SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The impact of oil price shocks on the large emerging countries' stock prices: Evidence from China, India and Russia
16 references·16 citing·34 second hopsampled
The impact of oil price shocks on the large emerging countries' stock prices: Evidence from China, India and Russia (2013)The impact of oil price shocks on the lar…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 …Understanding Crude Oil Prices (2008)Understanding Crude Oil PricesOil price shocks and stock markets in the U.S. and 13 European countries (2008)Oil price shocks and stock ma…Oil price risk and emerging stock markets (2006)Oil price risk and emerging s…Dreaming With BRICs: The Path to 2050 (2006)Dreaming With BRICs: The Path…Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: A Comment (2004)Oil Shocks and Aggregate Macr…Oil and the Macroeconomy Since the 1970s (2004)Oil and the Macroeconomy Sinc…Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime (2002)Are Oil Shocks Inflationary?:…Oil price shocks, stock market, economic activity and employment in Greece (2001)Oil price shocks, stock marke…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…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Oil and the Stock Markets (1996)Oil and the Stock MarketsEnergy shocks and financial markets (1996)Energy shocks and financial m…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Oil shocks and equity markets: The case of GCC and BRICS economies (2021)Oil shocks and equity markets…Time-varying effect of oil price shocks on the stock market returns: Evidence from oil-importing and oil-exporting countries (2020)Time-varying effect of oil pr…Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices (2020)Time and frequency domain qua…Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis (2020)Dynamic co-movement between o…Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach (2019)Impacts of oil implied volati…Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect (2019)Dynamic impacts of crude oil …Crude oil and BRICS stock markets under extreme shocks: New evidence (2019)Crude oil and BRICS stock mar…The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico (2018)The relationship between oil …Oil Prices and Chinese Stock Market: Nonlinear Causality and Volatility Persistence (2018)Oil Prices and Chinese Stock …Oil price shocks and China's stock market (2017)Oil price shocks and China's …Features of spillover networks in international financial markets: Evidence from the G20 countries (2017)Features of spillover network…Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism (2016)Causality between oil prices …The extreme-value dependence between the crude oil price and Chinese stock markets (2015)The extreme-value dependence …The effect of global oil price shocks on China's agricultural commodities (2015)The effect of global oil pric…Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries (2015)Oil price risk exposure and t…Oil price uncertainty and sectoral stock returns in China: A time-varying approach (2014)Oil price uncertainty and sec…Stock Returns, Real Activity, Inflation, and Money (1981)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?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)The Economics of Exhaustible Resources (1931)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Causes and Consequences of the Oil Shock of 2007-08 (2009)Financialization of Commodity Markets (2013)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)Comparing alternative tests of causality in temporal systems (1983)This is what happened to the oil price-macroeconomy relationship (1996)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)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)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)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)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)Renewable energy consumption, CO2 emissions and oil prices in the G7 countries (2009)Oil prices, exchange rates and emerging stock markets (2011)The Role of Monetary Policy (1995)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (2008)What do we learn from the price of crude oil futures? (2010)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 1983Oil and the Macroeconomy since World War II3,823 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
  • 1996Oil and the Stock Markets1,611 cited
  • 2008Understanding Crude Oil Prices1,270 cited
  • 2008Oil price shocks and stock markets in the U.S. and 13 European countries1,264 cited
  • 2004Oil and the Macroeconomy Since the 1970s1,137 cited
  • 1996Energy shocks and financial markets1,099 cited
  • 2006Oil price risk and emerging stock markets932 cited
  • 2001Oil price shocks, stock market, economic activity and employment in Greece773 cited
  • 2002Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime737 cited
  • 2004Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: A Comment733 cited
  • 2006

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Dreaming With BRICs: The Path to 2050
706 cited

Cited by

  • 2018The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico174 cited
  • 2020Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis172 cited
  • 2015The effect of global oil price shocks on China's agricultural commodities171 cited
  • 2019Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach156 cited
  • 2014Oil price uncertainty and sectoral stock returns in China: A time-varying approach152 cited
  • 2020Time-varying effect of oil price shocks on the stock market returns: Evidence from oil-importing and oil-exporting countries121 cited
  • 2017Oil price shocks and China's stock market113 cited
  • 2021Oil shocks and equity markets: The case of GCC and BRICS economies96 cited
  • 2015Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries94 cited
  • 2015The extreme-value dependence between the crude oil price and Chinese stock markets94 cited
  • 2016Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism93 cited
  • 2018Oil Prices and Chinese Stock Market: Nonlinear Causality and Volatility Persistence93 cited
  • 2019Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect90 cited
  • 2019Crude oil and BRICS stock markets under extreme shocks: New evidence89 cited
  • 2020Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices89 cited
  • 2017Features of spillover networks in international financial markets: Evidence from the G20 countries86 cited