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Dynamics and causality of oil price shocks on commodities: Quantile-on-quantile and causality-in-quantiles methods
16 references·5 citing·42 second hopsampled
Dynamics and causality of oil price shocks on commodities: Quantile-on-quantile and causality-in-quantiles methods (2021)Dynamics and causality of oil price shock…The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach (2018)The energy consumption and ec…Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis (2018)Renewable energy, oil prices,…Can volume predict Bitcoin returns and volatility? A quantiles-based approach (2017)Can volume predict Bitcoin re…Tourism-led growth hypothesis in the top ten tourist destinations: New evidence using the quantile-on-quantile approach (2016)Tourism-led growth hypothesis…Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Dynamic spillover effects amo…Oil prices, US stock return, and the dependence between their quantiles (2015)Oil prices, US stock return, …Oil Price Shocks: Causes and Consequences (2014)Oil Price Shocks: Causes and …Oil price, agricultural commodity prices, and the dollar: A panel cointegration and causality analysis (2011)Oil price, agricultural commo…Does the Fed Respond to Oil Price Shocks? (2011)Does the Fed Respond to Oil P…THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE IMPACT OF OIL PRICE SHOCK…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Oil spills on other commodities (2007)Oil spills on other commoditi…Oil and the Stock Markets (1996)Oil and the Stock MarketsTransmission of Volatility between Stock Markets (1990)Transmission of Volatility be…Transmission of Volatility Between Stock Markets (1989)Transmission of Volatility Be…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…The Impact of Oil Shocks on Systemic Risk of the Commodity Markets (2024)The Impact of Oil Shocks on S…Short-term impacts vs. long-term contributions: The role of clean energy and ESG investments in China (2024)Short-term impacts vs. long-t…Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU (2024)Quantile time-frequency conne…Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China (2022)Time-frequency connectedness …The impacts of El Niño-southern oscillation on renewable energy stock markets: Evidence from quantile perspective (2022)The impacts of El Niño-southe…Economic Forces and the Stock Market (1986)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)The Econometrics of Financial Markets (2012)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Estimating Production Functions Using Inputs to Control for Unobservables (2003)Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)The role of green finance in reducing CO2 emissions: An empirical analysis (2021)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)Comparing alternative tests of causality in temporal systems (1983)Oil price shocks and stock market activity (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)What is an Oil Shock? (2000)The Economic Effects of Energy Price Shocks (2008)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2008)Stock return variances (1986)Mean reversion in stock prices (1988)Correlations in Price Changes and Volatility across International Stock Markets (1990)Is the correlation in international equity returns constant: 1960–1990? (1995)Emerging equity market volatility (1997)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Testing for a Unit Root in Time Series Regression (1988)Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach (2021)Forecasting gold price with the XGBoost algorithm and SHAP interaction values (2021)Geopolitical risk and dynamic connectedness between commodity markets (2022)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)The Relation Between Price Changes and Trading Volume: A Survey (1987)A test for independence based on the correlation dimension (1996)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Datestamping the Bitcoin and Ethereum Bubbles (2017)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Endogenous Technological Change (1989)Endogenous Technological Change (1990)Bounds testing approaches to the analysis of level relationships (2001)The impact of institutional quality on economic growth and carbon emissions: Evidence from Indonesia, South Korea and Thailand (2019)Analyzing the effect of natural gas, nuclear energy and renewable energy on GDP and carbon emissions: A multi-variate panel data analysis (2020)City-level emission peak and drivers in China (2022)Mean Reversion in Stock Prices: Evidence and Implications (1987)
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References

  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,704 cited
  • 1983Oil and the Macroeconomy since World War II3,892 cited
  • 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1,871 cited
  • 1996Oil and the Stock Markets1,641 cited
  • 1990Transmission of Volatility between Stock Markets1,588 cited
  • 1989Transmission of Volatility Between Stock Markets1,516 cited
  • 2015Oil prices, US stock return, and the dependence between their quantiles1,457 cited
  • 2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach749 cited
  • 2016Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets575 cited
  • 2018The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach530 cited
  • 2007Oil spills on other commodities454 cited
  • 2011Oil price, agricultural commodity prices, and the dollar: A panel cointegration and causality analysis422 cited
  • 2018Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis422 cited
  • 2011Does the Fed Respond to Oil Price Shocks?385 cited
  • 2016

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Tourism-led growth hypothesis in the top ten tourist destinations: New evidence using the quantile-on-quantile approach
362 cited
  • 2014Oil Price Shocks: Causes and Consequences353 cited
  • Cited by

    • 2022The impacts of El Niño-southern oscillation on renewable energy stock markets: Evidence from quantile perspective49 cited
    • 2024The Impact of Oil Shocks on Systemic Risk of the Commodity Markets49 cited
    • 2022Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China48 cited
    • 2024Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU46 cited
    • 2024Short-term impacts vs. long-term contributions: The role of clean energy and ESG investments in China16 cited