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Regime switching model of US crude oil and stock market prices : 1859 to 2013

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Dynamic comovements between housing and oil markets in the US over 1859 to 2013 : a note

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Regime switching model of US crude oil and stock market prices : 1859 to 2013

Balcilar, Mehmet; Gupta, Rangan; Miller, Stephen M. - 2014

Persistent link: https://www.econbiz.de/10010415510

Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?

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Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach

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The impact of disaggregated oil shocks on state-level consumption of the United States

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The non-linear response of US state-level tradable and non-tradable inflation to Oil Shocks : the role of oil-dependence

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House price synchronization across the US states : the role of structural oil shocks

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Regime Switching Model of US Crude Oil and Stock Market Prices : 1859 to 2013

Balcilar, Mehmet - 2016

This paper examines the relationship between US crude oil and stock market prices, using a Markov-Switching vector error-correction model and a monthly data set from 1859 to 2013. The sample covers the entire modern era of the petroleum industry, which typically begins with the first drilled oil...

Persistent link: https://www.econbiz.de/10013005873