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Direct and indirect oil shocks and their impacts upon energy related stocks
16 references·3 citing·38 second hop
Direct and indirect oil shocks and their impacts upon energy related stocks (2014)Direct and indirect oil shocks and their …THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE IMPACT OF OIL PRICE SHOCK…Relationships between oil price shocks and stock market: An empirical analysis from China (2008)Relationships between oil pri…Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Oil price shocks and stock ma…Oil prices and the stock prices of alternative energy companies (2007)Oil prices and the stock pric…Oil price shocks and real GDP growth: empirical evidence for some OECD countries (2005)Oil price shocks and real GDP…Oil price shocks, stock market, economic activity and employment in Greece (2001)Oil price shocks, stock marke…Oil price volatility and the macroeconomy (1996)Oil price volatility and the …Oil and the Stock Markets (1996)Oil and the Stock MarketsEnergy shocks and financial markets (1996)Energy shocks and financial m…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Measuring and Testing the Impact of News on Volatility (1993)Measuring and Testing the Imp…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…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…Oil prices and bank credit risk in MENA countries after the 2008 financial crisis (2020)Oil prices and bank credit ri…Oil price shocks and Chinese economy revisited: New evidence from SVAR model with sign restrictions (2020)Oil price shocks and Chinese …Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis (2018)Detrended correlation coeffic…STOCK PRICES, REAL ACTIVITY, INFLATION AND MONEY (1981)What is an Oil Shock? (2000)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)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)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)Comparing alternative tests of causality in temporal systems (1983)Oil price shocks and stock market activity (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2008)Testing for the Constancy of Parameters Over Time (1989)Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Testing for a Unit Root in Time Series Regression (1988)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)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)The Economic Effects of Energy Price Shocks (2008)A long memory property of stock market returns and a new model (1993)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
  • 1993Measuring and Testing the Impact of News on Volatility3,692 cited
  • 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1,837 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
  • 2007Oil prices and the stock prices of alternative energy companies843 cited
  • 2005Oil price shocks and real GDP growth: empirical evidence for some OECD countries843 cited
  • 2001Oil price shocks, stock market, economic activity and employment in Greece773 cited
  • 1996Oil price volatility and the macroeconomy

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765 cited
  • 2008Relationships between oil price shocks and stock market: An empirical analysis from China665 cited
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    • 2018Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis55 cited
    • 2020Oil price shocks and Chinese economy revisited: New evidence from SVAR model with sign restrictions47 cited
    • 2020Oil prices and bank credit risk in MENA countries after the 2008 financial crisis15 cited