References

• 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
• 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
• 2000Conditional Skewness in Asset Pricing Tests2,837 cited
• 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1,837 cited
• 1976SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*1,808 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
• 2002An Introduction to Wavelets and Other Filtering Methods in Finance and Economics1,072 cited
• 2009Causes and Consequences of the Oil Shock of 2007-081,006 cited
• 2008Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?926 cited
• 2011Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies877 cited
• 2009International comovement of stock market returns: A wavelet analysis843 cited
• 2007Oil prices and the stock prices of alternative energy companies