Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data

Mehmet Balcilar (Eastern Mediterranean University and OSTIM Technical University), Rangan Gupta (University of Pretoria), Christian Pierdzioch (Helmut Schmidt University)

Year of publication:	[2022]
Authors:	Balcilar, Mehmet ; Gupta, Rangan ; Pierdzioch, Christian
Publisher:	Pretoria, South Africa : Department of Economics, University of Pretoria
Subject:	international stock markets \| oil price uncertainty \| forecasting \| quantile regression \| Aktienmarkt \| Stock market \| Ölpreis \| Oil price \| Prognoseverfahren \| Forecasting model \| Welt \| World \| Kapitaleinkommen \| Capital income \| Spillover-Effekt \| Spillover effect \| Volatilität \| Volatility \| Risiko \| Risk \| Börsenkurs \| Share price \| Preiskonvergenz \| Price convergence