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Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty. (2023). GUPTA, RANGAN ; van Eyden, Renee ; Sheng, Xin ; Nielsen, Joshua.
In: Working Papers.
RePEc:pre:wpaper:202332.

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  50. A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond.
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