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Has oil price predicted stock returns for over a century? · Study

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ArticleHas oil price predicted stock returns for over a century?

Paresh Kumar Narayan2014

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Articlegreen2014

Has oil price predicted stock returns for over a century?

Paresh Kumar Narayan · Rangan Gupta

351 citations·0/0 files stored·Energy Economics

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Market Dynamics and Volatility Financial Markets and Investment Strategies Stock Market Forecasting Methods

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 351 citations exist upstream.

References

1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2004Predicting returns with financial ratios 2006Asymptotics for out of sample tests of Granger causality 2006Do industries lead stock markets?2013Forecasting Stock Returns 2008Striking oil: Another puzzle?2011New evidence on oil price and firm returns

Cited by

2017Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach 2020Impact of the COVID-19 Pandemic on the Crude Oil and Stock Markets in the US: A Time-Varying Analysis 2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence 2020Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results 2018Can economic policy uncertainty predict stock returns? Global evidence 2018Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index 2020Constructing a Global Fear Index for the COVID-19 Pandemic 2018What do we know about oil prices and stock returns?

Details

Year2014

Typearticle

Published2014-12-06

VenueEnergy Economics

ISSN-L0140-9883

Languageen

Citations351

Files0 public / 0

ShelfMarket Dynamics and Volatility

Identifiers

doi10.1016/j.eneco.2014.11.018

openalex_workW2033343256

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