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2020Energy Economics: Vol. 86Oil price shocks and EMU sovereign yield spreadsMichail Filippidis, George Filis, Renatas Kizyshttp://dx.doi.org/10.1016/j.jimonfin.2016.10.003
2020Economic SystemsEconomic indicators and stock market volatility in an emerging economyDohyun Chun, Hoon Cho, Doojin Ryuhttp://dx.doi.org/10.2139/ssrn.2423167
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 Tiwarihttp://dx.doi.org/10.1016/j.econmod.2018.07.028
2019Economic Change and Restructuring: Vol. 52, Issue 3Stock market behavior of pharmaceutical industry in Iran and macroeconomic factorsHassan Heidari, Arash Refah Kahriz, Yousef Mohammadzadehhttp://dx.doi.org/10.2139/ssrn.2550719
2019Energy Policy: Vol. 134Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock marketsMehmet Balcilar, Rıza Demirer, Shawkat Hammoudehhttp://dx.doi.org/10.1016/j.eneco.2018.01.023
2019Journal of Commodity MarketsA comprehensive empirical analysis of the predictive impact of the price of crude oil on aggregate equity return volatilityNima Nonejadhttp://dx.doi.org/10.2139/ssrn.3070998
2019Energy Economics: Vol. 80Connectedness of economic policy uncertainty and oil price shocks in a time domain perspectiveLu Yanghttp://dx.doi.org/10.1016/j.resourpol.2016.08.006
2019Energy Economics: Vol. 78The importance of oil assets for portfolio optimization: The analysis of firm level stocksSuleman Sarwar, Muhammad Shahbaz, Awais Anwar, Aviral Kumar Tiwarihttp://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.2650908
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 Roubaudhttp://dx.doi.org/10.1016/j.resourpol.2017.03.004
2019Economies: Vol. 7, Issue 1Macroeconomic Determinants of Stock Market Fluctuations: The Case of BIST-100Caner Demirhttp://dx.doi.org/10.3390/economies7010008
2019Journal of Applied EconometricsMeasuring global economic activityJames D. Hamiltonhttp://dx.doi.org/10.1002/jae.2740
2018Journal of Economics and Finance: Vol. 42, Issue 1Oil and equity: too deep into each otherNatalya Delcoure, Harmeet Singhhttp://dx.doi.org/10.1016/j.eneco.2018.11.021
2018SSRN Electronic Journal Commodity-Currencies or Currency-Commodities: Evidence from Causality TestsAriel R. Belasen, Riza Demirerhttp://dx.doi.org/10.1016/j.jbankfin.2015.08.027
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
2018Macroeconomic Dynamics: Vol. 22, Issue 3HOW DOES STOCK MARKET VOLATILITY REACT TO OIL PRICE SHOCKS?Andrea Bastianin, Matteo Manerahttp://dx.doi.org/10.1017/S1365100516000353
2018Physica A: Statistical Mechanics and its Applications: Vol. 498Do oil shocks predict economic policy uncertainty?Mobeen Ur Rehmanhttp://dx.doi.org/10.1016/j.physa.2017.12.133
2018Journal of Empirical Finance: Vol. 47Oil and the short-term predictability of stock return volatilityYudong Wang, Yu Wei, Chongfeng Wu, Libo Yinhttp://dx.doi.org/10.1016/j.jcomm.2017.12.005
2018Journal of Commodity Markets: Vol. 12Volatility spillover in seafood marketsRoy Endré Dahl, Erlendur Jonssonhttp://dx.doi.org/10.1016/j.econmod.2016.04.001
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. Rattihttp://dx.doi.org/10.2139/ssrn.3128354
2018Energy Economics: Vol. 70Oil volatility, oil and gas firms and portfolio diversificationNikolaos Antonakakis, Juncal Cunado, George Filis, David Gabauer, Fernando Perez de Graciahttp://dx.doi.org/10.4018/978-1-5225-7180-3.ch004
2018Economic Modelling: Vol. 72Oil price shocks and uncertainty: How stable is their relationship over time?Stavros Degiannakis, George Filis, Sofia Panagiotakopoulouhttp://dx.doi.org/10.1016/j.jimonfin.2017.03.008
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/10.1016/j.econmod.2018.01.004
2017SSRN Electronic Journal Oil Prices and the Renewable Energy SectorEvangelos Kyritsis, Apostolos Serletishttp://dx.doi.org/10.1016/j.eneco.2016.01.012
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/10.1016/j.enpol.2019.110931
2017Economic Modelling: Vol. 66Can investors of Chinese energy stocks benefit from diversification into commodity futures?Xiaoqian Wen, Duc Khuong Nguyenhttp://dx.doi.org/10.1016/j.econmod.2017.06.016
2017Resources Policy: Vol. 52Does oil predict gold? A nonparametric causality-in-quantiles approachMuhammad Shahbaz, Mehmet Balcilar, Zeynel Abidin Ozdemirhttp://dx.doi.org/10.1016/j.jempfin.2018.03.002
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. Rattihttp://dx.doi.org/10.1016/j.eneco.2018.05.001
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.ecosys.2020.100788
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.irfa.2016.10.002
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 Mkaouarhttp://dx.doi.org/10.2139/ssrn.2718048
2016Energy Policy: Vol. 98The impacts of oil price shocks on stock market volatility: Evidence from the G7 countriesAndrea Bastianin, Francesca Conti, Matteo Manerahttp://dx.doi.org/10.1007/s11156-018-0730-9
2016Economia Politica: Vol. 33, Issue 1On the volatility transmission between oil and stock markets: a comparison of emerging importers and exportersElie Bouri, Riza Demirerhttp://dx.doi.org/10.1007/s40888-016-0022-6
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 Filishttp://dx.doi.org/10.1016/j.eneco.2019.104656
2016Resources Policy: Vol. 50Dynamics between strategic commodities and financial variables: Evidence from JapanThai-Ha Le, Youngho Changhttp://dx.doi.org/10.1016/j.jcomm.2019.100121
2016Energy Economics: Vol. 55Uncertainty and crude oil returnsRiadh Aloui, Rangan Gupta, Stephen M. Millerhttp://dx.doi.org/10.1007/s10644-016-9199-5
2015SSRN Electronic JournalUncertainty and Crude Oil ReturnsRiadh Aloui, Rangan Gupta, Stephen M. Millerhttp://dx.doi.org/10.1016/j.eneco.2015.02.010
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. Khalifahttp://dx.doi.org/10.1007/978-3-319-67753-8_3
2015SSRN Electronic JournalHow Does Stock Market Volatility React to Oil Shocks?Andrea Bastianin, Matteo Manerahttp://dx.doi.org/10.2139/ssrn.2945966
2015SSRN Electronic JournalTime-Varying Effect of Oil Market Shocks on the Stock MarketWensheng Kang, Ronald A. Ratti, Kyung Hwan Yoonhttp://dx.doi.org/10.1007/s10644-018-9228-7
2015SSRN Electronic JournalThe Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 CountriesAndrea Bastianin, Francesca Conti, Matteo Manerahttp://dx.doi.org/10.1007/s12197-017-9387-9
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/10.3390/ijfs3030381
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
2015International Journal of Financial Studies: Vol. 3, Issue 3A Probit Model for the State of the Greek GDP GrowthStavros Degiannakishttp://dx.doi.org/10.1016/j.resourpol.2019.03.004
2014SSRN Electronic JournalThe Impact of Oil Price Shocks on U.S. Bond Market ReturnsWensheng Kang, Ronald A. Ratti, Kyung Hwan Yoonhttp://dx.doi.org/10.1016/j.eneco.2019.01.006