Has oil price predicted stock returns for over a century?

Energy Economics

Volumn 48, Issue , 2015, Pages 18-23

  Narayan, Paresh Kumar ^a   Gupta, Rangan ^b  

^a DEAKIN UNIVERSITY   (Australia)

^b UNIVERSITY OF PRETORIA   (South Africa)

Author keywords

Oil price; Predictability; Stock returns

Indexed keywords

COSTS; INVESTMENTS; REGRESSION ANALYSIS;

HETEROSCEDASTICITY; HISTORICAL DATA; OIL PRICE CHANGES; OIL PRICES; PREDICTABILITY; REGRESSION MODEL; SALIENT FEATURES; STOCK RETURNS;

OIL SHALE;

OIL SUPPLY; OIL TRADE; PREDICTION; PRICE DYNAMICS; REGRESSION ANALYSIS; TIME SERIES;

UNITED STATES;

EID: 84920903656     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2014.11.018     Document Type: Article

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