SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests
16 references·5 citing·40 second hopsampled
The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests (2016)The effect of oil prices on stock prices:…Asymmetric causality tests with an application (2011)Asymmetric causality tests wi…Investor sentiment and stock returns: Some international evidence (2009)Investor sentiment and stock …Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Oil price shocks and stock ma…Oil price risk and emerging stock markets (2006)Oil price risk and emerging s…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…Statistical inference in vector autoregressions with possibly integrated processes (1995)Statistical inference in vect…No news is good news (1992)No news is good newsConditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Stock Volatility and the Crash of '87 (1989)Stock Volatility and the Cras…Expected stock returns and volatility (1987)Expected stock returns and vo…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…The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)The stochastic behavior of co…Macroeconomics and Reality (1980)Macroeconomics and RealityInflation-poverty causal nexus in sub-Saharan African countries: an asymmetric panel causality approach (2024)Inflation-poverty causal nexu…When, where, and how economic policy uncertainty predicts Bitcoin returns and volatility? A quantiles-based analysis (2021)When, where, and how economic…Time-varying energy and stock market integration in Asia (2019)Time-varying energy and stock…Oil Prices and Chinese Stock Market: Nonlinear Causality and Volatility Persistence (2018)Oil Prices and Chinese Stock …Oil price shocks and stock returns nexus for Malaysia: Fresh evidence from nonlinear ARDL test (2018)Oil price shocks and stock re…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Pricing of Options and Corporate Liabilities (1973)Time Series Analysis: Forecasting and Control (1977)Threshold heteroskedastic models (1994)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)The distribution of realized stock return volatility (2001)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Illiquidity and stock returns: cross-section and time-series effects (2002)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)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)This is what happened to the oil price-macroeconomy relationship (1996)What is an Oil Shock? (2000)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)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)Statistical analysis of cointegration vectors (1988)Tourism as a long-run economic growth factor: the Spanish case (2002)Energy consumption, income, and carbon emissions in the United States (2006)Energy consumption, carbon emissions, and economic growth in China (2009)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Is the correlation in international equity returns constant: 1960–1990? (1995)Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices (2001)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 1987Expected stock returns and volatility4,147 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
  • 1982The stochastic behavior of common stock variances Value, leverage and interest rate effects2,382 cited
  • 1992No news is good news1,929 cited
  • 1999Oil price shocks and stock market activity1,798 cited
  • 1996Oil and the Stock Markets1,611 cited
  • 2008Oil price shocks and stock markets in the U.S. and 13 European countries1,264 cited
  • 1996Energy shocks and financial markets1,099 cited
  • 1989Stock Volatility and the Crash of '871,045 cited
  • 2006Oil price risk and emerging stock markets932 cited
  • 2009Investor sentiment and stock returns: Some international evidence880 cited
  • 2011Asymmetric causality tests with an application

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

880 cited

Cited by

  • 2018Oil Prices and Chinese Stock Market: Nonlinear Causality and Volatility Persistence93 cited
  • 2018Oil price shocks and stock returns nexus for Malaysia: Fresh evidence from nonlinear ARDL test77 cited
  • 2021When, where, and how economic policy uncertainty predicts Bitcoin returns and volatility? A quantiles-based analysis76 cited
  • 2019Time-varying energy and stock market integration in Asia76 cited
  • 2024Inflation-poverty causal nexus in sub-Saharan African countries: an asymmetric panel causality approach20 cited