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What has driven the U.S. monthly oil production since 2009? Empirical results from two modeling approaches

Bhar, Ramaprasad; Malliaris, Anastasios G.; Malliaris, … - In: Journal of Risk and Financial Management 14 (2021) 2, pp. 1-11

such as: the price of oil, the one period lagged price of oil, the price of copper, the crude oil price volatility, the …

Persistent link: https://www.econbiz.de/10012611638

The impact of oil price shocks on the U.S. stock market : a note on the roles of U.S. and non-U.S. oil production

Kang, Wensheng; Ratti, Ronald A.; Vespignani, Joaquin - In: Economics letters 145 (2016), pp. 176-181

Persistent link: https://www.econbiz.de/10011618391

The impact of oil price shocks on the U.S. stock market : a note on the roles of U.S. and non-U.S. oil production

Kang, Wensheng; Ratti, Ronald A.; Vespignani, Joaquin - 2016

Persistent link: https://www.econbiz.de/10011756478

Tight oil, real WTI prices and U.S. stock returns

Huang, Wanling; Mollick, André Varella - In: Energy economics 85 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012506320

Did the US shale oil revolution ruin oil industry stock market returns?

Barrows, Samuel D. - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 4, pp. 1-8

Persistent link: https://www.econbiz.de/10012497198

Oil price dynamics and housing demand in oil producing counties in the U.S.

Michieka, Nyakundi M.; Gearhart, Richard, III.; Razek, … - In: Journal of economics and finance : JEF 48 (2024) 2, pp. 483-512

Persistent link: https://www.econbiz.de/10015097330

Bank equity returns and oil prices : the story from U.S. regional banks during the "shale oil" revolution

Mollick, André Varella; Killins, Robert N.; Egly, Peter V. - In: Research in international business and finance 70 (2024) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10015053803

Forecasting Volatility of the U.S. Oil Market

Haugom, Erik - 2015

We examine the information content of the CBOE Crude Oil Volatility Index (OVX) when forecasting realized volatility in … volatility. In out-of-sample forecasting we find that econometric models based on realized volatility can be improved by … including implied volatility and other variables. Our results show that including implied volatility significantly improves …

Persistent link: https://www.econbiz.de/10013011882

Correlation of oil prices and gross domestic product in oil producing countries

Nyangarika, Anthony Msafiri; Mikhaylov, Alexey; Tang, … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 5, pp. 42-48

Persistent link: https://www.econbiz.de/10011951694

Oil price uncertainty, CSR and institutional quality : a cross-country evidence

Dinh Hoang Bach Phan; Vuong Thao Tran; Ming, Tee Chwee; … - In: Energy economics 100 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012990293