Cited By
2023International Review of Economics & Finance: Vol. 84Oil market shocks and financial instability in Asian countriesLeila Dagher, Fakhri J. Hasanovhttp://dx.doi.org/10.1080/00036846.2019.1659497
2022Resources Policy: Vol. 75Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nationsSalem Adel Ziadat, David G. McMillan, Patrick Herbsthttp://dx.doi.org/10.1016/j.irfa.2017.01.004
2022Resources Policy: Vol. 78Dynamic spillovers between oil price, stock market, and investor sentiment: Evidence from the United States and VietnamThai Hong Le, Anh Tram Luonghttp://dx.doi.org/10.1016/j.eneco.2020.104771
2022Economic Analysis and Policy: Vol. 74The roles of oil shocks and geopolitical uncertainties on China’s green bond returnsChi-Chuan Lee, Huayun Tang, Ding Lihttp://dx.doi.org/10.1016/j.resourpol.2017.03.004
2022Complexity: Vol. 2022The Impacts of Crude Oil Market Structure on Stock Market Growth: Evidence from Asian CountriesHoang Anh Le, Doan Trang Do, Giacomo Fiumarahttp://dx.doi.org/10.1109/I-SPAN.2018.00023
2022Investment Management and Financial Innovations: Vol. 19, Issue 3Modeling tail risk in Indian commodity markets using conditional EVT-VaR and their relation to the stock marketShalini Agnihotri, Kanishk Chauhanhttp://dx.doi.org/10.1002/9781118946688.ch25
2022The Quarterly Review of Economics and Finance: Vol. 85The Impact of COVID-19 pandemic on Islamic and conventional financial markets: International empirical evidenceHela Mzoughi, Amine Ben Amar, Fateh Belaid, Khaled Guesmihttp://dx.doi.org/10.1016/j.eneco.2021.105660
2022Journal of International Money and Finance: Vol. 128How do oil prices affect emerging market sovereign bond spreads?Shiu-Sheng Chen, Shiangtsz Huang, Tzu-Yu Linhttp://dx.doi.org/10.1016/j.resourpol.2021.102461
2022Environmental Science and Pollution Research: Vol. 29, Issue 2Crude oil price uncertainty and corporate carbon emissionsPing Wei, Yiying Li, Xiaohang Ren, Kun Duanhttp://dx.doi.org/10.1016/j.jimonfin.2022.102700
2021Research in International Business and Finance: Vol. 56Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspectiveBoqiang Lin, Rui Baihttp://dx.doi.org/10.1016/j.econmod.2021.105589
2021Economic Modelling: Vol. 102Investigating the asymmetric impact of oil prices on GCC stock marketsNidhaleddine Ben Cheikh, Sami Ben Naceur, Oussama Kanaan, Christophe Raulthttp://dx.doi.org/10.1155/2022/6522367
2021Research in International Business and Finance: Vol. 55Crude oil shocks and African stock marketsPrecious Adaku Enwereuzoh, Jones Odei-Mensah, Peterson Owusu Juniorhttp://dx.doi.org/10.1080/1540496X.2019.1570497
2021Energy: Vol. 225The impact of extreme structural oil-price shocks on clean energy and oil stocksAktham Maghyereh, Hussein Abdohhttp://dx.doi.org/10.1111/opec.12145
2021International Review of Economics & Finance: Vol. 72Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR modelYong Jiang, Gang-Jin Wang, Chaoqun Ma, Xiaoguang Yanghttp://dx.doi.org/10.2139/ssrn.2423167
2021International Journal of Finance & Economics: Vol. 26, Issue 2Analysing spillover between returns and volatility series of oil across major stock marketsAviral Kumar Tiwari, Samia Nasreen, Subhan Ullah, Muhammad Shahbazhttp://dx.doi.org/10.1016/j.eneco.2017.08.017
2021International Journal of Finance & Economics: Vol. 26, Issue 1Tail dependence between oil prices and China's A‐shares: Evidence from firm‐level dataSheng Fang, Paul Eganhttp://dx.doi.org/10.1016/j.eneco.2019.04.007
