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Oil price shocks and European industries
16 references·14 citing·34 second hop
Oil price shocks and European industries (2011)Oil price shocks and European industriesDoes oil move equity prices? A global view (2007)Does oil move equity prices? …Risk factors in stock returns of Canadian oil and gas companies (2001)Risk factors in stock returns…Oil price shocks, stock market, economic activity and employment in Greece (2001)Oil price shocks, stock marke…Oil price shocks and stock market activity (1999)Oil price shocks and stock ma…This is what happened to the oil price-macroeconomy relationship (1996)This is what happened to the …Oil price volatility and the macroeconomy (1996)Oil price volatility and the …Oil and the Stock Markets (1996)Oil and the Stock MarketsEnergy shocks and financial markets (1996)Energy shocks and financial m…Oil Shocks and the Macroeconomy: The Role of Price Variability* (1995)Oil Shocks and the Macroecono…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root? (1991)Testing the Null Hypothesis o…Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results (1989)Oil and the Macroeconomy When…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Macroeconomics and Reality (1980)Macroeconomics and RealityEU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions (2023)EU sectoral stocks amid geopo…Oil price shocks, global economic policy uncertainty, geopolitical risk, and stock price in Malaysia: Factor augmented VAR approach (2019)Oil price shocks, global econ…A sectoral analysis of asymmetric nexus between oil price and stock returns (2019)A sectoral analysis of asymme…Oil volatility risk and stock market volatility predictability: Evidence from G7 countries (2017)Oil volatility risk and stock…Does oil and gold price uncertainty matter for the stock market? (2017)Does oil and gold price uncer…Co-movements among the stock prices of new energy, high-technology and fossil fuel companies in China (2017)Co-movements among the stock …Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models (2016)Returns and volatility linkag…Impact of fuel price fluctuations on airline stock returns (2016)Impact of fuel price fluctuat…The effect of global oil price shocks on China's metal markets (2015)The effect of global oil pric…The effect of global oil price shocks on China's agricultural commodities (2015)The effect of global oil pric…Shocks and Stocks: A Bottom-up Assessment of the Relationship Between Oil Prices, Gasoline Prices and the Returns of Chinese Firms (2015)Shocks and Stocks: A Bottom-u…Carbon intensity in production and the effects of climate policy—Evidence from Swedish industry (2014)Carbon intensity in productio…The liquidity of energy stocks (2013)The liquidity of energy stocksOil and stock returns: Evidence from European industrial sector indices in a time-varying environment (2013)Oil and stock returns: Eviden…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Comparing alternative tests of causality in temporal systems (1983)What is an Oil Shock? (2000)Generalized autoregressive conditional heteroskedasticity (1986)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Oil prices, US stock return, and the dependence between their quantiles (2015)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Time Series Regression with a Unit Root (1987)Long memory processes and fractional integration in econometrics (1996)Energy consumption, income, and carbon emissions in the United States (2006)Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (2008)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)The Economic Effects of Energy Price Shocks (2008)
this work references cited by second hop

References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
  • 1999Oil price shocks and stock market activity1,798 cited
  • 1996This is what happened to the oil price-macroeconomy relationship1,684 cited
  • 1996Oil and the Stock Markets1,611 cited
  • 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
  • 1989Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results1,557 cited
  • 1996Energy shocks and financial markets1,099 cited
  • 1995Oil Shocks and the Macroeconomy: The Role of Price Variability*914 cited
  • 2001Oil price shocks, stock market, economic activity and employment in Greece773 cited
  • 1996Oil price volatility and the macroeconomy765 cited
  • 2001Risk factors in stock returns of Canadian oil and gas companies653 cited

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  • 2007Does oil move equity prices? A global view645 cited
  • Cited by

    • 2013Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment172 cited
    • 2015The effect of global oil price shocks on China's agricultural commodities171 cited
    • 2016Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models159 cited
    • 2015The effect of global oil price shocks on China's metal markets121 cited
    • 2017Does oil and gold price uncertainty matter for the stock market?109 cited
    • 2017Co-movements among the stock prices of new energy, high-technology and fossil fuel companies in China84 cited
    • 2023EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions82 cited
    • 2019A sectoral analysis of asymmetric nexus between oil price and stock returns79 cited
    • 2014Carbon intensity in production and the effects of climate policy—Evidence from Swedish industry78 cited
    • 2019Oil price shocks, global economic policy uncertainty, geopolitical risk, and stock price in Malaysia: Factor augmented VAR approach78 cited
    • 2015Shocks and Stocks: A Bottom-up Assessment of the Relationship Between Oil Prices, Gasoline Prices and the Returns of Chinese Firms77 cited
    • 2017Oil volatility risk and stock market volatility predictability: Evidence from G7 countries77 cited
    • 2016Impact of fuel price fluctuations on airline stock returns74 cited
    • 2013The liquidity of energy stocks30 cited