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Oil shocks, policy uncertainty and stock market return
16 references·16 citing·37 second hopsampled
Oil shocks, policy uncertainty and stock market return (2013)Oil shocks, policy uncertainty and stock …THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)THE ROLE OF INVENTORIES AND S…Measuring Economic Policy Uncertainty (2013)Measuring Economic Policy Unc…Uncertainty about Government Policy and Stock Prices (2012)Uncertainty about Government …The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…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…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…The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…Oil price shocks and real GDP growth: empirical evidence for some OECD countries (2005)Oil price shocks and real GDP…Stock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model (1999)Stock Market Overreactions to…Oil price shocks and stock market activity (1999)Oil price shocks and stock ma…Oil and the Stock Markets (1996)Oil and the Stock MarketsInference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…On the Determination of the Public Debt (1979)On the Determination of the P…Economic policy uncertainty (EPU) and firm carbon emissions: Evidence using a China provincial EPU index (2020)Economic policy uncertainty (…Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike? (2019)Do the emerging stock markets…What do we know about oil prices and stock returns? (2018)What do we know about oil pri…Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018)Oil Prices and Stock Markets:…Can economic policy uncertainty predict stock returns? Global evidence (2018)Can economic policy uncertain…Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty? (2017)Which determinant is the most…Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression (2017)Oil price shocks, economic po…Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model (2017)Economic policy uncertainty a…The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method (2016)The role of news-based uncert…Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations (2016)Oil price shocks, policy unce…Economic policy uncertainty and stock markets: Long-run evidence from the US (2016)Economic policy uncertainty a…Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test (2016)Does uncertainty move the gol…Uncertainty and Crude Oil Returns (2015)Uncertainty and Crude Oil Ret…The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach (2015)The Causal Relationship Betwe…Oil price shocks and stock market returns: New evidence from the United States and China (2014)Oil price shocks and stock ma…Do global factors impact BRICS stock markets? A quantile regression approach (2014)Do global factors impact BRIC…Stock Returns, Real Activity, Inflation, and Money (1981)What is an Oil Shock? (2000)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Oil prices, US stock return, and the dependence between their quantiles (2015)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Unanticipated Money, Output, and the Price Level in the United States (1978)Optimal Taxation of Capital Income in General Equilibrium with Infinite Lives (1986)Elections and Macroeconomic Policy Cycles (1988)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Statistical inference in vector autoregressions with possibly integrated processes (1995)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Financialization of Commodity Markets (2013)Speculators, commodities and cross-market linkages (2013)Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (2019)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Oil and the Macroeconomy since World War II (1983)Energy shocks and financial markets (1996)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)An Economic Theory of Democracy. (1958)Distributive Politics and Economic Growth (1994)Political uncertainty and risk premia (2013)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Carbon Tail Risk (2018)Policy Uncertainty and Corporate Investment (2015)
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References

  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 1979On the Determination of the Public Debt3,308 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 2012Uncertainty about Government Policy and Stock Prices2,327 cited
  • 2007The Impact of Uncertainty Shocks2,111 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
  • 1996Oil and the Stock Markets1,611 cited
  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,439 cited
  • 2008Oil price shocks and stock markets in the U.S. and 13 European countries1,264 cited
  • 2009Causes and Consequences of the Oil Shock of 2007–081,101 cited
  • 2009Causes and Consequences of the Oil Shock of 2007-081,006 cited
  • 1999Stock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model997 cited
  • 2013Measuring Economic Policy Uncertainty858 cited
  • 2005

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Oil price shocks and real GDP growth: empirical evidence for some OECD countries
843 cited

Cited by

  • 2020Economic policy uncertainty (EPU) and firm carbon emissions: Evidence using a China provincial EPU index473 cited
  • 2016Economic policy uncertainty and stock markets: Long-run evidence from the US469 cited
  • 2014Do global factors impact BRICS stock markets? A quantile regression approach430 cited
  • 2016The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method337 cited
  • 2016Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test336 cited
  • 2014Oil price shocks and stock market returns: New evidence from the United States and China322 cited
  • 2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression304 cited
  • 2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence297 cited
  • 2016Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations286 cited
  • 2018Can economic policy uncertainty predict stock returns? Global evidence282 cited
  • 2017Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?269 cited
  • 2017Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model268 cited
  • 2018What do we know about oil prices and stock returns?266 cited
  • 2015The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach261 cited
  • 2015Uncertainty and Crude Oil Returns256 cited
  • 2019Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?256 cited