2021Journal of Environmental Assessment Policy and Management: Vol. 23, Issue 01n02Economic Impacts of Carbon Tax in a General Equilibrium Framework: Empirical Study of JapanNaoyuki Yoshino, Ehsan Rasoulinezhad, Farhad Taghizadeh-Hesaryhttp://dx.doi.org/10.1016/j.iref.2020.10.019
2021The North American Journal of Economics and Finance: Vol. 58Oil price shocks and credit spread: Structural effect and dynamic spilloverYong Jiang, Cenjie Liu, Rui Xiehttp://dx.doi.org/10.2139/ssrn.3107361
2021Resources Policy: Vol. 72Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domainWalid Mensi, Mobeen Ur Rehman, Debasish Maitra, Khamis Hamed Al-Yahyaee, Xuan Vinh Vohttp://dx.doi.org/10.1016/j.resourpol.2021.102062
2021Energy Economics: Vol. 104Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper marketsArtur Semeyutin, Giray Gozgor, Chi Keung Marco Lau, Bing Xuhttp://dx.doi.org/10.1016/j.eneco.2018.02.016
2021Journal of Business and Social Review in Emerging Economies: Vol. 7, Issue 3Determinants of Stock Market Liquidity: Auto Regressive Distributed Lag Based Evidence from the Emerging Equity MarketMuhammad Husnain, Aijaz Mustafa Hashmi, Mumtaz Ahmadhttp://dx.doi.org/10.1080/00036846.2015.1008760
2021Journal of Environmental Management: Vol. 298Energy market uncertainty and the impact on the crude oil pricesBing Xu, Rong Fu, Chi Keung Marco Lauhttp://dx.doi.org/10.1016/j.irfa.2018.08.002
2020Energy Economics: Vol. 88Oil price shocks, global financial markets and their connectednessRıza Demirer, Román Ferrer, Syed Jawad Hussain Shahzadhttp://dx.doi.org/10.1016/j.eneco.2018.01.019
2020Resources Policy: Vol. 65The impact of oil price shocks on Tehran Stock Exchange returns: Application of the Markov switching vector autoregressive modelsParnia Shahrestani, Meysam Rafeihttp://dx.doi.org/10.2139/ssrn.2988814
2020Global Business ReviewRelationship Between Oil Price Movements and Stock Returns of Oil Firms in Oil Importing EconomiesSilky Vigg Kushwah, Areej Aftab Siddiquihttp://dx.doi.org/10.2139/ssrn.2945966
2020Energy Economics: Vol. 90Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategiesAhmed H. Elsayed, Samia Nasreen, Aviral Kumar Tiwarihttp://dx.doi.org/10.1016/j.econmod.2018.07.028
2020Emerging Markets Finance and Trade: Vol. 56, Issue 15Oil Prices and Stock Markets during the 2014–16 Oil Price Slump: Asymmetries and Speed of Adjustment in GCC and Oil-Importing CountriesAnjum Siddiqui, Haider Mahmood, Dimitris Margaritishttp://dx.doi.org/10.1002/ijfe.1916
2020Energy Economics: Vol. 86Oil price shocks and EMU sovereign yield spreadsMichail Filippidis, George Filis, Renatas Kizyshttp://dx.doi.org/10.1177/0972150920917018
2020Sustainability: Vol. 12, Issue 4The Exposure of European Union Productive Sectors to Oil Price ChangesPaulo Ferreira, Éder J. A. L. Pereira, Hernane B. B. Pereirahttp://dx.doi.org/10.26710/jbsee.v7i3.1914
2020The North American Journal of Economics and Finance: Vol. 51Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?Waqas Hanif, Jose Arreola Hernandez, Perry Sadorsky, Seong-Min Yoonhttp://dx.doi.org/10.1016/j.resourpol.2022.102931
2020Physica A: Statistical Mechanics and its Applications: Vol. 545The relationship between oil prices and the Brazilian stock marketPaulo Ferreira, Éder Pereira, Marcus Silvahttp://dx.doi.org/10.1016/j.eap.2022.03.008
2020The North American Journal of Economics and Finance: Vol. 54Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approachLina M. Cortés, Andrés Mora-Valencia, Javier Perotehttp://dx.doi.org/10.1016/j.najef.2018.10.010
