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Impacts of oil shocks on the EU carbon emissions allowances under different market conditions
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Impacts of oil shocks on the EU carbon emissions allowances under different market conditions (2021)Impacts of oil shocks on the EU carbon em…Oil Price News and COVID-19—Is There Any Connection? (2020)Oil Price News and COVID-19—I…Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression (2020)Crude oil prices and clean en…Information linkage, dynamic spillovers in prices and volatility between the carbon and energy markets (2018)Information linkage, dynamic …Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression (2017)Oil price shocks, economic po…Do global factors impact BRICS stock markets? A quantile regression approach (2014)Do global factors impact BRIC…Oil price shocks and stock market returns: Evidence for some European countries (2013)Oil price shocks and stock ma…Oil Prices and the Stock Market (2012)Oil Prices and the Stock Mark…Investor Sentiment and Stock Market Response to Earnings News (2012)Investor Sentiment and Stock …The short of it: Investor sentiment and anomalies (2011)The short of it: Investor sen…New evidence on oil price and firm returns (2011)New evidence on oil price and…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme (2009)Modeling CO2 emission allowan…Striking oil: Another puzzle? (2008)Striking oil: Another puzzle?Price drivers and structural breaks in European carbon prices 2005–2007 (2008)Price drivers and structural …Modeling the price dynamics of CO2 emission allowances (2008)Modeling the price dynamics o…A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (2003)Allowance price drivers in the first phase of the EU ETS (2009)Pricing Carbon: The European Union Emissions Trading Scheme (2010)Causes of the EU ETS price drop: Recession, CDM, renewable policies or a bit of everything?—New evidence (2014)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations (2016)High frequency volatility co-movements in cryptocurrency markets (2019)The relationship between return and market value of common stocks (1981)The Structure of Corporate Ownership: Causes and Consequences (1985)Investor Psychology and Security Market Under‐ and Overreactions (1998)Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets (2016)COVID-19 lockdowns, stimulus packages, travel bans, and stock returns (2020)How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020)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)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)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)The Economics of Climate Change (2007)Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)The Valuation Relevance of Greenhouse Gas Emissions under the European Union Carbon Emissions Trading Scheme (2014)The General Theory of Employment, Interest and Money. (1936)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Global, local, and contagious investor sentiment (2011)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)The Cross-Section of Expected Stock Returns (1992)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. 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References

  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,704 cited
  • 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
  • 2011The short of it: Investor sentiment and anomalies1,781 cited
  • 2008Price drivers and structural breaks in European carbon prices 2005–2007725 cited
  • 2008Modeling the price dynamics of CO2 emission allowances697 cited
  • 2008Striking oil: Another puzzle?616 cited
  • 2011New evidence on oil price and firm returns534 cited
  • 2009Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme486 cited
  • 2012Oil Prices and the Stock Market435 cited
  • 2014Do global factors impact BRICS stock markets? A quantile regression approach430 cited
  • 2012Investor Sentiment and Stock Market Response to Earnings News411 cited
  • 2018Information linkage, dynamic spillovers in prices and volatility between the carbon and energy markets385 cited
  • 2013Oil price shocks and stock market returns: Evidence for some European countries380 cited
  • 2020Oil Price News and COVID-19—Is There Any Connection?361 cited
  • 2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression

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304 cited
  • 2020Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression297 cited
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