Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimension models-Reference-Cited by-同舟云学术

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Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimension models

Published:2023-10 Issue: Volume:126 Page:106964
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Nonejad Nima

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference73 articles.

1. Uncertainty and crude oil returns;Aloui;Energy Econ.,2016

2. Forecasting the price of oil;Alquist,2013

3. Dynamic spillovers of oil price shocks and economic policy uncertainty;Antonakakis;Energy Econ.,2014

4. Measuring economic policy uncertainty;Baker;Q. J. Econ.,2016

5. Baker, S.R., Bloom, N., Kost, K., 2019. Policy News and Stock Market Volatility. NBER Working Papers 25720.

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