Oil Volatility Risk Premium and Stock Market Forecasting
The uncertainty-driven oil volatility risk premium predicts international stock market volatility.
Featured in No. 3 on 7 Jun 2023 · on release day
- Released
- 7 Jun 2023
- First featured
- No. 3 · 7 Jun 2023
- Published in
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- Identifier
- RePEc:wly:jforec:v:42:y:2023:i:4:p:872-904
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