SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The importance of oil assets for portfolio optimization: The analysis of firm level stocks
16 references·3 citing·37 second hopsampled
The importance of oil assets for portfolio optimization: The analysis of firm level stocks (2018)The importance of oil assets for portfoli…Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH (2015)Hedging emerging market stock…On the links between stock and commodity markets' volatility (2013)On the links between stock an…Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management (2011)Volatility spillovers between…New evidence on oil price and firm returns (2011)New evidence on oil price and…Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Dynamic correlation between s…Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade (2010)Oil prices, stock markets and…How sensitive are consumer expenditures to retail energy prices? (2009)How sensitive are consumer ex…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: …Relationships between oil price shocks and stock market: An empirical analysis from China (2008)Relationships between oil pri…Does oil move equity prices? A global view (2007)Does oil move equity prices? …Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Modeling Asymmetric Comovements of Asset Returns (1998)Modeling Asymmetric Comovemen…Oil and the Stock Markets (1996)Oil and the Stock MarketsTime-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Time-Varying Distributions an…Multivariate GARCH models: a surveyMultivariate GARCH models: a …Quantile dependence of Bitcoin with clean and renewable energy stocks: new global evidence (2023)Quantile dependence of Bitcoi…Impact of financial instability on international crude oil volatility: New sight from a regime-switching framework (2022)Impact of financial instabili…Portfolio optimization of financial commodities with energy futures (2021)Portfolio optimization of fin…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)The role of renewable energy consumption in economic growth: Evidence from asymmetric causality (2016)From nonrenewable to renewable energy and its impact on economic growth: The role of research & development expenditures in Asia-Pacific Economic Cooperation countries (2018)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)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)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for unit roots in heterogeneous panels (2003)Oil prices, exchange rates and emerging stock markets (2011)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Discretion versus policy rules in practice (1993)Statistical analysis of cointegration vectors (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries (2013)Oil price shocks and stock market returns: Evidence for some European countries (2013)Oil shocks, policy uncertainty and stock market return (2013)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Oil and the Macroeconomy since World War II (1983)Energy shocks and financial markets (1996)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2008)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Oil prices, US stock return, and the dependence between their quantiles (2015)Book Review: Time Series Analysis: Forecasting and Control (1977)Generalized autoregressive conditional heteroskedasticity (1986)Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR (2012)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2002Dynamic Conditional Correlation7,126 cited
  • n.d.Multivariate GARCH models: a survey2,055 cited
  • 1996Oil and the Stock Markets1,611 cited
  • 1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
  • 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures1,528 cited
  • 2011Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries764 cited
  • 2009Do structural oil-market shocks affect stock prices?715 cited
  • 2011Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management666 cited
  • 2008Relationships between oil price shocks and stock market: An empirical analysis from China665 cited
  • 2009Crude oil and stock markets: Stability, instability, and bubbles658 cited
  • 2007Does oil move equity prices? A global view645 cited
  • 2009How sensitive are consumer expenditures to retail energy prices?580 cited
  • 2013On the links between stock and commodity markets' volatility559 cited
  • 2015Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH547 cited
  • 2011New evidence on oil price and firm returns

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

534 cited
  • 2010Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade498 cited
  • Cited by

    • 2022Impact of financial instability on international crude oil volatility: New sight from a regime-switching framework54 cited
    • 2021Portfolio optimization of financial commodities with energy futures53 cited
    • 2023Quantile dependence of Bitcoin with clean and renewable energy stocks: new global evidence48 cited