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Volatility spillovers and frequency dependence between oil price shocks and green stock markets
16 references·3 citing·36 second hop
Volatility spillovers and frequency dependence between oil price shocks and green stock markets (2023)Volatility spillovers and frequency depen…Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine (2022)Geopolitical risk and the sys…Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Measuring the Frequency Dynam…Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (2016)Wavelet-based test of co-move…Understanding the Decline in the Price of Oil since June 2014 (2016)Understanding the Decline in …On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Oil Price Shocks: Causes and Consequences (2014)Oil Price Shocks: Causes and …Oil Prices and the Stock Market (2012)Oil Prices and the Stock Mark…Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008? (2012)Did Unexpectedly Strong Econo…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…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 …Socially Responsible Indexes (2006)Socially Responsible IndexesWhat is an Oil Shock? (2000)What is an Oil Shock?DECOMPOSITION OF ECONOMIC RELATIONSHIPS BY TIMESCALE USING WAVELETS (1998)DECOMPOSITION OF ECONOMIC REL…Historical Causes of Postwar Oil Shocks and Recessions (1985)Historical Causes of Postwar …Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Return and volatility spillovers among oil price shocks and international green bond markets (2024)Return and volatility spillov…Dynamic spillover between green cryptocurrencies and stocks: A portfolio implication (2024)Dynamic spillover between gre…Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach (2024)Attention to climate change a…Stock Returns, Real Activity, Inflation, and Money (1981)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)Output Fluctuations in the United States: What Has Changed since the Early 1980's?Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Facts and Fantasies about Commodity Futures (2006)The Economic Effects of Energy Price Shocks (2008)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Comparing alternative tests of causality in temporal systems (1983)This is what happened to the oil price-macroeconomy relationship (1996)Oil price shocks and stock market activity (1999)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)The theory and practice of econometrics (1986)Econometric Analysis of Cross Section and Panel Data (2001)Do Speculators Drive Crude Oil Futures Prices? (2011)Quantifying the speculative component in the real price of oil: The role of global oil inventories (2013)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)Oil price uncertainty and clean energy stock returns: New evidence from crude oil volatility index (2017)Oil price shocks, geopolitical risks, and green bond market dynamics (2020)Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis (2021)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)Economic Forces and the Stock Market (1986)Industry costs of equity (1997)Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018)Oil price shocks and U.S. economic activity (2019)Oil price shocks, global financial markets and their connectedness (2020)SRISK: A conditional capital shortfall measure of systemic risk (2017)
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References

  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
  • 2000What is an Oil Shock?2,194 cited
  • 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1,837 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,790 cited
  • 2016Wavelet-based test of co-movement and causality between oil and renewable energy stock prices501 cited
  • 2012Oil Prices and the Stock Market435 cited
  • 2012Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008?370 cited
  • 2014Oil Price Shocks: Causes and Consequences353 cited
  • 1998DECOMPOSITION OF ECONOMIC RELATIONSHIPS BY TIMESCALE USING WAVELETS347 cited
  • 2022Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine334 cited
  • 2006Socially Responsible Indexes274 cited
  • 2016Understanding the Decline in the Price of Oil since June 2014

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263 cited
  • 1985Historical Causes of Postwar Oil Shocks and Recessions260 cited
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    • 2024Return and volatility spillovers among oil price shocks and international green bond markets67 cited
    • 2024Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach25 cited
    • 2024Dynamic spillover between green cryptocurrencies and stocks: A portfolio implication25 cited