SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Impact of oil price uncertainty on Middle East and African stock markets
16 references·16 citing·40 second hopsampled
Impact of oil price uncertainty on Middle East and African stock markets (2017)Impact of oil price uncertainty on Middle…Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management (2011)Volatility spillovers between…Return and volatility transmission between world oil prices and stock markets of the GCC countries (2011)Return and volatility transmi…On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness (2011)On the impacts of oil price f…Volatility transmission between oil prices and equity sector returns (2009)Volatility transmission betwe…THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE IMPACT OF OIL PRICE SHOCK…Oil price risk and emerging stock markets (2006)Oil price risk and emerging s…Shock and volatility transmission in the oil, US and Gulf equity markets (2005)Shock and volatility transmis…Conditional Jump Dynamics in Stock Market Returns (2002)Conditional Jump Dynamics in …Oil price shocks, stock market, economic activity and employment in Greece (2001)Oil price shocks, stock marke…Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns (2001)Forecasting S&P 100 volatilit…Oil price shocks and stock market activity (1999)Oil price shocks and stock ma…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Irreversibility, Uncertainty, and Investment (1990)Irreversibility, Uncertainty,…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions (2023)The effect of oil implied vol…Oil price uncertainty and stock price crash risk: Evidence from China (2022)Oil price uncertainty and sto…Integrated decision recommendation system using iteration-enhanced collaborative filtering, golden cut bipolar for analyzing the risk-based oil market spillovers (2022)Integrated decision recommend…The effects of the oil price and oil price volatility on inflation in Turkey (2021)The effects of the oil price …Stock market performance and COVID-19 pandemic: evidence from a developing economy (2021)Stock market performance and …Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions (2021)Oil price changes, uncertaint…News-based equity market uncertainty and crude oil volatility (2021)News-based equity market unce…Commodity market risks and green investments: Evidence from India (2021)Commodity market risks and gr…The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices (2020)The dynamic impact of oil pri…Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects (2020)Implied volatility relationsh…The impact of oil price uncertainty on GCC stock markets (2019)The impact of oil price uncer…Oil market volatility and stock market volatility (2018)Oil market volatility and sto…Nonlinear relationships amongst the implied volatilities of crude oil and precious metals (2018)Nonlinear relationships among…Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility (2018)Dynamic and directional netwo…Oil and energy sector stock markets: An analysis of implied volatility indexes (2017)Oil and energy sector stock m…Impacts of oil volatility shocks on metal markets: A research note (2017)Impacts of oil volatility sho…Optimum consumption and portfolio rules in a continuous-time model (1971)Determinants of corporate borrowing (1977)Option pricing: A simplified approach (1979)Investment and Hysteresis (1992)The Correlates of Change in International Financial Regulation (1997)Environmental Policy and Technological Change (2002)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)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)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)Generalized autoregressive conditional heteroskedasticity (1986)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)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Oil prices and the stock prices of alternative energy companies (2007)Oil prices, exchange rates and emerging stock markets (2011)Understanding business cycles (1977)The Value of Waiting to Invest (1982)Policy Uncertainty and Corporate Investment (2015)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH (2015)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes (2016)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Statistical analysis of cointegration vectors (1988)Do structural oil-market shocks affect stock prices? (2009)Econometric Analysis of Cross Section and Panel Data (2001)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 1990Irreversibility, Uncertainty, and Investment2,456 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
  • 2006Oil price risk and emerging stock markets932 cited
  • 2001Oil price shocks, stock market, economic activity and employment in Greece773 cited
  • 2011Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management666 cited
  • 2001Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns589 cited
  • 2011On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness487 cited
  • 2011Return and volatility transmission between world oil prices and stock markets of the GCC countries423 cited
  • 2005Shock and volatility transmission in the oil, US and Gulf equity markets417 cited

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

  • 2002Conditional Jump Dynamics in Stock Market Returns358 cited
  • 2009Volatility transmission between oil prices and equity sector returns352 cited
  • Cited by

    • 2020Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects110 cited
    • 2021Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions108 cited
    • 2021News-based equity market uncertainty and crude oil volatility107 cited
    • 2018Oil market volatility and stock market volatility103 cited
    • 2017Oil and energy sector stock markets: An analysis of implied volatility indexes91 cited
    • 2023The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions87 cited
    • 2021Commodity market risks and green investments: Evidence from India82 cited
    • 2021The effects of the oil price and oil price volatility on inflation in Turkey81 cited
    • 2018Nonlinear relationships amongst the implied volatilities of crude oil and precious metals79 cited
    • 2022Integrated decision recommendation system using iteration-enhanced collaborative filtering, golden cut bipolar for analyzing the risk-based oil market spillovers79 cited
    • 2018Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility79 cited
    • 2022Oil price uncertainty and stock price crash risk: Evidence from China77 cited
    • 2019The impact of oil price uncertainty on GCC stock markets76 cited
    • 2021Stock market performance and COVID-19 pandemic: evidence from a developing economy71 cited
    • 2017Impacts of oil volatility shocks on metal markets: A research note67 cited
    • 2020The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices66 cited