Cited By
2024Energy: Vol. 290Asymmetric effects of international oil prices on China's PPI in different industries——Research based on NARDL modelXiang Deng, Fang Xuhttp://dx.doi.org/10.1016/j.energy.2023.130113
2024Resources Policy: Vol. 90The macroeconomic impact of energy price shocks: Threshold effects and the fracking boomTodd B. Potts, David B. Yergerhttp://dx.doi.org/10.21511/ppm.17(1).2019.14
2024Energy: Vol. 290Does oil price volatility matter for the US transportation industry?Anupam Dutta, Elie Bouri, Timo Rothovius, Nehme Azoury, Gazi Salah Uddinhttp://dx.doi.org/10.1007/s13563-020-00225-4
2023Resources Policy: Vol. 85Dynamic linkage between oil shocks and economic growth: New evidence from AlaskaJerry Taylor, Peter VanDorenhttp://dx.doi.org/10.1002/pa.2311
2023SAGE Open: Vol. 13, Issue 2The Asymmetric Impact of the Oil Price and Disaggregate Shocks on Economic Policy Uncertainty: Evidence From ChinaMaruška Vizek, Junsoo Lee, James E. Paynehttp://dx.doi.org/10.1016/j.qref.2012.07.005
2023Energies: Vol. 16, Issue 6Modelling the Dynamic Linkage Amidst Energy Prices and Twin Deficit in India: Empirical Investigation within Linear and Nonlinear FrameworkMohammad Asif, Vishal Sharma, Vinay Joshi Chandniwala, Parvez Alam Khan, Syed Mohd Muneebhttp://dx.doi.org/10.25287/ohuiibf.877384
2023International Journal of Finance & Economics: Vol. 28, Issue 1Causal relationship among international crude oil, gold, exchange rate, and stock market: Fresh evidence from NARDL testing approachSuresh Kumar, Ankit Kumar, Gurcharan Singhhttp://dx.doi.org/10.2139/ssrn.2005312
2023Energy Economics: Vol. 126Energy price volatility affects decisions to purchase energy using capital: Motor vehiclesRobert K. Kaufmannhttp://dx.doi.org/10.1080/10168737.2018.1446038
2023SAGE Open: Vol. 13, Issue 3Asymmetric and Lag Effects of Industry Risk Factors on the Malaysian Oil and Gas StocksMohammad Enamul Hoque, Soo-Wah Low, Mohd Azlan Shah Zaidi, Lain-Tze Tee, Noor Azlan Ghazalihttp://dx.doi.org/10.1016/j.eneco.2010.03.010
2023Journal of Economic Studies: Vol. 50, Issue 8Do oil price shocks differently matter for oil exporter and importer developing countries?Süleyman Değirmen, Cengiz Tunç, Ömür Saltık, Wasim ul Rehmanhttp://dx.doi.org/10.3390/su14159536
2023Asian-Pacific Economic Literature: Vol. 37, Issue 1The impact of world oil price shocks on macroeconomic variables in Vietnam: the transmission through domestic oil priceFaruk TEMEL, Mehmet ERYİĞİThttp://dx.doi.org/10.1016/j.gfj.2015.01.006
2022Review of Middle East Economics and Finance: Vol. 18, Issue 1Impact of Oil Price Shocks on MENA Countries Stock Markets: Event Study MethodologyKim R. Sawyer, Mohan Nandhahttp://dx.doi.org/10.2139/ssrn.784606
2022Journal of Quantitative Economics: Vol. 20, Issue 4Monetary Response to Oil Price Shock in Asian Oil Importing Countries: Evaluation of Inflation Targeting FrameworkDevasmita Jena, Ishika Katarukahttp://dx.doi.org/10.1007/s40953-022-00328-5
2022Sustainability: Vol. 14, Issue 15Exploring the Trend of Commodity Prices: A Review and Bibliometric AnalysisQi Zhang, Yi Hu, Jianbin Jiao, Shouyang Wanghttp://dx.doi.org/10.1016/j.eneco.2014.11.002
2022Journal of Public Affairs: Vol. 22, Issue 1Factors influencing India's current account balance: Implication for achieving its external sector sustainabilityChuku A. Chukuhttp://dx.doi.org/10.1016/j.resourpol.2007.08.004
2022Energy Economics: Vol. 105The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility riskLeon Lihttp://dx.doi.org/10.5547/01956574.36.SI1.jgri
2022Ekonomi, Politika & Finans Araştırmaları Dergisi: Vol. 7, Issue 1Enerji Arz Güvenliği, Petrol Fiyatları ve Pay Piyasalarında Nedensellik İlişkisi: BRICS-T ÖrneğiDündar KÖK, Elif Hilal NAZLIOĞLUhttp://dx.doi.org/10.3389/fenrg.2021.595060
2022Energy Policy: Vol. 165Whether to abandon or continue the petroleum product price regulation in China?Işıl Akgül, Melike Bildirici, Selin Özdemirhttp://dx.doi.org/10.2139/ssrn.1021311
2022Energy Economics: Vol. 112Oil beta uncertainty and global stock returnsChun-Da Chen, Rıza Demirerhttp://dx.doi.org/10.3390/ijerph15020295
2022Empirical Economics: Vol. 62, Issue 4Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula modelsJulia Kielmann, Hans Manner, Aleksey Minhttp://dx.doi.org/10.1016/j.irfa.2011.05.004
