References

• 1994Comparing Predictive Accuracy5,495 cited
• 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
• 2008A Simple Approximate Long-Memory Model of Realized Volatility2,526 cited
• 2006Chapter 4 Forecast Combinations1,318 cited
• 2008The Economic Effects of Energy Price Shocks1,299 cited
• 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
• 2005There is a risk-return trade-off after all1,019 cited
• 2007MIDAS Regressions: Further Results and New Directions1,003 cited
• 2008Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?926 cited
• 2005Predicting volatility: getting the most out of return data sampled at different frequencies813 cited
• 2013Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries573 cited
• 2004The MIDAS Touch: Mixed Data Sampling Regression Models563 cited
• 2013On the links between stock and commodity markets' volatility559 cited
• 2013Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold556 cited
• 2013Time-Varying Effects of Oil Supply Shocks on the US Economy