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https://doi.org/10.2139/ssrn.4647090
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inferredcites →https://doi.org/10.1002/for.2312openalex-extracted
A Quantile Regression Approach to Equity Premium Prediction
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Forecasting energy prices: Quantile‐based risk models
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Oil and stock markets before and after financial crises: A local Gaussian correlation approach
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THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL
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Out-of-Sample Return Predictability: A Quantile Combination Approach
inferredcites →https://doi.org/10.1016/j.eneco.2014.02.018openalex-extracted
Energy markets volatility modelling using GARCH
inferredcites →https://doi.org/10.1016/j.eneco.2014.11.018openalex-extracted
Has oil price predicted stock returns for over a century?
inferredcites →https://doi.org/10.1016/j.eneco.2015.11.017openalex-extracted
Exogenous shocks and the spillover effects between uncertainty and oil price
inferredcites →https://doi.org/10.1016/j.eneco.2019.104646openalex-extracted
Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches
inferredcites →https://doi.org/10.1016/j.eneco.2020.104759openalex-extracted
The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach
inferredcites →https://doi.org/10.1016/j.eneco.2020.104781openalex-extracted
On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks
inferredcites →https://doi.org/10.1016/j.eneco.2021.105714openalex-extracted
Oil price volatility predictability: New evidence from a scaled PCA approach
inferredcites →https://doi.org/10.1016/j.eneco.2022.106467openalex-extracted
An integrated model for crude oil forecasting: Causality assessment and technical efficiency
inferredcites →https://doi.org/10.1016/j.energy.2021.122918openalex-extracted
Detrended cross-correlation analysis in quantiles between oil price and the US stock market
inferredcites →https://doi.org/10.1016/j.frl.2018.02.001openalex-extracted
Oil market volatility and stock market volatility
inferredcites →https://doi.org/10.1016/j.frl.2021.102363openalex-extracted
Volatility Spillovers between Stock and Energy Markets during Crises: A Comparative Assessment between the 2008 Global Financial Crisis and the Covid-19 Pandemic Crisis
inferredcites →https://doi.org/10.1016/j.intfin.2022.101675openalex-extracted
Climate policy uncertainty and the stock return predictability of the oil industry
inferredcites →https://doi.org/10.1016/j.iref.2012.09.009openalex-extracted
Causality between trading volume and returns: Evidence from quantile regressions
inferredcites →https://doi.org/10.1016/j.iref.2022.03.013openalex-extracted
Good oil volatility, bad oil volatility, and stock return predictability
inferredcites →https://doi.org/10.1016/j.jbankfin.2009.02.013openalex-extracted
Causality in quantiles and dynamic stock return–volume relations
inferredcites →https://doi.org/10.1016/j.jbankfin.2016.02.005openalex-extracted
Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests
inferredcites →https://doi.org/10.1016/j.jeconom.2006.05.023openalex-extracted
Approximately normal tests for equal predictive accuracy in nested models
inferredcites →https://doi.org/10.1016/j.jeconom.2015.04.003openalex-extracted
Predictive quantile regression with persistent covariates: IVX-QR approach
inferredcites →https://doi.org/10.1016/j.jeconom.2021.10.012openalex-extracted
A New Robust Inference for Predictive Quantile Regression
inferredcites →https://doi.org/10.1016/j.jempfin.2018.03.002openalex-extracted
Oil and the short-term predictability of stock return volatility
inferredcites →https://doi.org/10.1016/j.jfineco.2012.06.005openalex-extracted
‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables
inferredcites →https://doi.org/10.1016/j.jimonfin.2014.08.003openalex-extracted
Stock market volatility and international business cycle dynamics: Evidence from OECD economies
inferredcites →https://doi.org/10.1016/j.jmacro.2012.10.001openalex-extracted
Do stock prices contain predictive power for the future economic activity? A Granger causality analysis in the frequency domain
inferredcites →https://doi.org/10.1016/j.physa.2019.121867openalex-extracted
Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis?
inferredcites →https://doi.org/10.1016/j.resourpol.2021.102381openalex-extracted
Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach
inferredcites →https://doi.org/10.1016/j.techfore.2022.121704openalex-extracted
Oil price volatility forecasting: Threshold effect from stock market volatility
inferredcites →https://doi.org/10.1080/00036846.2019.1619023openalex-extracted
Forecasting realized volatility of crude oil futures with equity market uncertainty
inferredcites →https://doi.org/10.1080/01605682.2018.1489354openalex-extracted
Quantile Forecast Combinations in Realised Volatility Prediction
inferredcites →https://doi.org/10.1080/13518470802042369openalex-extracted
Return forecasts and optimal portfolio construction: a quantile regression approach
inferredcites →https://doi.org/10.1080/1351847x.2019.1647866openalex-extracted
Out-of-sample equity premium prediction: a complete subset quantile regression approach
inferredcites →https://doi.org/10.1093/rfs/hhm055openalex-extracted
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
inferredcites →https://doi.org/10.1093/rfs/hhp063openalex-extracted
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
inferredcites →https://doi.org/10.1111/j.1468-0262.2006.00718.xopenalex-extracted
Tests of Conditional Predictive Ability
inferredcites →https://doi.org/10.1111/j.1540-6261.1989.tb02401.xopenalex-extracted
Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy
inferredcites →https://doi.org/10.1111/jofi.12222openalex-extracted
Estimating Oil Risk Factors Using Information from Equity and Derivatives Markets
inferredcites →https://doi.org/10.1111/obes.12065openalex-extracted
Asymmetric Quantile Persistence and Predictability: The Case of U.S. Inflation
inferredcites →https://doi.org/10.1198/016214506000001437openalex-extracted
Strictly Proper Scoring Rules, Prediction, and Estimation
inferredcites →https://doi.org/10.1198/073500102753410444openalex-extracted
Comparing Predictive Accuracy
inferredcites →https://doi.org/10.1198/073500106000000332openalex-extracted
Comparing Density Forecasts via Weighted Likelihood Ratio Tests
inferredcites →https://doi.org/10.1257/aer.99.3.1053openalex-extracted
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
inferredcites →https://doi.org/10.3982/ecta10581openalex-extracted
Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics
inferredcites →https://doi.org/10.5547/01956574.39.5.sdegopenalex-extracted
Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence
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