SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Oil Price Shocks and Stock Markets in BRICs
16 references·7 citing·33 second hop
Oil Price Shocks and Stock Markets in BRICs (2011)Oil Price Shocks and Stock Markets in BRI…Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Oil price shocks and stock ma…Oil price shocks and real GDP growth: empirical evidence for some OECD countries (2005)Oil price shocks and real GDP…Oil prices, economic activity and inflation: evidence for some Asian countries (2004)Oil prices, economic activity…Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime (2002)Are Oil Shocks Inflationary?:…Oil price shocks and stock market activity (1999)Oil price shocks and stock ma…What happened to the oil price-macroeconomy relationship? (1996)What happened to the oil pric…This is what happened to the oil price-macroeconomy relationship (1996)This is what happened to the …Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…Oil and the Stock Markets (1996)Oil and the Stock MarketsEnergy shocks and financial markets (1996)Energy shocks and financial m…Oil Shocks and the Macroeconomy: The Role of Price Variability* (1995)Oil Shocks and the Macroecono…Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Recursive and Sequential Test…Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results (1989)Oil and the Macroeconomy When…Testing for the Effects of Oil-Price Rises using Vector Autoregressions (1984)Testing for the Effects of Oi…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Oil shocks and stock market: Revisiting the dynamics (2021)Oil shocks and stock market: …Environmental and economic effectiveness of the Kyoto Protocol (2020)Environmental and economic ef…Crude oil and BRICS stock markets under extreme shocks: New evidence (2019)Crude oil and BRICS stock mar…The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests (2016)The effect of oil prices on s…Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period (2014)Oil prices and MENA stock mar…The effects of foreign exchange and monetary policies in Russia (2013)The effects of foreign exchan…A momentum threshold model of stock prices and country risk ratings: Evidence from BRICS countries (2013)A momentum threshold model of…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Further evidence on breaking trend functions in macroeconomic variables (1997)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Irreversibility, Uncertainty, and Cyclical Investment (1980)Macroeconomics and Reality (1980)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s? (2007)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Comparing alternative tests of causality in temporal systems (1983)What is an Oil Shock? (2000)Generalized autoregressive conditional heteroskedasticity (1986)Testing for a Unit Root in Time Series Regression (1988)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Oil prices, US stock return, and the dependence between their quantiles (2015)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Renewable energy consumption, CO2 emissions and oil prices in the G7 countries (2009)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Oil prices, exchange rates and emerging stock markets (2011)MONEY, INCOME, AND CAUSALITY (1972)Oil price shocks, stock market, economic activity and employment in Greece (2001)Oil price risk and emerging stock markets (2006)Oil prices and the stock prices of alternative energy companies (2007)Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (2008)The Economic Effects of Energy Price Shocks (2008)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
  • 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
  • 1999Oil price shocks and stock market activity1,798 cited
  • 1996This is what happened to the oil price-macroeconomy relationship1,684 cited
  • 1996Oil and the Stock Markets1,611 cited
  • 1989Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results1,557 cited
  • 2008Oil price shocks and stock markets in the U.S. and 13 European countries1,264 cited
  • 1996Energy shocks and financial markets1,099 cited
  • 1996What happened to the oil price-macroeconomy relationship?918 cited
  • 1995Oil Shocks and the Macroeconomy: The Role of Price Variability*914 cited
  • 1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence870 cited
  • 2005Oil price shocks and real GDP growth: empirical evidence for some OECD countries843 cited
  • 2002Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime737 cited
  • 1984Testing for the Effects of Oil-Price Rises using Vector Autoregressions

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

707 cited
  • 2004Oil prices, economic activity and inflation: evidence for some Asian countries691 cited
  • Cited by

    • 2020Environmental and economic effectiveness of the Kyoto Protocol99 cited
    • 2016The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests97 cited
    • 2014Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period90 cited
    • 2019Crude oil and BRICS stock markets under extreme shocks: New evidence89 cited
    • 2021Oil shocks and stock market: Revisiting the dynamics75 cited
    • 2013A momentum threshold model of stock prices and country risk ratings: Evidence from BRICS countries35 cited
    • 2013The effects of foreign exchange and monetary policies in Russia15 cited