Do oil prices and stock markets move in tandem or in opposite directions? The complex and
time varying relationship between oil prices and stock markets has caught the attention of …

Since the 21st century, as the digital economy has flourished and the Fourth Industrial
Revolution has deepened, emerging technologies have exerted a significant influence on …

This paper examines whether the equity market uncertainty (EMU) index contains
incremental information for forecasting the realized volatility of crude oil futures. We use 5 …

Extensive studies have used stock market information to forecast crude oil prices, and stock
market can more easily derive high-frequency data than crude oil market due to no …

The link between crude oil price and stock returns of the Group of Seven (G7) countries
(Canada, France, Germany, Italy, Japan, the United Kingdom, and the United States) was …

In recent years there has been an increased interest in the link between financial markets
and oil markets, including the question of whether financial market information helps to …

This paper aims to investigate the predictability of technical indicators to directly forecast oil
prices and compare their performances with macroeconomic variables. We find that …

In macroeconomic forecasting, the real price of oil is traditionally computed as the monthly
average price of oil deflated by the price index. Consequently, the no-change forecast used …

Using long-term government bond yield (LTY), corporate bond yields spread (DFY) and
Treasury bill rate (TBL) as the proxies, we find bond yield can effectively predict WTI and …

It is imperative to analyze over the potential risks persisting in the financial systems from time
to time. In this connection, this study examines volatility spillover between crude oil price and …