2022Economic Analysis and Policy: Vol. 75Do oil price shocks have any implications for stock return momentum?Suganya Balakumar, Saumya Ranjan Dash, Debasish Maitra, Sang Hoon Kanghttp://dx.doi.org/10.1016/j.eneco.2007.09.003
2022SSRN Electronic Journal Oil Prices and Sectoral Stock Returns in the Brics-T Countries a Time-Varying ApproachChunyan Hu, Xinheng Liu, Bin Pan, Bin Chen, Xiaohua Xiahttp://dx.doi.org/10.1016/j.enpol.2007.05.018
2021Resources Policy: Vol. 74Non-linear ARDL approach to the oil-stock nexus: Detailed sectoral analysis of the Turkish stock marketIrfan Civcir, Ugur Akkochttp://dx.doi.org/10.1108/JES-10-2022-0543
2021SSRN Electronic Journal Oil Beta Uncertainty and Global Stock ReturnsChun-Da Chen, Riza Demirerhttp://dx.doi.org/10.1016/j.chieco.2016.02.002
2021The North American Journal of Economics and Finance: Vol. 56The asymmetric effect of crude oil prices on stock prices in major international financial marketsWei Jiang, Yan Liuhttp://dx.doi.org/10.1016/j.eneco.2018.05.011
2021Mathematical Biosciences and Engineering: Vol. 18, Issue 6Crude oil prices and volatility prediction by a hybrid model based on kernel extreme learning machineHongli Niu, Yazhi Zhaohttp://dx.doi.org/10.1016/j.eneco.2023.106915
2021Financial Innovation: Vol. 7, Issue 1Do the RMB exchange rate and global commodity prices have asymmetric or symmetric effects on China’s stock prices?Shaobo Long, Mengxue Zhang, Keaobo Li, Shuyu Wuhttp://dx.doi.org/10.2139/ssrn.1420252
2021The Indian Economic Journal: Vol. 69, Issue 1Does Crude Oil Price Affect the Inflation Rate and Economic Growth in India? A New Insight Based on Structural VAR FrameworkAnkita Sarmah, Debi Prasad Balhttp://dx.doi.org/10.1016/j.eneco.2012.05.001
2021Frontiers in Energy Research: Vol. 9Energy and Bank Equity InteractionsMohammed Sharaf Shaiban, Di Li, Akram S. Hasanovhttp://dx.doi.org/10.1016/j.red.2018.11.003
2021National Accounting Review: Vol. 3, Issue 2Medium-term cycles in affordability: what does the house price to income ratio indicate?Qiang Ji, Ming-Lei Liu, Ying Fanhttp://dx.doi.org/10.5547/ISSN0195-6574-EJ-Vol32-No1-2
2021Energy Policy: Vol. 149North American energy system responses to natural gas price shocksMaxwell Brown, Sauleh Siddiqui, Charalampos Avraam, John Bistline, Joseph Decarolis, Hadi Eshraghi, Sara Giarola, Matthew Hansen, Peter Johnston, Saroj Khanal, Anahi Molar-Cruzhttp://dx.doi.org/10.2139/ssrn.1124028
2021Financial Innovation: Vol. 7, Issue 1A wavelet approach of investing behaviors and their effects on risk exposuresRoman Mestrehttp://dx.doi.org/10.5547/01956574.34.4.1
2021FIIB Business ReviewNonlinearity Between Economic Indicators and Indian Capital MarketGuglielmo Maria Caporale, Abdurrahman Nazif Catik, ‪Gül Şerife Huyugüzel Kışla, Mohamad Husam Helmi, Coskun Akdenizhttp://dx.doi.org/10.1515/rmeef-2020-0045
2021Studies in Nonlinear Dynamics & Econometrics: Vol. 25, Issue 2Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL modelAbderrazak Dhaoui, Julien Chevallier, Feng Mahttp://dx.doi.org/10.1146/annurev.energy.29.062403.102238
2021International Review of Economics & Finance: Vol. 76Network diffusion of international oil volatility risk in China's stock market: Quantile interconnectedness modelling and shock decomposition analysisJionghao Huang, Ziruo Li, Xiaohua Xiahttp://dx.doi.org/10.1016/j.iref.2021.04.034
2021Ömer Halisdemir Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi: Vol. 14, Issue 4Petrol fiyatları, parasal ve döviz kuru şoklarının hisse senedi fiyatlarına asimetrik etkisi: Türkiye için NARDLHalil ALTINTAŞ, Yacouba KASSOURIhttp://dx.doi.org/10.2139/ssrn.2039320
2021Energies: Vol. 14, Issue 4Diversity and Changes in the Energy Balance in EU CountriesAntonin de Benoist, Hervé Alexandrehttp://dx.doi.org/10.1177/21582440231179636
2021SSRN Electronic Journal Oil Prices, Exchange Rates and Sectoral Stock Returns in the BRICS-T Countries: A Time-Varying ApproachAbhay Abhyankar, Bing Xu, Jiayue Wanghttp://dx.doi.org/10.2139/ssrn.910427
2021Sustainability: Vol. 13, Issue 9Shades between Black and Green Investment: Balance or Imbalance?Vítor Manuel de Sousa Gabriel, María Mar Miralles-Quirós, José Luis Miralles-Quiróshttp://dx.doi.org/10.5547/01956574.33.4.7
2021Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi: Vol. 8, Issue 1TESTING THE RELATIONSHIPS BETWEEN ENERGY PRICES AND THE BORSA ISTANBUL INDICEShttp://dx.doi.org/10.1016/j.enpol.2018.01.032
