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Oil Price Shocks and the U.S. Stock Market: Do Sign and Size Matter?
16 references·5 citing·35 second hop
Oil Price Shocks and the U.S. Stock Market: Do Sign and Size Matter? (2015)Oil Price Shocks and the U.S. Stock Marke…THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE IMPACT OF OIL PRICE SHOCK…How sensitive are consumer expenditures to retail energy prices? (2009)How sensitive are consumer ex…Do structural oil-market shocks affect stock prices? (2009)Do structural oil-market shoc…Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Oil price shocks and stock ma…In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (2005)In-Sample or Out-of-Sample Te…Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: A Comment (2004)Oil Shocks and Aggregate Macr…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…Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Systematic Monetary Policy an…This is what happened to the oil price-macroeconomy relationship (1996)This is what happened to the …Oil price volatility and the macroeconomy (1996)Oil price volatility and the …Oil and the Stock Markets (1996)Oil and the Stock MarketsImpulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Energy shocks and financial markets (1996)Energy shocks and financial m…Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results (1989)Oil and the Macroeconomy When…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…Time-varying energy and stock market integration in Asia (2019)Time-varying energy and stock…The economic and financial properties of crude oil: A review (2019)The economic and financial pr…A sectoral analysis of asymmetric nexus between oil price and stock returns (2019)A sectoral analysis of asymme…Automobile manufacturers, electric vehicles and the price of oil (2018)Automobile manufacturers, ele…Can investors of Chinese energy stocks benefit from diversification into commodity futures? (2017)Can investors of Chinese ener…Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Stock Returns, Real Activity, Inflation, and Money (1981)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)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)Output Fluctuations in the United States: What Has Changed since the Early 1980's?Oil and the Macroeconomy since World War II (1983)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)An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)Econometric policy evaluation: A critique (1976)Macroeconomics and Reality (1980)The federal funds rate and the channels of monetary transmission (1989)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)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)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)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)Oil prices, exchange rates and emerging stock markets (2011)Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (2008)
this work references cited by second hop

References

  • 1986Economic Forces and the Stock Market5,258 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 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
  • 1996This is what happened to the oil price-macroeconomy relationship1,684 cited
  • 1996Oil and the Stock Markets1,611 cited
  • 1997Systematic Monetary Policy and the Effects of Oil Price Shocks1,594 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
  • 1996Oil price volatility and the macroeconomy765 cited
  • 2005In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?756 cited
  • 2004Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: A Comment733 cited
  • 2009Do structural oil-market shocks affect stock prices?715 cited
  • 2009

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How sensitive are consumer expenditures to retail energy prices?
580 cited

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  • 2019Time-varying energy and stock market integration in Asia76 cited
  • 2018Automobile manufacturers, electric vehicles and the price of oil66 cited
  • 2019The economic and financial properties of crude oil: A review65 cited
  • 2017Can investors of Chinese energy stocks benefit from diversification into commodity futures?21 cited