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2021Sustainability: Vol. 13, Issue 4Impact of Structural Oil Price Shock Factors on the Gasoline Market and Macroeconomy in South KoreaJihoon Lee, Hong Chong Cho
2021Energy Economics: Vol. 96Oil shocks and equity markets: The case of GCC and BRICS economiesZaghum Umar, Nader Trabelsi, Adam Zaremba
2021Economic Analysis and Policy: Vol. 69Systemic risk and economic policy uncertainty: International evidence from the crude oil marketLu Yang, Shigeyuki Hamori
2021Resources Policy: Vol. 71Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economiesWalid Mensi, Muhammad Shafiullah, Xuan Vinh Vo, Sang Hoon Kang
2020Energy Economics: Vol. 91Oil and asset classes implied volatilities: Investment strategies and hedging effectivenessNikolaos Antonakakis, Juncal Cunado, George Filis, David Gabauer, Fernando Perez de Gracia
2020Bulletin of Economic ResearchDynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domainsBahram Adrangi, Arjun Chatrath, Joseph Macri, Kambiz Raffiee
2020Economic Systems: Vol. 44, Issue 2Economic indicators and stock market volatility in an emerging economyDohyun Chun, Hoon Cho, Doojin Ryu
2020Journal of Commodity Markets: Vol. 20A comprehensive empirical analysis of the predictive impact of the price of crude oil on aggregate equity return volatilityNima Nonejad
2020Revista Mexicana de Economía y Finanzas: Vol. 16, Issue 1Oil price effect on sectoral stock returns: A conditional covariance and correlation approach for MexicoRodrigo A. Morales Fernández Rafaelly, Roberto J. Santillán-Salgado
2020Energy Economics: Vol. 86Oil price shocks and EMU sovereign yield spreadsMichail Filippidis, George Filis, Renatas Kizys
2020The European Journal of FinanceStatic and dynamic connectedness between oil price shocks and Spanish equities: a sector analysisZaghum Umar, Francisco Jareño, Ana Escribano
2019Economic Modelling: Vol. 76Oil price and automobile stock return co-movement: A wavelet coherence analysisDebdatta Pal, Subrata K. Mitra
2019Energy Economics: Vol. 80Connectedness of economic policy uncertainty and oil price shocks in a time domain perspectiveLu Yang
2019Journal of Applied EconometricsMeasuring global economic activityJames D. Hamilton
2019Economies: Vol. 7, Issue 1Macroeconomic Determinants of Stock Market Fluctuations: The Case of BIST-100Caner Demir
2019Energy Economics: Vol. 78The importance of oil assets for portfolio optimization: The analysis of firm level stocksSuleman Sarwar, Muhammad Shahbaz, Awais Anwar, Aviral Kumar Tiwari
2019Energy Policy: Vol. 134Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock marketsMehmet Balcilar, Rıza Demirer, Shawkat Hammoudeh
2019Economic Change and Restructuring: Vol. 52, Issue 3Stock market behavior of pharmaceutical industry in Iran and macroeconomic factorsHassan Heidari, Arash Refah Kahriz, Yousef Mohammadzadeh
2019Review of Quantitative Finance and Accounting: Vol. 52, Issue 3Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentimentSyed Jawad Hussain Shahzad, Elie Bouri, Naveed Raza, David Roubaud
2019Resources Policy: Vol. 62Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio managementRabeh Khalfaoui, Suleman Sarwar, Aviral Kumar Tiwari
2018SSRN Electronic Journal Commodity-Currencies or Currency-Commodities: Evidence from Causality TestsAriel R. Belasen, Riza Demirer
2018Journal of International Money and Finance: Vol. 86The impact of oil-market shocks on stock returns in major oil-exporting countriesSyed Abul Basher, Alfred A. Haug, Perry Sadorsky
2018Macroeconomic Dynamics: Vol. 22, Issue 3HOW DOES STOCK MARKET VOLATILITY REACT TO OIL PRICE SHOCKS?Andrea Bastianin, Matteo Manera
2018Physica A: Statistical Mechanics and its Applications: Vol. 498Do oil shocks predict economic policy uncertainty?Mobeen Ur Rehman
2018Journal of Economics and Finance: Vol. 42, Issue 1Oil and equity: too deep into each otherNatalya Delcoure, Harmeet Singh
2018Journal of Commodity Markets: Vol. 12Volatility spillover in seafood marketsRoy Endré Dahl, Erlendur Jonsson