2021Mineral Economics: Vol. 34, Issue 3A new look at the crude oil prices and economic growth nexus: asymmetric evidence from AlaskaJungho Baek, Taylor B. Younghttp://dx.doi.org/10.1016/j.enpol.2013.01.017
2021Finance Research Letters: Vol. 42COVID−19 and oil price risk exposureMd Akhtaruzzaman, Sabri Boubaker, Mardy Chiah, Angel Zhonghttp://dx.doi.org/10.1007/978-3-319-10954-1_5
2020OPEC Energy Review: Vol. 44, Issue 4Oil price uncertainty and macroeconomic variables in TurkeyPelin Öge Güneyhttp://dx.doi.org/10.1016/j.eneco.2009.12.005
2020Journal of Applied Econometrics: Vol. 35, Issue 2The shale revolution and shifting crude dynamicsMalick Sy, Liuren Wuhttp://dx.doi.org/10.1016/j.enpol.2010.03.042
2020The Singapore Economic ReviewTHE J-CURVE AND KOREA’S BILATERAL TRADE: THE ROLE OF CRUDE OIL PRICESJIANGQIN XU, JUNGHO BAEKhttp://dx.doi.org/10.1142/S0217590820500381
2020OPEC Energy Review: Vol. 44, Issue 1Oil prices and European household consumption expendituresSaad Benbachir, Satt Harit, Assya Chraibihttp://dx.doi.org/10.1016/j.enpol.2009.02.026
2020The North American Journal of Economics and Finance: Vol. 52The economic and financial properties of crude oil: A reviewKorbinian Lang, Benjamin R. Auerhttp://dx.doi.org/10.1080/10800379.2010.12097201
2020SSRN Electronic Journal COVID−19 and Oil Price Risk ExposureMd Akhtaruzzaman, Sabri Boubaker, Mardy Chiah, Angel Zhonghttp://dx.doi.org/10.1080/00036846.2015.1117047
2020Energies: Vol. 13, Issue 12Oil Price and Energy Depletion Nexus in GCC Countries: Asymmetry AnalysesTarek Tawfik Yousef Alkhateeb, Haider Mahmoodhttp://dx.doi.org/10.1111/opec.12145
2020Financial Innovation: Vol. 6, Issue 1Impact of petroleum and non-petroleum indices on financial development in OmanYingce Yang, Junjie Guo, Ruihong Hehttp://dx.doi.org/10.2139/ssrn.4184361
2020International Journal of Financial Studies: Vol. 8, Issue 4Generalized Hyperbolic Distribution and Portfolio Efficiency in Energy and Stock Markets of BRIC CountriesJosé Antonio Núñez-Mora, Eduardo Sánchez-Rueneshttp://dx.doi.org/10.1111/opec.12186
2019Journal of Economics and Finance: Vol. 43, Issue 1Oil speculation and herding behavior in emerging stock marketsEsin Cakan, Rıza Demirer, Rangan Gupta, Hardik A. Marfatiahttp://dx.doi.org/10.1016/j.frl.2020.101882
2019Energy Economics: Vol. 79Oil prices, fundamentals and expectationsJoseph P. Byrne, Marco Lorusso, Bing Xuhttp://dx.doi.org/10.5367/te.2012.0147
2019OPEC Energy Review: Vol. 43, Issue 2Linking crude oil prices and Middle East stock marketsMousa Tawfeeq, Alan R. Collins, Levan Elbakidze, Gulnara Zaynutdinovahttp://dx.doi.org/10.1111/j.1753-0237.2009.00157.x
2019The Journal of International Trade & Economic Development: Vol. 28, Issue 5Crude oil prices and the balance of trade: Asymmetric evidence from selected OPEC member countriesJungho Baek, Monday Jerry Ikponmwosa, Yoon Jung Choihttp://dx.doi.org/10.1016/j.energy.2018.05.146
2019Renewable Energy: Vol. 131The macroeconomic impact of renewable electricity power generation projectsCorrado Andini, Ricardo Cabral, José Eusébio Santoshttp://dx.doi.org/10.2139/ssrn.3650151
2019Review of Economic Dynamics: Vol. 32Oil prices in a general equilibrium model with precautionary demand for oilConny Olovssonhttp://dx.doi.org/10.1016/j.resourpol.2024.104772
2019Energy Economics: Vol. 77Oil price shocks and Chinese banking performance: Do country risks matter?Marc Gronwaldhttp://dx.doi.org/10.2139/ssrn.1389455
2019Problems and Perspectives in Management: Vol. 17, Issue 1Oil price and Indonesian economic growth Sultan, Julius Jhonny Sarungu, Albertus Maqnus Soesilo, Siti Aisyah Tri Rahayuhttp://dx.doi.org/10.1111/opec.12126
2019The World Economy: Vol. 42, Issue 11Asymmetric effects of oil price changes on the balance of trade: Evidence from selected African countriesJungho Baek, Kyoung Doug Kwonhttp://dx.doi.org/10.1016/j.energy.2010.06.033
2019Journal of Petroleum Science and Engineering: Vol. 176Fuzzy logic coupled with exhaustive search algorithm for forecasting of petroleum economic parametersMeysam Naderi, Ehsan Khamehchihttp://dx.doi.org/10.1186/s40854-021-00262-0
2018Energy: Vol. 157A randomized-algorithm-based decomposition-ensemble learning methodology for energy price forecastingLing Tang, Yao Wu, Lean Yuhttp://dx.doi.org/10.1016/j.enpol.2020.112046
2018Energy Policy: Vol. 116Oil supply shocks and the U.S. economy: An estimated DSGE modelNathan S. Balke, Stephen P.A. Brownhttp://dx.doi.org/10.1016/j.enpol.2018.02.027
