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Asymmetric impact of oil price on Islamic sectoral stocks
16 references·13 citing·43 second hopsampled
Asymmetric impact of oil price on Islamic sectoral stocks (2017)Asymmetric impact of oil price on Islamic…Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE IMPACT OF OIL PRICE SHOCK…Striking oil: Another puzzle? (2008)Striking oil: Another puzzle?Relationships between oil price shocks and stock market: An empirical analysis from China (2008)Relationships between oil pri…Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Oil price shocks and stock ma…Does oil move equity prices? A global view (2007)Does oil move equity prices? …Oil price risk and emerging stock markets (2006)Oil price risk and emerging s…Risk factors in stock returns of Canadian oil and gas companies (2001)Risk factors in stock returns…Cointegration and Threshold Adjustment (2001)Cointegration and Threshold A…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…Financial Investment Opportunities and the Macroeconomy (1991)Financial Investment Opportun…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…Are Economic Time Series Asymmetric over the Business Cycle? (1984)Are Economic Time Series Asym…Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches (2022)Does implied volatility (or f…The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters (2021)The impacts of COVID-19 crisi…Quantile relationship between Islamic and non-Islamic equity markets (2021)Quantile relationship between…How does corporate investment react to oil prices changes? Evidence from China (2021)How does corporate investment…Dynamic return and volatility connectedness between commodities and Islamic stock market indices (2021)Dynamic return and volatility…Are the Responses of Sectoral Energy Imports Asymmetric to Exchange Rate Volatilities in Pakistan? Evidence From Recent Foreign Exchange Regime (2021)Are the Responses of Sectoral…How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique (2020)How oil prices, gold prices, …Exploring asymmetric relationship between Islamic banking development and economic growth in Pakistan: Fresh evidence from a non‐linear ARDL approach (2020)Exploring asymmetric relation…Asymmetric impact of exchange rate changes on stock returns: evidence of twode factoregimes (2019)Asymmetric impact of exchange…A sectoral analysis of asymmetric nexus between oil price and stock returns (2019)A sectoral analysis of asymme…Oil Prices and Stock Market Anomalies (2018)Oil Prices and Stock Market A…Oil Prices and Chinese Stock Market: Nonlinear Causality and Volatility Persistence (2018)Oil Prices and Chinese Stock …Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective (2018)Can economic policy uncertain…Prospect Theory: An Analysis of Decision under Risk (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Prospect theory: An analysis of decision under risk (1988)Public debt and growth: Heterogeneity and non-linearity (2015)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Linking economic globalization, economic growth, financial development, and ecological footprint: Evidence from symmetric and asymmetric ARDL (2020)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)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)Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management (2011)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)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)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Oil and the Macroeconomy since World War II (1983)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)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Renewable energy consumption, CO2 emissions and oil prices in the G7 countries (2009)Testing for Common Trends (1988)Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates (1998)Hidden Cointegration (2002)Asymmetric Price Transmission: A Survey (2004)Oil prices and economic activity: An asymmetric cointegration approach (2006)MONEY, INCOME, AND CAUSALITY (1972)Oil price shocks, stock market, economic activity and employment in Greece (2001)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,694 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
  • 1996Oil and the Stock Markets1,611 cited
  • 2008Oil price shocks and stock markets in the U.S. and 13 European countries1,264 cited
  • 2001Cointegration and Threshold Adjustment1,149 cited
  • 1996Energy shocks and financial markets1,099 cited
  • 2006Oil price risk and emerging stock markets932 cited
  • 1984Are Economic Time Series Asymmetric over the Business Cycle?929 cited
  • 1991Financial Investment Opportunities and the Macroeconomy844 cited
  • 2008Relationships between oil price shocks and stock market: An empirical analysis from China665 cited
  • 2001Risk factors in stock returns of Canadian oil and gas companies653 cited
  • 2007Does oil move equity prices? A global view645 cited

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2008
Striking oil: Another puzzle?
616 cited

Cited by

  • 2018Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective120 cited
  • 2020How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique117 cited
  • 2021Are the Responses of Sectoral Energy Imports Asymmetric to Exchange Rate Volatilities in Pakistan? Evidence From Recent Foreign Exchange Regime103 cited
  • 2018Oil Prices and Chinese Stock Market: Nonlinear Causality and Volatility Persistence93 cited
  • 2021Dynamic return and volatility connectedness between commodities and Islamic stock market indices84 cited
  • 2021The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters80 cited
  • 2019A sectoral analysis of asymmetric nexus between oil price and stock returns79 cited
  • 2018Oil Prices and Stock Market Anomalies55 cited
  • 2022Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches42 cited
  • 2021Quantile relationship between Islamic and non-Islamic equity markets36 cited
  • 2020Exploring asymmetric relationship between Islamic banking development and economic growth in Pakistan: Fresh evidence from a non‐linear ARDL approach33 cited
  • 2021How does corporate investment react to oil prices changes? Evidence from China27 cited
  • 2019Asymmetric impact of exchange rate changes on stock returns: evidence of twode factoregimes21 cited