The causal nexus between oil prices and equity market in the U.S.: A regime switching model

Author:

Balcilar Mehmet,Ozdemir Zeynel Abidin

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference42 articles.

1. Oil price shocks and the US economy: where does the asymmetry originate?;Balke,1999

2. A comparison of petroleum futures versus spot prices as predictors of prices in the future;Bopp;Energy Econ.,1991

3. Common and fundamental factors in stock returns of Canadian oil and gas companies;Boyer;Energy Econ.,2007

4. Economic forces and the stock market;Chen;J. Bus.,1986

5. Energy shocks and financial markets: nonlinear linkages;Ciner;Stud. Nonlinear Dyn. Econom.,2001

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