2018Economic and Political Studies: Vol. 6, Issue 2Conditional dependence between oil price and stock prices of renewable energy: a vine copula approachHanène Mejdoub, Ahmed Ghorbelhttp://dx.doi.org/10.1080/20954816.2018.1463600
2018Business Economics: Vol. 53, Issue 4Oil and the economy: evolution not revolutionWenrui Fan, Zanxin Wanghttp://dx.doi.org/10.1016/j.resourpol.2023.104030
2018Applied Energy: Vol. 229New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countriesChikashi Tsujihttp://dx.doi.org/10.1016/j.ejor.2010.02.030
2018Emerging Markets Finance and Trade: Vol. 54, Issue 8Asymmetric Impact of Oil Price Shock on Stock Market in China: A Combination Analysis Based on SVAR Model and NARDL ModelMine Yücelhttp://dx.doi.org/10.1016/j.eneco.2017.01.028
2018Energy Policy: Vol. 115Impacts of oil price shocks on the United States economy: A meta-analysis of the oil price elasticity of GDP for net oil-importing economiesGuglielmo Maria Caporale, Abdurrahman Nazif Catik, Gül Şerife Huyugüzel Kışla, Mohamad Husam Helmi, Coskun Akdenizhttp://dx.doi.org/10.1016/j.eneco.2015.01.026
2018International Journal of Environmental Research and Public Health: Vol. 15, Issue 2The Impact of Sustainable Development Technology on a Small Economy—The Case of Energy-Saving TechnologyXiding Chen, Qinghua Huang, Weilun Huang, Xue Lihttp://dx.doi.org/10.1080/09638199.2019.1574310
2018Energy Policy: Vol. 113New estimates of the security costs of U.S. oil consumptionFrançois Lescarouxhttp://dx.doi.org/10.1016/j.eswa.2016.08.045
2018International Economic Journal: Vol. 32, Issue 1Macroeconomic Response to Oil and Food Price Shocks: A Structural VAR Approach to the Indian EconomyJaved Ahmad Bhat, Aadil Ahmad ganaie, Naresh Kumar Sharmahttp://dx.doi.org/10.3917/rel.771.0005
2018Economic Change and Restructuring: Vol. 51, Issue 4Oil price changes and stock market returns: cointegration evidence from emerging marketMohammad I. Elian, Khalid M. Kisswanihttp://dx.doi.org/10.2139/ssrn.2992372
2018Energy Policy: Vol. 116Oil supply disruptions, U.S. economic activity and oil securityStephen P.A. Brown, Hillard G. Huntingtonhttp://dx.doi.org/10.1177/21582440231179444
2018OPEC Energy Review: Vol. 42, Issue 2Asymmetric effects of the WTI crude oil price on unemployment rates: a comparative study of Canadian provinces and the United StatesYoung Cheol Jung, Anupam Dashttp://dx.doi.org/10.1080/00036846.2016.1240351
2018Energy: Vol. 165Analysis of the international propagation of contagion between oil and stock marketsGuofu Zhang, Wei Liuhttp://dx.doi.org/10.1007/s10644-016-9199-5
2018SSRN Electronic Journal Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration AnalysisFabian Gogolin, Fearghal Joseph Kearney, Brian M. Lucey, Maurice Peat, Samuel Vignehttp://dx.doi.org/10.1016/j.enpol.2009.08.049
2017Energy Sources, Part B: Economics, Planning, and Policy: Vol. 12, Issue 5Do oil price changes have symmetric or asymmetric effects on the unemployment rate?: Empirical evidence from AlaskaJohanna Bocklet, Jungho Baekhttp://dx.doi.org/10.1080/15567249.2016.1152326
2017Applied Economics Letters: Vol. 24, Issue 15Cyclical comovements in energy-related venture capital investmentsBradley T. Ewing, Simon Medcalfe, Wennie Squires, Mark A. Thompsonhttp://dx.doi.org/10.1016/j.ecolecon.2007.12.023
2017SSRN Electronic Journal Shale Revolution and Shifting Crude DynamicsMalick O. Sy, Liuren Wuhttp://dx.doi.org/10.32468/be.1055
2017SSRN Electronic Journal Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and ExpectationsJoseph P. Byrne, Marco Lorusso, Bing Xuhttp://dx.doi.org/10.1016/j.renene.2018.07.097
2017Applied Economics: Vol. 49, Issue 25Asymmetric effects of oil price shocks on stock returns: evidence from a two-stage Markov regime-switching approachHuiming Zhu, Xianfang Su, Wanhai You, Yinghua Renhttp://dx.doi.org/10.1007/978-981-16-9680-0_36-1
2017Energy Economics: Vol. 63Energy price, regulatory price distortion and economic growth: A case study of ChinaXunpeng Shi, Sizhong Sunhttp://dx.doi.org/10.1016/j.eneco.2017.02.006
2017SSRN Electronic Journal Common and Fundamental Risk Factors in Shareholder Returns of Norwegian Salmon Producing CompaniesBard Misundhttp://dx.doi.org/10.1007/978-3-319-13746-9_3
2017Emerging Markets Review: Vol. 31The impact of oil price movements on bank non-performing loans: Global evidence from oil-exporting countriesOsamah M. Al-Khazali, Ali Mirzaeihttp://dx.doi.org/10.1016/j.najef.2020.101357
