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Dow Jones sustainability index transmission to oil stock market returns: A GARCH approach
16 references·5 citing·45 second hop
Dow Jones sustainability index transmission to oil stock market returns: A GARCH approach (2012)Dow Jones sustainability index transmissi…Oil price shocks and industry stock returns (2011)Oil price shocks and industry…Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment (2010)Volatility behavior of oil, i…Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade (2010)Oil prices, stock markets and…Measuring Corporate Social Performance: A Review (2010)Measuring Corporate Social Pe…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…Sustainable Development and Corporate Performance: A Study Based on the Dow Jones Sustainability Index (2007)Sustainable Development and C…Does oil move equity prices? A global view (2007)Does oil move equity prices? …Common and fundamental factors in stock returns of Canadian oil and gas companies (2006)Common and fundamental factor…S&P 500 Index Additions and Earnings Expectations (2003)S&P 500 Index Additions and E…Corporate Social and Financial Performance: A Meta-Analysis (2003)Corporate Social and Financia…People and Profits? 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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 2003Corporate Social and Financial Performance: A Meta-Analysis7,627 cited
  • 1986Generalized autoregressive conditional heteroscedasticity1,810 cited
  • 2008Oil price shocks and stock markets in the U.S. and 13 European countries1,264 cited
  • 1996Energy shocks and financial markets1,099 cited
  • 2010Measuring Corporate Social Performance: A Review1,065 cited
  • 2001People and Profits?957 cited
  • 2007Sustainable Development and Corporate Performance: A Study Based on the Dow Jones Sustainability Index951 cited
  • 2008Relationships between oil price shocks and stock market: An empirical analysis from China665 cited
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  • 2010Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade498 cited
  • 2006Common and fundamental factors in stock returns of Canadian oil and gas companies473 cited
  • 2003S&P 500 Index Additions and Earnings Expectations371 cited
  • 2011Oil price shocks and industry stock returns

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364 cited
  • 2010Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment352 cited
  • Cited by

    • 2021Commodity market risks and green investments: Evidence from India82 cited
    • 2015Corporate social responsibility and financial performance: event study cases44 cited
    • 2022Should risk-averse investors target the portfolios of socially responsible companies?32 cited
    • 2024Energy transition: Assessing oil companies' compliance with their disclosed environmental strategic positioning26 cited
    • 2025Transitioning to Sustainability: Dynamic Spillovers Between Sustainability Indices and Chinese Stock Market19 cited