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Correlations between oil and stock markets: A wavelet-based approach · Study

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ArticleCorrelations between oil and stock markets: A wavelet-based approach

Belén Martín-Barragán2015

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Articlegreen2015

Correlations between oil and stock markets: A wavelet-based approach

Belén Martín-Barragán · Sofía B. Ramos · Helena Veiga

83 citations·0/0 files stored·Economic Modelling

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References

1986Economic Forces and the Stock Market 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 1989Business conditions and expected returns on stocks and bonds 1983Oil and the Macroeconomy since World War II 2001Extreme Correlation of International Equity Markets 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1995Is the correlation in international equity returns constant: 1960–1990?

Cited by

2017Can stock market investors hedge energy risk? Evidence from Asia 2021Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications 2019Time-varying energy and stock market integration in Asia 2017Global financial crisis and co-movements between oil prices and sector stock markets in Saudi Arabia: A VaR based wavelet

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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidencearticle · 17 shared references 2014Oil price shocks and stock market returns: New evidence from the United States and Chinaarticle · 16 shared references 2013Wavelet-based evidence of the impact of oil prices on stock returnsarticle · 16 shared references 2013Oil and stock returns: Evidence from European industrial sector indices in a time-varying environmentarticle · 15 shared references 2010Risk factors in oil and gas industry returns: International evidencearticle · 14 shared references 2018Oil price and automobile stock return co-movement: A wavelet coherence analysisarticle · 14 shared references

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Year2015

Typearticle

Published2015-07-17

VenueEconomic Modelling

ISSN-L0264-9993

Languageen

Citations83

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.econmod.2015.06.010

openalex_workW2175351090

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