2017Quality & Quantity: Vol. 51, Issue 4European economies in terms of energy dependenceChi-Chuan Lee, Chien-Chiang Leehttp://dx.doi.org/10.1016/j.irfa.2011.02.014
2017The Energy Journal: Vol. 38, Issue 5The Historical “Roots” of U.S. Energy Price ShocksHillard G. Huntingtonhttp://dx.doi.org/10.1016/B978-0-12-815167-9.00012-8
2017Energy Economics: Vol. 66Dynamic relationship of oil price shocks and country risksJungho Baekhttp://dx.doi.org/10.1080/1540496X.2015.1080505
2016Sustainability: Vol. 8, Issue 8The Asymmetric Effects of Oil Price Shocks on the Chinese Stock Market: Evidence from a Quantile Impulse Response PerspectiveHuiming Zhu, Xianfang Su, Yawei Guo, Yinghua Renhttp://dx.doi.org/10.2139/ssrn.3056133
2016International Economics and Economic Policy: Vol. 13, Issue 4A comparative analysis of monetary responses to global oil price changes: net oil producing vs. net oil consuming countriesM-Ali Sotoudeh, Andrew C. Worthingtonhttp://dx.doi.org/10.1109/APPEEC.2010.5448419
2016Expert Systems with Applications: Vol. 65Forecasting volatility of oil price using an artificial neural network-GARCH modelWerner Kristjanpoller, Marcel C. Minutolohttp://dx.doi.org/10.3390/ijfs8040066
2016SSRN Electronic Journal Oil Prices in a Real-Businesscycle Model with Precautionary Demand for OilConny Olovssonhttp://dx.doi.org/10.2139/ssrn.2914186
2016Energy Economics: Vol. 53Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration testsSajal Ghosh, Kakali Kanjilalhttp://dx.doi.org/10.2139/ssrn.978363
2016Applied Economics: Vol. 48, Issue 24The impact of coal price fluctuations on China’s economic outputZhihua Ding, Lingyun He, Caicai Feng, Wenbo Lihttp://dx.doi.org/10.1016/j.resourpol.2021.102424
2016China Economic Review: Vol. 38China's oil product pricing mechanism: What role does it play in China's macroeconomy?Jin Zhang, Mingjia Xiehttp://dx.doi.org/10.3934/mbe.2021402
2016Renewable and Sustainable Energy Reviews: Vol. 59Measuring resilience in energy systems: Insights from a range of disciplinesLynette Molyneaux, Colin Brown, Liam Wagner, John Fosterhttp://dx.doi.org/10.1016/j.rser.2016.01.063
2015Global Finance Journal: Vol. 28US stock market regimes and oil price shocksGbadebo A. Oladosu, Paul N. Leiby, David C. Bowman, Rocio Uría-Martínez, Megan M. Johnsonhttp://dx.doi.org/10.5547/ISSN0195-6574-EJ-Vol29-No1-7
2015Energy Economics: Vol. 49Regime switching model of US crude oil and stock market prices: 1859 to 2013Bradley T. Ewing, Mark A. Thompsonhttp://dx.doi.org/10.1016/j.econmod.2015.04.009
2015Economic Modelling: Vol. 49Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependenciesDavid Grayhttp://dx.doi.org/10.1016/j.enpol.2017.11.003
2015Emerging Markets Finance and Trade: Vol. 51, Issue 6Effects of Structural Oil Shocks on Output, Exchange Rate, and Inflation in the BRICS Countries: A Structural Vector Autoregression ApproachManoranjan Sahoo, Hrushikesh Mallick, Mantu Kumar Mahalik, Stelios Bekiroshttp://dx.doi.org/10.2139/ssrn.2558728
2015Energy Policy: Vol. 79Evaluating U.S. oil security and import relianceStephen P.A. Brown, Hillard G. Huntingtonhttp://dx.doi.org/10.30784/epfad.1081603
2015SSRN Electronic JournalOil Market Shocks and the Economy in a Quarterly Structural Vector Error Correction Model of the United States EconomyJohn Baffeshttp://dx.doi.org/10.1016/j.eneco.2022.106150
2015International Review of Financial Analysis: Vol. 39The dynamics of economic growth, oil prices, stock market depth, and other macroeconomic variables: Evidence from the G-20 countriesTimotheos Angelidis, Stavros Degiannakis, George Filishttp://dx.doi.org/10.1016/j.eneco.2018.01.010
2015Energy Economics: Vol. 49Oil price risk exposure and the cross-section of stock returns: The case of net exporting countriesThomas C. Jensen, Flemming Møllerhttp://dx.doi.org/10.1162/isec.2008.33.1.82
2015The Energy Journal: Vol. 36, Issue 1_supplPetro-Nationalism: The Futile Search for Oil SecurityJames M. Griffinhttp://dx.doi.org/10.2139/ssrn.1871345
2015Procedia - Social and Behavioral Sciences: Vol. 210Evaluating the Nonlinear Linkage between Gold Prices and Stock Market Index Using Markov-Switching Bayesian VAR ModelsTomasz Rokicki, Aleksandra Perkowskahttp://dx.doi.org/10.1186/s40854-020-00180-7
2014Energy Policy: Vol. 66The impact of global oil price shocks on China’s bulk commodity markets and fundamental industriesChuanguo Zhang, Xiaoqing Chenhttp://dx.doi.org/10.1016/j.enpol.2015.01.001
