SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Relationships among U.S. oil prices and oil industry equity indices · Study

ArticleShelves

ArticleRelationships among U.S. oil prices and oil industry equity indices

Shawkat M. Hammoudeh2003

Article2003

Relationships among U.S. oil prices and oil industry equity indices

Shawkat M. Hammoudeh · Sel Dibooğlu · Eisa A. Aleisa

225 citations·0/0 files stored·International Review of Economics & Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Market Dynamics and Volatility Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 225 citations exist upstream.

References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1988Testing for a Unit Root in Time Series Regression 1988Statistical analysis of cointegration vectors 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1987Expected stock returns and volatility 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order 1988A Capital Asset Pricing Model with Time-Varying Covariances

Cited by

2019Asymmetric volatility spillovers between oil and stock markets: Evidence from China and the United States 2015Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach 2013Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns 2012Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam 2008Assessing the impact of oil prices on firms of different sizes: Its tough being in the middle

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2004Dynamic Relationships among GCC Stock Markets and Nymex Oil Futuresarticle · 11 shared references 2005Behavior of GCC stock markets and impacts of US oil and financial marketsarticle · 11 shared references 2004International portfolio diversification to Central European stock marketsarticle · 9 shared references 1996Time-Series-Based Econometricsbook · 9 shared references 2009International stock market linkages: Evidence from Latin Americaarticle · 9 shared references 2006Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures marketsarticle · 9 shared references

Details

Year2003

Typearticle

Published2003-03-25

VenueInternational Review of Economics & Finance

ISSN-L1059-0560

Languageen

Citations225

Files0 public / 0

ShelfMarket Dynamics and Volatility

Identifiers

doi10.1016/s1059-0560(03)00011-x

openalex_workW2012061753

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2013Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment

2017Oil, gold, US dollar and stock market interdependencies: a global analytical insight

2015Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia