.
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  73. Stock return predictability from a mixed model perspective. (2020). Zhu, Huan ; Dai, Zhifeng.
    In: Pacific-Basin Finance Journal.
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  74. Crude oil price volatility and equity return predictability: A comparative out-of-sample study. (2020). Nonejad, Nima.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301654.

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  75. Can commodity prices forecast exchange rates?. (2020). Wang, Yudong ; Tan, Siming ; Liu, LI.
    In: Energy Economics.
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  76. Forecasting stock market returns: New technical indicators and two-step economic constraint method. (2020). Hong, Lianying ; Kang, Jie ; Dong, Xiaodi ; Dai, Zhifeng.
    In: The North American Journal of Economics and Finance.
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  77. Economic policy uncertainty and the Chinese stock market volatility: Novel evidence. (2020). Zhang, Yaojie ; Ma, Feng ; Li, Tao.
    In: Economic Modelling.
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  78. Forecasting stock returns with cycle-decomposed predictors. (2019). Ma, Feng ; Yi, Yongsheng ; Huang, Dengshi ; Zhang, Yaojie.
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  79. Futures hedging in crude oil markets: A comparison between minimum-variance and minimum-risk frameworks. (2019). Wang, Yudong ; Meng, Fanyi ; Geng, Qianjie.
    In: Energy.
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  80. Analyzing the economic sources of oil price volatility: An out-of-sample perspective. (2019). Liu, LI ; Meng, Fanyi .
    In: Energy.
    RePEc:eee:energy:v:177:y:2019:i:c:p:476-486.

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  81. Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?. (2019). Zhang, Dayong ; Ma, Yan-Ran ; Pan, Jiaofeng ; Ji, Qiang.
    In: Energy Economics.
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  50. Long-run risks and financial markets. (2007). Bansal, Ravi.
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