2014OPEC Energy Review: Vol. 38, Issue 2Revisiting the macroeconomic effects of oil and food price shocks to Pakistan economy: a structural vector autoregressive (SVAR) analysisMuhammad Arshad Khan, Ayaz Ahmedhttp://dx.doi.org/10.1111/opec.12020
2014SSRN Electronic JournalRegime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013Mehmet Balcilar, Rangan Gupta, Stephen M. Millerhttp://dx.doi.org/10.1016/j.energy.2023.130194
2013The Energy Journal: Vol. 34, Issue 4U.S. Ethanol Policy: Time to Reconsider?James M. Griffinhttp://dx.doi.org/10.2139/ssrn.1088057
2013SSRN Electronic Journal Oil Price Shocks and Volatility Do Predict Stock Market RegimesIbrahim Akoum, Michael Graham, Jarno Kivihaho, Jussi Nikkinen, Mohammed Omranhttp://dx.doi.org/10.1007/s10666-011-9275-1
2013The Energy Journal: Vol. 34, Issue 2Oil Price Shocks and the Stock Market: Evidence from JapanPham T. T. Trinh, Bui T. T. Myhttp://dx.doi.org/10.1016/j.irfa.2015.03.006
2013Journal of International Financial Markets, Institutions and Money: Vol. 26Oil and stock returns: Evidence from European industrial sector indices in a time-varying environmentStavros Degiannakis, George Filis, Christos Floroshttp://dx.doi.org/10.1016/j.intfin.2013.05.007
2013Energy Policy: Vol. 57Dynamic cyclical comovements between oil prices and US GDP: A wavelet perspectiveFrançois Benhmadhttp://dx.doi.org/10.1016/j.najef.2019.01.011
2013OPEC Energy Review: Vol. 37, Issue 1Oil price shocks and macroeconomic responses: does the exchange rate regime matter?Jean-Pierre Allegret, Valérie Mignon, Audrey Sallenavehttp://dx.doi.org/10.1017/CBO9781107323605.009
2012The Energy Journal: Vol. 33, Issue 4Oil and the U.S. Macroeconomy: A Reinvestigation Using Rolling Impulse ResponsesMarc Gronwaldhttp://dx.doi.org/10.1007/s00181-021-02073-9
2012SSRN Electronic JournalTime-Varying Oil Price Volatility and Macroeconomic AggregatesMichael Plante, Nora Traumhttp://dx.doi.org/10.2139/ssrn.3242941
2012European Financial Management: Vol. 18, Issue 5Consumption and Hedging in Oil‐Importing Developing CountriesFrédéric Babonneau, Alain Haurie, Richard Loulou, Marc Viellehttp://dx.doi.org/10.7202/039326ar
2012Environmental Modeling & Assessment: Vol. 17, Issue 1-2Combining Stochastic Optimization and Monte Carlo Simulation to Deal with Uncertainties in Climate Policy AssessmentLutz Kilian, Robert J. Vigfussonhttp://dx.doi.org/10.1080/00036840801964724
2012Économie internationale: Vol. n° 126, Issue 2Recent developments on commodity, energy and carbon marketsValérie Mignonhttp://dx.doi.org/10.1515/snde-2019-0066
2012The Quarterly Review of Economics and Finance: Vol. 52, Issue 4Co-movement of oil and stock prices in the GCC region: A wavelet analysisChin Wen Cheonghttp://dx.doi.org/10.3982/QE99
2012OPEC Energy Review: Vol. 36, Issue 4Linear and asymmetric impacts of oil price shocks in an oil‐importing and ‐exporting economy: the case of NigeriaStavros Degiannakis, Timotheos Angelidis, George Filishttp://dx.doi.org/10.1111/j.1468-036X.2011.00585.x
2012Energy Economics: Vol. 34, Issue 5Oil price shocks and transportation firm asset pricesRaj Aggarwal, Aigbe Akhigbe, Sunil K. Mohantyhttp://dx.doi.org/10.1007/978-981-19-6778-8_36
2012Tourism Economics: Vol. 18, Issue 4Impacts of High Oil Prices on Tourism in New ZealandJames Lennoxhttp://dx.doi.org/10.1016/j.energy.2018.09.024
2011Journal of International Economics: Vol. 83, Issue 2Oil shocks and external adjustmentMartin Bodenstein, Christopher J. Erceg, Luca Guerrierihttp://dx.doi.org/10.1007/s10368-015-0315-1
2011International Review of Financial Analysis: Vol. 20, Issue 3Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countriesAndreas Löschel, Ulrich Oberndorferhttp://dx.doi.org/10.1093/cep/byj035
2011SSRN Electronic JournalIdentifying Fundamental and Financial Factors Underlying Oil Price MovementsBhupal Singhhttp://dx.doi.org/10.3390/en13123058
2011Energy Policy: Vol. 39, Issue 9Is there co-movement of agricultural commodities futures prices and crude oil?Valeri Natanelov, Mohammad J. Alam, Andrew M. McKenzie, Guido Van Huylenbroeckhttp://dx.doi.org/10.1016/j.enpol.2011.06.016
2011The Energy Journal: Vol. 32, Issue 1The Oil Price-Microeconomy Relationship is Alive and WellGbadebo Oladosuhttp://dx.doi.org/10.1016/j.ememar.2017.05.006