2020Applied Economics: Vol. 52, Issue 11Oil shocks and stock volatility: new evidence via a Bayesian, graph-based VAR approachLibo Yin, Xiyuan Mahttp://dx.doi.org/10.1016/j.enpol.2019.01.044
2020International Review of Financial Analysis: Vol. 68Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICSQiang Ji, Bing-Yue Liu, Wan-Li Zhao, Ying Fanhttp://dx.doi.org/10.2139/ssrn.2550719
2020SSRN Electronic Journal The Time-Varying Correlation between Crude oil Future and USA Bond Markets During 2005-2020: Evidence from a DCC-GARCH ModelKonstantinos Tsiarashttp://dx.doi.org/10.21511/imfi.19(3).2022.01
2019Financial Innovation: Vol. 5, Issue 1Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysisBabak Fazelabdolabadihttp://dx.doi.org/10.2139/ssrn.2650908
2019Physica A: Statistical Mechanics and its Applications: Vol. 531A study of lead–lag structure between international crude oil price and several financial marketsCan-Zhong Yao, Peng-Cheng Kuanghttp://dx.doi.org/10.1016/j.qref.2022.04.007
2019Energy Economics: Vol. 82Linkages between oil price shocks and stock returns revisitedFirmin Doko Tchatoka, Virginie Masson, Sean Parryhttp://dx.doi.org/10.1142/S1464333222500144
2019Energy Policy: Vol. 128How oil prices affect East and Southeast Asian economies: Evidence from financial markets and implications for energy securityWillem Thorbeckehttp://dx.doi.org/10.1016/j.eneco.2018.05.011
2019Physica A: Statistical Mechanics and its Applications: Vol. 517Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisisPaulo Ferreira, Éder Johson de Area Leão Pereira, Marcus Fernandes da Silva, Hernane Borges Pereirahttp://dx.doi.org/10.1007/978-3-319-13746-9_3
2019Economic Modelling: Vol. 76Oil price and automobile stock return co-movement: A wavelet coherence analysisDebdatta Pal, Subrata K. Mitrahttp://dx.doi.org/10.2139/ssrn.3202515
2019Energy Economics: Vol. 79Oil prices, fundamentals and expectationsJoseph P. Byrne, Marco Lorusso, Bing Xuhttp://dx.doi.org/10.1016/j.eneco.2019.104656
2019European Review of Agricultural EconomicsCommodity price co-movement: heterogeneity and the time-varying impact of fundamentalsJoseph P Byrne, Ryuta Sakemoto, Bing Xuhttp://dx.doi.org/10.1016/j.iref.2022.11.008
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/10.2139/ssrn.3843938
2019Energy Economics: Vol. 81On the relation between global food and crude oil prices: An empirical investigation in a nonlinear frameworkSheng Cheng, Yan Caohttp://dx.doi.org/10.1016/j.jimonfin.2017.03.008
2018Macroeconomic Dynamics: Vol. 22, Issue 3HOW DOES STOCK MARKET VOLATILITY REACT TO OIL PRICE SHOCKS?Andrea Bastianin, Matteo Manerahttp://dx.doi.org/10.1016/j.resourpol.2020.101579
2018International Journal of Trade, Economics and Finance: Vol. 9, Issue 6Big Data Analysis of the Dynamic Relationship between Stock Prices and Business Cycles Via Bayesian MethodsKoki Kyohttp://dx.doi.org/10.3390/su12041620
2018Physica A: Statistical Mechanics and its Applications: Vol. 490Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexesFathi Abid, Bilel Kaffelhttp://dx.doi.org/10.1016/j.physa.2017.08.057
2018International Review of Financial Analysis: Vol. 57What do we know about oil prices and stock returns?Russell Smyth, Paresh Kumar Narayanhttp://dx.doi.org/10.1016/j.irfa.2018.03.010
2018Energy Economics: Vol. 70Dynamic jumps in global oil price and its impacts on China's bulk commoditiesChuanguo Zhang, Feng Liu, Danlin Yuhttp://dx.doi.org/10.1016/j.energy.2016.02.036
