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Oil price risk in the Spanish stock market: An industry perspective
16 references·11 citing·37 second hopsampled
Oil price risk in the Spanish stock market: An industry perspective (2013)Oil price risk in the Spanish stock marke…New evidence on oil price and firm returns (2011)New evidence on oil price and…Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Dynamic correlation between s…THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE IMPACT OF OIL PRICE SHOCK…Do structural oil-market shocks affect stock prices? (2009)Do structural oil-market shoc…Crude oil and stock markets: Stability, instability, and bubbles (2009)Crude oil and stock markets: …Understanding Crude Oil Prices (2008)Understanding Crude Oil PricesStriking oil: Another puzzle? (2008)Striking oil: Another puzzle?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…Does oil move equity prices? A global view (2007)Does oil move equity prices? …Oil price shocks and real GDP growth: empirical evidence for some OECD countries (2005)Oil price shocks and real GDP…Oil prices, economic activity and inflation: evidence for some Asian countries (2004)Oil prices, economic activity…Oil price shocks and stock market activity (1999)Oil price shocks and stock ma…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…Time-varying energy and stock market integration in Asia (2019)Time-varying energy and stock…Oil price shocks, global economic policy uncertainty, geopolitical risk, and stock price in Malaysia: Factor augmented VAR approach (2019)Oil price shocks, global econ…The impacts of global economic policy uncertainty on stock market returns in regime switching environment: Evidence from sectoral perspectives (2018)The impacts of global economi…The heterogeneous response of the stock market to emission allowance price: evidence from quantile regression (2018)The heterogeneous response of…Oil price and automobile stock return co-movement: A wavelet coherence analysis (2018)Oil price and automobile stoc…Impact of oil price risk on sectoral equity markets: Implications on portfolio management (2018)Impact of oil price risk on s…Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective? (2017)Time-varying causality betwee…New Evidence of Psychological Barrier from the Oil Market (2017)New Evidence of Psychological…Can stock market investors hedge energy risk? Evidence from Asia (2017)Can stock market investors he…Are Oil Price News Headlines Statistically and Economically Significant for Investors? (2017)Are Oil Price News Headlines …Firm-specific impacts of CO2 prices on the stock market value of the Spanish power industry (2016)Firm-specific impacts of CO2 …Stock Returns, 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)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)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)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Testing for unit roots in heterogeneous panels (2003)Oil prices, exchange rates and emerging stock markets (2011)Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management (2011)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)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)Discretion versus policy rules in practice (1993)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Dynamic Conditional Correlation (2002)On the links between stock and commodity markets' volatility (2013)Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH (2015)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Efficient Tests for an Autoregressive Unit Root (1996)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)MONEY, INCOME, AND CAUSALITY (1972)Oil price shocks, stock market, economic activity and employment in Greece (2001)Oil price risk and emerging stock markets (2006)Oil prices and the stock prices of alternative energy companies (2007)Renewable energy consumption, CO2 emissions and oil prices in the G7 countries (2009)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1983Oil and the Macroeconomy since World War II3,823 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
  • 1996Energy shocks and financial markets1,099 cited
  • 2005Oil price shocks and real GDP growth: empirical evidence for some OECD countries843 cited
  • 2011Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries764 cited
  • 2009Do structural oil-market shocks affect stock prices?715 cited
  • 2004Oil prices, economic activity and inflation: evidence for some Asian countries691 cited
  • 2008Relationships between oil price shocks and stock market: An empirical analysis from China665 cited
  • 2009Crude oil and stock markets: Stability, instability, and bubbles658 cited
  • 2007Does oil move equity prices? A global view645 cited
  • 2008Striking oil: Another puzzle?616 cited

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2011
New evidence on oil price and firm returns
534 cited

Cited by

  • 2017Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?119 cited
  • 2018The impacts of global economic policy uncertainty on stock market returns in regime switching environment: Evidence from sectoral perspectives115 cited
  • 2018Oil price and automobile stock return co-movement: A wavelet coherence analysis96 cited
  • 2018Impact of oil price risk on sectoral equity markets: Implications on portfolio management85 cited
  • 2017Can stock market investors hedge energy risk? Evidence from Asia81 cited
  • 2016Firm-specific impacts of CO2 prices on the stock market value of the Spanish power industry78 cited
  • 2019Oil price shocks, global economic policy uncertainty, geopolitical risk, and stock price in Malaysia: Factor augmented VAR approach78 cited
  • 2019Time-varying energy and stock market integration in Asia76 cited
  • 2018The heterogeneous response of the stock market to emission allowance price: evidence from quantile regression42 cited
  • 2017Are Oil Price News Headlines Statistically and Economically Significant for Investors?31 cited
  • 2017New Evidence of Psychological Barrier from the Oil Market29 cited