2011Recherches économiques de Louvain: Vol. Vol. 77, Issue 1Oil Prices and Stock Markets in Europe: A Sector PerspectiveMohamed El Hédi Arouri, Philippe Foulquier, Julien Fouquauhttp://dx.doi.org/10.1016/j.energy.2010.01.017
2011OPEC Energy Review: Vol. 35, Issue 4Oil price shocks and economic growth in Nigeria: are thresholds important?Oluwatosin Adeniyi, Abimbola Oyinlola, Olusegun Omisakinhttp://dx.doi.org/10.3390/su13095024
2011Energy: Vol. 36, Issue 5Revisions of international firms’ energy reserves and the reaction of the stock marketBert Scholtens, Robert Wagenaarhttp://dx.doi.org/10.1111/j.1468-0106.2009.00457.x
2011SSRN Electronic JournalOil Price Dynamics in a Real Business Cycle ModelPedro Gomis-Porqueras, Vipin Arorahttp://dx.doi.org/10.1186/s40854-021-00239-z
2011International Review of Financial Analysis: Vol. 20, Issue 5Oil prices and accounting profits of oil and gas companiesAjit Dayanandan, Han Donkerhttp://dx.doi.org/10.1007/978-94-007-5110-1_1
2011Quantitative Economics: Vol. 2, Issue 3Are the responses of the U.S. economy asymmetric in energy price increases and decreases?Rıza Demirer, Shrikant P. Jategaonkar, Ahmed A.A. Khalifahttp://dx.doi.org/10.1016/j.petrol.2019.01.049
2010Energy Economics: Vol. 32, Issue 4Global economic activity and crude oil prices: A cointegration analysisYanan He, Shouyang Wang, Kin Keung Laihttp://dx.doi.org/10.1002/jae.2745
2010Studies in Economics and Econometrics: Vol. 34, Issue 2Market Risks in Spot Markets of Crude Oil and Products: A Long Memory Value- At-Risk ApproachC W Cheonghttp://dx.doi.org/10.3917/ecoi.126.0005
2010Applied Economics: Vol. 42, Issue 22A geopolitical theory of oil price behaviour: an econometric evaluationA. Slaibi, D. Chapman, H. Daoukhttp://dx.doi.org/10.1016/j.eneco.2009.09.012
2010Energy: Vol. 35, Issue 10What is behind the increase in oil prices? Analyzing oil consumption and supply relationship with oil priceAndres Gallo, Paul Mason, Steve Shapiro, Michael Fabritiushttp://dx.doi.org/10.1016/j.energy.2011.03.060
2010Energy Economics: Vol. 32, Issue 4Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations?George Filishttp://dx.doi.org/10.1016/j.eneco.2021.105756
2010Energy Economics: Vol. 32, Issue 2Futures hedging effectiveness under the segmentation of bear/bull energy marketsChiao-Yi Chang, Jing-Yi Lai, I-Yuan Chuanghttp://dx.doi.org/10.1016/j.apenergy.2018.08.008
2010SSRN Electronic JournalReassessing the Oil Security PremiumStephen P. A. Brown, Hillard Huntingtonhttp://dx.doi.org/10.2139/ssrn.1558387
2010Applied Economics Letters: Vol. 17, Issue 7In search of a critical value for the real crude oil price for the United StatesYu Hsinghttp://dx.doi.org/10.1007/978-981-16-7668-0_14
2010European Journal of Operational Research: Vol. 206, Issue 2Developing a market-based approach to managing the US strategic petroleum reserveFrederic Murphy, Fernando S. Oliveirahttp://dx.doi.org/10.1007/1-4020-5564-1_6
2010L'Actualité économique: Vol. 84, Issue 4Une revue interprétée des élasticités entre le PIB et le prix du pétrole*François Lescarouxhttp://dx.doi.org/10.5547/01956574.38.5.hhun
2010Energy Policy: Vol. 38, Issue 8The relationship between oil price shocks and China’s macro-economy: An empirical analysisLimin Du, He Yanan, Chu Weihttp://dx.doi.org/10.2139/ssrn.3996492
2010Energy: Vol. 35, Issue 5An oil demand and supply model incorporating monetary policyHossein Askari, Noureddine Krichenehttp://dx.doi.org/10.2139/ssrn.2988814
2010Energy Policy: Vol. 38, Issue 1Incorporating the value of changes in price volatility into cost-benefit analysis—an application to oil prices in the transport sectorGeorge Filis, Stavros Degiannakis, Christos Floroshttp://dx.doi.org/10.1016/j.rser.2004.09.005
2009Energy Economics: Vol. 31, Issue 4Do structural oil-market shocks affect stock prices?Nicholas Apergis, Stephen M. Millerhttp://dx.doi.org/10.1080/13504850802297988
2009Energy Policy: Vol. 37, Issue 6Modeling and forecasting crude oil markets using ARCH-type modelsTorsten Schmidt, Tobias Zimmermannhttp://dx.doi.org/10.1016/j.eneco.2015.02.010
2009Pacific Economic Review: Vol. 14, Issue 3MEASURING THE EFFECTS OF OIL PRICES ON CHINA'S ECONOMY: A FACTOR‐AUGMENTED VECTOR AUTOREGRESSIVE APPROACHFrançois Lescaroux, Valérie Mignonhttp://dx.doi.org/10.1016/j.enpol.2013.09.067
