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Does the price of oil interact with clean energy prices in the stock market?
16 references·16 citing·39 second hopsampled
Does the price of oil interact with clean energy prices in the stock market? (2013)Does the price of oil interact with clean…THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE IMPACT OF OIL PRICE SHOCK…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Causes and Consequences of the Oil Shock of 2007–08 (2009)Causes and Consequences of th…Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Oil price shocks and stock ma…Were There Regime Switches in U.S. Monetary Policy? (2006)Were There Regime Switches in…International Asset Allocation With Regime Shifts (2002)International Asset Allocatio…What is an Oil Shock? (2000)What is an Oil Shock?Oil price shocks and stock market activity (1999)Oil price shocks and stock ma…This is what happened to the oil price-macroeconomy relationship (1996)This is what happened to the …Oil and the Stock Markets (1996)Oil and the Stock MarketsDiscretion versus policy rules in practice (1993)Discretion versus policy rule…Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results (1989)Oil and the Macroeconomy When…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Stock Returns, Real Activity, Inflation, and Money (1981)Stock Returns, Real Activity,…Macroeconomics and Reality (1980)Macroeconomics and RealityDiversifier or more? Hedge and safe haven properties of green bonds during COVID-19 (2022)Diversifier or more? Hedge an…Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis (2021)Time-frequency connectedness …The rise in investors’ awareness of climate risks after the Paris Agreement and the clean energy-oil-technology prices nexus (2021)The rise in investors’ awaren…Time and frequency connectedness among oil shocks, electricity and clean energy markets (2020)Time and frequency connectedn…Dynamic connectedness between oil prices and stock returns of clean energy and technology companies (2020)Dynamic connectedness between…Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach (2019)Gold and crude oil as safe-ha…Do all clean energy stocks respond homogeneously to oil price? (2019)Do all clean energy stocks re…What do we know about oil prices and stock returns? (2018)What do we know about oil pri…The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach (2018)The impact of energy prices o…Optimal hedge ratios for clean energy equities (2018)Optimal hedge ratios for clea…On the dynamic dependence and investment performance of crude oil and clean energy stocks (2017)On the dynamic dependence and…Oil price uncertainty and clean energy stock returns: New evidence from crude oil volatility index (2017)Oil price uncertainty and cle…Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression (2017)Oil price shocks, economic po…The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach (2016)The heterogeneity dependence …The environmental Kuznets curve in Indonesia: Exploring the potential of renewable energy (2016)The environmental Kuznets cur…International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear cointegration tests with unknown structural breaks (2016)International crude oil price…MONEY, INCOME, AND CAUSALITY (1972)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Output Fluctuations in the United States: What Has Changed since the Early 1980's?Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Facts and Fantasies about Commodity Futures (2006)The Economic Effects of Energy Price Shocks (2008)Optimum consumption and portfolio rules in a continuous-time model (1971)A Theory of the Term Structure of Interest Rates (1985)A New Approach to Measuring Financial Contagion (2003)Market Integration and Contagion (2005)How Sovereign Is Sovereign Credit Risk? (2011)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Comparing alternative tests of causality in temporal systems (1983)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Generalized autoregressive conditional heteroskedasticity (1986)Testing for a Unit Root in Time Series Regression (1988)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1993Discretion versus policy rules in practice9,059 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
  • 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
  • 2000What is an Oil Shock?2,194 cited
  • 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1,837 cited
  • 1999Oil price shocks and stock market activity1,798 cited
  • 2002International Asset Allocation With Regime Shifts1,779 cited
  • 1996This is what happened to the oil price-macroeconomy relationship1,684 cited
  • 1996Oil and the Stock Markets1,611 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 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
  • 2009

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Causes and Consequences of the Oil Shock of 2007–08
1,101 cited

Cited by

  • 2016International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear cointegration tests with unknown structural breaks361 cited
  • 2017Oil price uncertainty and clean energy stock returns: New evidence from crude oil volatility index327 cited
  • 2021Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis323 cited
  • 2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression304 cited
  • 2017On the dynamic dependence and investment performance of crude oil and clean energy stocks288 cited
  • 2016The environmental Kuznets curve in Indonesia: Exploring the potential of renewable energy273 cited
  • 2018What do we know about oil prices and stock returns?266 cited
  • 2020Time and frequency connectedness among oil shocks, electricity and clean energy markets262 cited
  • 2021The rise in investors’ awareness of climate risks after the Paris Agreement and the clean energy-oil-technology prices nexus246 cited
  • 2019Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach245 cited
  • 2016The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach236 cited
  • 2020Dynamic connectedness between oil prices and stock returns of clean energy and technology companies225 cited
  • 2018The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach224 cited
  • 2018Optimal hedge ratios for clean energy equities217 cited
  • 2022Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19216 cited
  • 2019Do all clean energy stocks respond homogeneously to oil price?213 cited