Forecasting oil and stock returns with a Qual VAR using over 150 years off data

Author:

Gupta Rangan,Wohar Mark

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference57 articles.

1. Oil prices and stock market correlation: a time-varying approach;Antonakakis;Int. J. Energy Stat.,2013

2. Dynamic spillovers in the United States: stock market, housing, uncertainty and the macroeconomy;Antonakakis;South. Econ. J.,2016

3. Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence;Antonakakis,2014

4. Do structural oil-market shocks affect stock prices?;Apergis;Energy Econ.,2009

5. Computation and analysis of multiple structural change models;Bai;J. Appl. Econ.,2003

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