SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Oil price volatility and oil-related events: An Internet concern study perspective
10 references·16 citing·48 second hop
Oil price volatility and oil-related events: An Internet concern study perspective (2014)Oil price volatility and oil-related even…Web Search Queries Can Predict Stock Market Volumes (2012)Web Search Queries Can Predic…Twitter mood predicts the stock market (2011)Twitter mood predicts the sto…How does oil price volatility affect non-energy commodity markets? (2011)How does oil price volatility…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method (2009)Estimating the impact of extr…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…Does OPEC Matter? An Econometric Analysis of Oil Prices (2004)Does OPEC Matter? An Economet…Event Studies in Economics and Finance (1997)Event Studies in Economics an…Measuring security price performance (1980)Measuring security price perf…Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises (2023)Exploring downside risk depen…Climate change and fossil fuel prices: A GARCH-MIDAS analysis (2023)Climate change and fossil fue…What are bitcoin market reactions to its-related events? (2021)What are bitcoin market react…The COVID-19 storm and the energy sector: The impact and role of uncertainty (2021)The COVID-19 storm and the en…Long-term energy transitions and international business: Concepts, theory, methods, and a research agenda (2021)Long-term energy transitions …Oil financialization and volatility forecast: Evidence from multidimensional predictors (2019)Oil financialization and vola…Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports (2019)Measuring the interdependence…Is Oil Political? From the Perspective of Geopolitical Risk (2019)Is Oil Political? From the Pe…Geopolitical risks and the predictability of regional oil returns and volatility (2019)Geopolitical risks and the pr…Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data (2018)Oil price volatility and econ…Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS (2018)Modelling dynamic dependence …Crude oil price forecasting based on internet concern using an extreme learning machine (2018)Crude oil price forecasting b…Google search keywords that best predict energy price volatility (2017)Google search keywords that b…Further evidence on the debate of oil-gas price decoupling: A long memory approach (2017)Further evidence on the debat…Can investor attention predict oil prices? (2017)Can investor attention predic…Response pattern of stock returns to international oil price shocks: From the perspective of China’s oil industrial chain (2016)Response pattern of stock ret…A new approach for crude oil price analysis based on Empirical Mode Decomposition (2007)Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm (2008)Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models (2016)The impact of extreme events on energy price risk (2021)Energy consumption within policy uncertainty: Considering the climate and economic factors (2023)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Understanding individual human mobility patterns (2008)Predicting Financial Markets: Comparing Survey, News, Twitter and Search Engine Data (2011)When Can Social Media Lead Financial Markets? (2014)Measuring objective and subjective well-being: dimensions and data sources (2020)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Dynamic spillovers among major energy and cereal commodity prices (2014)Oil price shocks and agricultural commodity prices (2014)Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model (2018)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK 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)An Empirical Evaluation of Accounting Income Numbers (1968)The Adjustment of Stock Prices to New Information (1969)Risk, Return, and Equilibrium: Empirical Tests (1973)Using daily stock returns (1985)Introductory Econometrics for Finance (2008)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Modelling the world oil market: Assessment of a quarterly econometric model (2005)Global economic activity and crude oil prices: A cointegration analysis (2009)The Economics of Exhaustible Resources (1931)Oil and the Macroeconomy since World War II (1983)Oil Price Uncertainty (2010)Oil prices, exchange rates and emerging stock markets (2011)Speculators, commodities and cross-market linkages (2013)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Capital markets research in accounting (2001)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Personality, Gender, and Age in the Language of Social Media: The Open-Vocabulary Approach (2013)Social media and loneliness: Why an Instagram picture may be worth more than a thousand Twitter words (2016)Text as Data (2019)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Financialization of Commodity Markets (2013)Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (2019)
this work references cited by second hop

References

  • 2011Twitter mood predicts the stock market5,204 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 1980Measuring security price performance3,330 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
  • 2011How does oil price volatility affect non-energy commodity markets?330 cited
  • 2009Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method253 cited
  • 2004Does OPEC Matter? An Econometric Analysis of Oil Prices245 cited
  • 2012Web Search Queries Can Predict Stock Market Volumes238 cited

Cited by

  • 2018Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS236 cited
  • 2018Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data225 cited
  • 2019Oil financialization and volatility forecast: Evidence from multidimensional predictors154 cited
  • 2018Crude oil price forecasting based on internet concern using an extreme learning machine134 cited

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

  • 2017Can investor attention predict oil prices?125 cited
  • 2017Google search keywords that best predict energy price volatility119 cited
  • 2017Further evidence on the debate of oil-gas price decoupling: A long memory approach117 cited
  • 2021The COVID-19 storm and the energy sector: The impact and role of uncertainty110 cited
  • 2023Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises107 cited
  • 2019Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports99 cited
  • 2021Long-term energy transitions and international business: Concepts, theory, methods, and a research agenda96 cited
  • 2016Response pattern of stock returns to international oil price shocks: From the perspective of China’s oil industrial chain94 cited
  • 2023Climate change and fossil fuel prices: A GARCH-MIDAS analysis91 cited
  • 2019Geopolitical risks and the predictability of regional oil returns and volatility90 cited
  • 2019Is Oil Political? From the Perspective of Geopolitical Risk88 cited
  • 2021What are bitcoin market reactions to its-related events?85 cited