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Oil price and financial markets: Multivariate dynamic frequency analysis
16 references·2 citing·28 second hop
Oil price and financial markets: Multivariate dynamic frequency analysis (2014)Oil price and financial markets: Multivar…Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries (2013)Oil price shocks and stock ma…Oil prices, exchange rates and emerging stock markets (2011)Oil prices, exchange rates an…Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Dynamic correlation between s…Oil Price Uncertainty (2010)Oil Price UncertaintyTHE 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 PricesOil price shocks and stock markets in the U.S. and 13 European countries (2008)Oil price shocks and stock ma…Oil and the Macroeconomy Since the 1970s (2004)Oil and the Macroeconomy Sinc…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 MarketsCo-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Oil price dynamics in times of uncertainty: Revisiting the role of demand and supply shocks (2023)Oil price dynamics in times o…COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets (2022)COVID-19 pandemic’s impact on…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)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)Expected stock returns and volatility (1987)Statistical analysis of cointegration vectors (1988)Oil prices, economic activity and inflation: evidence for some Asian countries (2004)Energy shocks and financial markets (1996)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)The Role of Monetary Policy (1995)Postwar U.S. Business Cycles: An Empirical Investigation (1997)What do we learn from the price of crude oil futures? (2010)Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (2008)The Economic Effects of Energy Price Shocks (2008)Bounds testing approaches to the analysis of level relationships (2001)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 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
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  • 2008Understanding Crude Oil Prices1,270 cited
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  • 2011Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries764 cited
  • 2011Oil prices, exchange rates and emerging stock markets729 cited
  • 2009Do structural oil-market shocks affect stock prices?715 cited
  • 2009Crude oil and stock markets: Stability, instability, and bubbles658 cited
  • 2010Oil Price Uncertainty655 cited
  • 2013Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries

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  • 2022COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets68 cited
  • 2023Oil price dynamics in times of uncertainty: Revisiting the role of demand and supply shocks66 cited