2009Energy Policy: Vol. 37, Issue 12Threshold effect of the economic growth rate on the renewable energy development from a change in energy price: Evidence from OECD countriesTing-Huan Chang, Chien-Ming Huang, Ming-Chih Leehttp://dx.doi.org/10.1016/j.eap.2022.06.016
2009Energy Economics: Vol. 31, Issue 5The effects of crude oil shocks on stock market shifts behaviour: A regime switching approachChaker Aloui, Rania Jammazihttp://dx.doi.org/10.1007/s12197-018-9427-0
2009SSRN Electronic JournalPitfalls in Estimating Asymmetric Effects of Energy Price ShocksLutz Kilian, Robert John Vigfussonhttp://dx.doi.org/10.1080/13504851.2016.1251548
2009SSRN Electronic JournalPetrol Prices and Government Bonds Risk PremiumsNeeraj Nautiyal, Vinay Kandpalhttp://dx.doi.org/10.1111/opec.12170
2008SSRN Electronic JournalOil and Unemployment in GermanyAlmukhtar S. Al‐Abrihttp://dx.doi.org/10.2139/ssrn.947462
2008SSRN Electronic JournalOil and the U.S. Macroeconomy: An Update and a Simple Forecasting ExerciseKevin Kliesenhttp://dx.doi.org/10.1007/978-3-642-34500-5_37
2008International Security: Vol. 33, Issue 1Closing Time: Assessing the Iranian Threat to the Strait of HormuzCaitlin Talmadgehttp://dx.doi.org/10.3390/en16062712
2008The Energy Journal: Vol. 29, Issue 1Large Oil Shocks and the US Economy: Infrequent Incidents with Large EffectsMehmet Balcilar, Rangan Gupta, Stephen M. Millerhttp://dx.doi.org/10.1111/j.1753-0237.2012.00226.x
2008Ecological Economics: Vol. 67, Issue 3Alternatives to conventional crude oil: When, how quickly, and market driven?Robert K. Kaufmann, Laura D. Shiershttp://dx.doi.org/10.1016/j.enpol.2018.02.023
2008OPEC Energy Review: Vol. 32, Issue 4On the influence of oil prices on economic activity and other macroeconomic and financial variables*François Lescaroux, Valérie Mignonhttp://dx.doi.org/10.1111/twec.12844
2008Energy Economics: Vol. 30, Issue 3Does oil move equity prices? A global viewMohan Nandha, Robert Faffhttp://dx.doi.org/10.3390/su8080766
2007Resources Policy: Vol. 32, Issue 3Oil spills on other commoditiesFelipe Aldunate, Jaime Casassushttp://dx.doi.org/10.1016/j.eneco.2009.03.001
2007SSRN Electronic JournalWhy are the Effects of Recent Oil Price Shocks so Small?Torsten Schmidt, Tobias Zimmermannhttp://dx.doi.org/10.1002/ijfe.2404
2007SSRN Electronic JournalOil-Price Shocks and Macroeconomic Adjustments: Does the Exchange Rate Regime Matter?Almukhtar Al-Abrihttp://dx.doi.org/10.2139/ssrn.2502152
2007The Energy Journal: Vol. 28, Issue 4Oil Shocks and Real U.S. IncomeHillard G. Huntingtonhttp://dx.doi.org/10.5547/ISSN0195-6574-EJ-Vol28-No4-2
2007Energy Policy: Vol. 35, Issue 11Dynamic cyclical comovements of oil prices with industrial production, consumer prices, unemployment, and stock pricesChi-Chuan Lee, Chien-Chiang Lee, Shao-Lin Ninghttp://dx.doi.org/10.3934/NAR.2021010
2007SSRN Electronic JournalDon't Increase Federal Gasoline Taxes - Abolish ThemFaris Nasif Alshubiri, Omar Ikbal Tawfik, Syed Ahsan Jamilhttp://dx.doi.org/10.1111/j.1753-0237.2012.00220.x
2006Renewable and Sustainable Energy Reviews: Vol. 10, Issue 4Wind powered pumped hydro storage systems, a means of increasing the penetration of renewable energy in the Canary IslandsC. Bueno, J.A. Cartahttp://dx.doi.org/10.1177/0019466221998838
2006Contemporary Economic Policy: Vol. 24, Issue 4THE PERSIAN GULF, GLOBAL OIL RESOURCES, AND INTERNATIONAL SECURITYDUANE CHAPMAN, NEHA KHANNAhttp://dx.doi.org/10.1016/j.eneco.2009.03.009
2006SSRN Electronic JournalAn Econometric Evaluation of a Geopolitical Theory of Oil Price BehaviorAhmad Slaibi, Duane Chapman, Hazem Daoukhttp://dx.doi.org/10.2139/ssrn.962527
2006SSRN Electronic JournalHow Oil Moves Stock PricesRudra P. Pradhan, Mak B. Arvin, Atanu Ghoshrayhttp://dx.doi.org/10.1007/s11135-016-0350-1
2006SSRN Electronic JournalThrough a Glass Darkly: Deciphering the Impact of Oil Price ShocksAshima Goyal, Arjun Singhhttp://dx.doi.org/10.1111/j.1753-0237.2011.00192.x
2005SSRN Electronic JournalEffects of Oil Price Shocks on German Business CyclesAnna Bluszczhttp://dx.doi.org/10.1016/j.enpol.2009.10.009
2005SSRN Electronic JournalThe Macroeconomic Effects of Oil Price Shocks: Empirical Evidence for IndiaSurender Kumarhttp://dx.doi.org/10.2139/ssrn.900285
2004Annual Review of Environment and Resources: Vol. 29, Issue 1ENERGY INFRASTRUCTURE AND SECURITYAlexander E. Farrell, Hisham Zerriffi, Hadi Dowlatabadihttp://dx.doi.org/10.1016/j.jinteco.2010.10.006

 

© 2024 International Association for Energy Economics | Privacy Policy | Return Policy