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 Sadorskyhttp://dx.doi.org/10.1016/j.jimonfin.2018.05.003
2017Technological and Economic Development of Economy: Vol. 23, Issue 4ESTIMATION OF LONG-RUN RELATIONSHIP OF INFLATION (CPI & WPI), AND OIL PRICES WITH KSE-100 INDEX: EVIDENCE FROM JOHANSEN MULTIVARIATE COINTEGRATION APPROACHRizwan RAHEEM AHMED, Jolita VVEINHARDT, Dalia ŠTREIMIKIENĖ, Saghir Pervaiz GHAURI, Nawaz AHMADhttp://dx.doi.org/10.3846/20294913.2017.1289422
2017SSRN Electronic Journal Implicit Probability Distribution for WTI Options: The Black Scholes vs. The Semi-Nonparametric ApproachLina Cortes, Andrrs Mora-Valencia, Javier Perotehttp://dx.doi.org/10.1016/j.ribaf.2020.101346
2017Resources Policy: Vol. 52Does oil predict gold? A nonparametric causality-in-quantiles approachMuhammad Shahbaz, Mehmet Balcilar, Zeynel Abidin Ozdemirhttp://dx.doi.org/10.1002/ijfe.1859
2017Energy Economics: Vol. 67Nonparametric panel data model for crude oil and stock market prices in net oil importing countriesParam Silvapulle, Russell Smyth, Xibin Zhang, Jean-Pierre Fenechhttp://dx.doi.org/10.1016/j.ribaf.2020.101357
2017SSRN Electronic Journal Implicit Probability Distribution for WTI Options: The Black Scholes vs. the Semi-Nonparametric ApproachLina Cortes, Andrrs Mora-Valencia, Javier Perotehttp://dx.doi.org/10.1016/j.najef.2021.101467
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/10.1093/erae/jbz017
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 Filishttp://dx.doi.org/10.1016/j.physa.2019.123745
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. Tsouknidishttp://dx.doi.org/10.1145/3206157.3206164
2017Energy Economics: Vol. 62Oil shocks and stock markets revisited: Measuring connectedness from a global perspectiveDayong Zhanghttp://dx.doi.org/10.18178/ijtef.2018.9.6.620
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. Tsouknidishttp://dx.doi.org/10.1016/j.jenvman.2021.113403
2016Resources Policy: Vol. 50Dynamics between strategic commodities and financial variables: Evidence from JapanThai-Ha Le, Youngho Changhttp://dx.doi.org/10.1016/j.physa.2019.121755
2016Energy: Vol. 101The role of monetary transmission channels in transmitting oil price shocks to prices in ASEAN-4 countries during pre- and post-global financial crisisFatemeh Razmi, M. Azali, Lee Chin, Muzafar Shah Habibullahhttp://dx.doi.org/10.1016/j.resourpol.2016.08.006
2015SSRN Electronic JournalHow Does Stock Market Volatility React to Oil Shocks?Andrea Bastianin, Matteo Manerahttp://dx.doi.org/10.1016/j.physa.2018.11.021
2015Applied Economics: Vol. 47, Issue 25Oil prices and UK industry-level stock returnsBing Xuhttp://dx.doi.org/10.1016/j.jbankfin.2015.08.027
2015Journal of Banking & Finance: Vol. 61Time-varying effect of oil market shocks on the stock marketWensheng Kang, Ronald A. Ratti, Kyung Hwan Yoonhttp://dx.doi.org/10.1016/j.najef.2019.101065
2015Global Finance Journal: Vol. 28US stock market regimes and oil price shocksTimotheos Angelidis, Stavros Degiannakis, George Filishttp://dx.doi.org/10.1016/j.gfj.2015.01.006
2015SSRN Electronic JournalTime-Varying Effect of Oil Market Shocks on the Stock MarketWensheng Kang, Ronald A. Ratti, Kyung Hwan Yoonhttp://dx.doi.org/10.1016/j.energy.2021.120209
2014SSRN Electronic JournalThe Impact of Oil Price Shocks on U.S. Bond Market ReturnsWensheng Kang, Ronald A. Ratti, Kyung Hwan Yoonhttp://dx.doi.org/10.1186/s40854-019-0128-2

 

© 2022 International Association for Energy Economics | Privacy Policy | Return Policy