Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013

By M. Balcılar, Rangan Gupta, Stephen M. Miller. 2014

170 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment

View Paper: https://www.semanticscholar.org/paper/afafa1020ae587bb3defa5575fd5113719d15f74

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. S. Basher
2. A. Haug
3. Perry Sadorsky
4. George Filis
5. Muhammad Shahbaz
6. Stavros Degiannakis *
7. Duc Khuong Nguyen
8. A. B. Rejeb

In Renewable Energy, Sustainability and the Environment

1. A. Haug
2. S. Basher
3. Perry Sadorsky
4. Muhammad Shahbaz
5. George Filis
6. Slim Ben Youssef
7. Mehdi Ben Jebli
8. Stavros Degiannakis *

Citations in the corpus

• The impact of oil shocks on exchange rates: A Markov-switching approach (2016, methodology): “Further, Balcilar et al. (2015) use a Markov-switching model with two regimes, a low and high volatility regime, in a VECM setting.”