References

• 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
• 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts3,380 cited
• 2008A Simple Approximate Long-Memory Model of Realized Volatility2,526 cited
• 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1,837 cited
• 2006Asymptotics for out of sample tests of Granger causality697 cited
• 2010Oil Price Uncertainty655 cited
• 2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us556 cited
• 2008Realized Volatility: A Review517 cited
• 2012Jump-robust volatility estimation using nearest neighbor truncation449 cited
• 2012Oil Prices and the Stock Market435 cited
• 2017Forecasting oil price realized volatility using information channels from other asset classes284 cited
• 2016Forecasting the volatility of crude oil futures using HAR-type models with structural breaks269 cited
• 2014Forecasting the volatility of crude oil futures using intraday data263 cited
• 2014Forecasting volatility of the U.S. oil market248 cited
• 2020Oil price shocks, global financial markets and their connectedness