Oil volatility risk and stock market volatility predictability : evidence from G7 countries
Jiabao Feng, Yudong Wang, Libo Yin
| Year of publication: |
October 2017
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|---|---|
| Authors: | Feng, Jiabao ; Wang, Yudong ; Yin, Libo |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 68.2017, p. 240-254
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| Subject: | Stock realized volatility | Oil volatility risk premium | Predictive regression | Out-of-sample forecast | Economic significance | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Welt | World | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Prognose | Forecast | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2017.09.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011905699