2018Journal of Empirical Finance: Vol. 47Oil and the short-term predictability of stock return volatilityYudong Wang, Yu Wei, Chongfeng Wu, Libo Yin
2018Economic Change and Restructuring: Vol. 51, Issue 4Oil price changes and stock market returns: cointegration evidence from emerging marketMohammad I. Elian, Khalid M. Kisswani
2018Energy Economics: Vol. 70Oil volatility, oil and gas firms and portfolio diversificationNikolaos Antonakakis, Juncal Cunado, George Filis, David Gabauer, Fernando Perez de Gracia
2018Energy Economics: Vol. 72The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companiesBradley T. Ewing, Wensheng Kang, Ronald A. Ratti
2018Economic Modelling: Vol. 72Oil price shocks and uncertainty: How stable is their relationship over time?Stavros Degiannakis, George Filis, Sofia Panagiotakopoulou
2017Journal of International Money and Finance: Vol. 74The effects of oil price shocks on U.S. stock order flow imbalances and stock returnsNeophytos Lambertides, Christos S. Savva, Dimitris A. Tsouknidis
2017SSRN Electronic Journal Oil Prices and the Renewable Energy SectorEvangelos Kyritsis, Apostolos Serletis
2017Economic Modelling: Vol. 66Can investors of Chinese energy stocks benefit from diversification into commodity futures?Xiaoqian Wen, Duc Khuong Nguyen
2017Journal of International Money and Finance: Vol. 70Oil price shocks, policy uncertainty, and stock returns of oil and gas corporationsWensheng Kang, Fernando Perez de Gracia, Ronald A. Ratti
2017International Review of Financial Analysis: Vol. 50Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrestNikolaos Antonakakis, Ioannis Chatziantoniou, George Filis
2017SSRN Electronic Journal The Effects of Oil Price Shocks on U.S. Stock Order Flow Imbalances and Stock ReturnsNeophytos Lambertides, Christos S. Savva, Dimitris A. Tsouknidis
2017Resources Policy: Vol. 52Does oil predict gold? A nonparametric causality-in-quantiles approachMuhammad Shahbaz, Mehmet Balcilar, Zeynel Abidin Ozdemir
2016Resources Policy: Vol. 50Dynamics between strategic commodities and financial variables: Evidence from JapanThai-Ha Le, Youngho Chang
2016International Review of Financial Analysis: Vol. 48Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countriesRustam Boldanov, Stavros Degiannakis, George Filis
2016Economic Modelling: Vol. 58The dark side of the black gold shock onto Europe: One stock's joy is another stock's sorrowOlfa Kaabia, Ilyes Abid, Farid Mkaouar
2016Energy Policy: Vol. 98The impacts of oil price shocks on stock market volatility: Evidence from the G7 countriesAndrea Bastianin, Francesca Conti, Matteo Manera
2016Energy Economics: Vol. 55Uncertainty and crude oil returnsRiadh Aloui, Rangan Gupta, Stephen M. Miller
2016Economia Politica: Vol. 33, Issue 1On the volatility transmission between oil and stock markets: a comparison of emerging importers and exportersElie Bouri, Riza Demirer
2015Journal of Banking & Finance: Vol. 61Time-varying effect of oil market shocks on the stock marketWensheng Kang, Ronald A. Ratti, Kyung Hwan Yoon
2015Energy Economics: Vol. 49Oil price risk exposure and the cross-section of stock returns: The case of net exporting countriesRıza Demirer, Shrikant P. Jategaonkar, Ahmed A.A. Khalifa
2015SSRN Electronic JournalTime-Varying Effect of Oil Market Shocks on the Stock MarketWensheng Kang, Ronald A. Ratti, Kyung Hwan Yoon
2015Global Finance Journal: Vol. 28US stock market regimes and oil price shocksTimotheos Angelidis, Stavros Degiannakis, George Filis
2015SSRN Electronic JournalUncertainty and Crude Oil ReturnsRiadh Aloui, Rangan Gupta, Stephen M. Miller
2015SSRN Electronic JournalHow Does Stock Market Volatility React to Oil Shocks?Andrea Bastianin, Matteo Manera
2015SSRN Electronic JournalThe Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 CountriesAndrea Bastianin, Francesca Conti, Matteo Manera
2015International Journal of Financial Studies: Vol. 3, Issue 3A Probit Model for the State of the Greek GDP GrowthStavros Degiannakis
2014SSRN Electronic JournalThe Impact of Oil Price Shocks on U.S. Bond Market ReturnsWensheng Kang, Ronald A. Ratti, Kyung Hwan Yoon


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