Citations for "Evidence on the nature and extent of the relationship between oil prices and equity values in the UK"
by El-Sharif, Idris & Brown, Dick & Burton, Bruce & Nixon, Bill & Russell, Alex
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- Aggarwal, Raj & Akhigbe, Aigbe & Mohanty, Sunil K., 2012.
"Oil price shocks and transportation firm asset prices,"
Elsevier, vol. 34(5), pages 1370-1379.
- Chen, Shiu-Sheng, 2013.
"Forecasting Crude Oil Price Movements with Oil-Sensitive Stocks,"
49240, University Library of Munich, Germany.
- Nandha, Mohan & Faff, Robert, 2008.
"Does oil move equity prices? A global view,"
Elsevier, vol. 30(3), pages 986-997, May.
- Naifar, Nader & Al Dohaiman, Mohammed Saleh, 2013.
"Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables,"
International Review of Economics & Finance,
Elsevier, vol. 27(C), pages 416-431.
- Broadstock, David C. & Cao, Hong & Zhang, Dayong, 2012.
"Oil shocks and their impact on energy related stocks in China,"
Elsevier, vol. 34(6), pages 1888-1895.
- Veith, Stefan & Werner, Jörg R. & Zimmermann, Jochen, 2009.
"Capital market response to emission rights returns: Evidence from the European power sector,"
Elsevier, vol. 31(4), pages 605-613, July.
- Chen, Shiu-Sheng, 2010.
"Do higher oil prices push the stock market into bear territory?,"
Elsevier, vol. 32(2), pages 490-495, March.
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009.
"Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return,"
CIRJE-F-639, CIRJE, Faculty of Economics, University of Tokyo.
- Asteriou, Dimitrios & Bashmakova, Yuliya, 2013.
"Assessing the impact of oil returns on emerging stock markets: A panel data approach for ten Central and Eastern European Countries,"
Elsevier, vol. 38(C), pages 204-211.
- Henriques, Irene & Sadorsky, Perry, 2008.
"Oil prices and the stock prices of alternative energy companies,"
Elsevier, vol. 30(3), pages 998-1010, May.
- Scholtens, Bert & Yurtsever, Cenk, 2012.
"Oil price shocks and European industries,"
Elsevier, vol. 34(4), pages 1187-1195.
- Arouri, Mohamed El Hedi, 2011.
"Does crude oil move stock markets in Europe? A sector investigation,"
Elsevier, vol. 28(4), pages 1716-1725, July.
- Nicholas Apergis & Stephen M. Miller, 2008.
"Do Structural Oil-Market Shocks Affect Stock Prices?,"
2008-51, University of Connecticut, Department of Economics.
- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2013.
"Gold, Oil, and Stocks,"
- Berk, Istemi & Aydogan, Berna, 2012.
"Crude Oil Price Shocks and Stock Returns: Evidence from Turkish Stock Market under Global Liquidity Conditions,"
EWI Working Papers
2012-15, Energiewirtschaftliches Institut an der Universitaet zu Koeln.
- Syed Abul Basher & Alfred Haug & Perry Sadorsky, 2010.
"Oil Prices, Exchange Rates and Emerging Stock Markets,"
1014, University of Otago, Department of Economics, revised Sep 2010.
- Zhu, Hui-Ming & Li, Su-Fang & Yu, Keming, 2011.
"Crude oil shocks and stock markets: A panel threshold cointegration approach,"
Elsevier, vol. 33(5), pages 987-994, September.
- J. Isaac Miller & Ronald Ratti, 2008.
"Crude Oil and Stock Markets: Stability, Instability, and Bubbles,"
0810, Department of Economics, University of Missouri, revised 20 Jan 2009.
- Miller, J. Isaac & Ratti, Ronald A., 2009.
"Crude oil and stock markets: Stability, instability, and bubbles,"
Elsevier, vol. 31(4), pages 559-568, July.
- Narayan, Paresh Kumar & Narayan, Seema, 2010.
"Modelling the impact of oil prices on Vietnam's stock prices,"
Elsevier, vol. 87(1), pages 356-361, January.
- Ian Keay, 2010.
"The Impact of Commodity Price Volatility on Resource Intensive Economies,"
1274, Queen's University, Department of Economics.
- Mohamed El Hedi Arouri & Christophe Rault, 2010.
"Oil Prices and Stock Markets: What Drives what in the Gulf Corporation Council Countries?,"
CESifo Working Paper Series
2934, CESifo Group Munich.
- Mohanty, Sunil & Nandha, Mohan & Bota, Gabor, 2010.
"Oil shocks and stock returns: The case of the Central and Eastern European (CEE) oil and gas sectors,"
Emerging Markets Review,
Elsevier, vol. 11(4), pages 358-372, December.
- Sadorsky, Perry, 2008.
"Assessing the impact of oil prices on firms of different sizes: Its tough being in the middle,"
Elsevier, vol. 36(10), pages 3854-3861, October.
- Cheong, Chin Wen, 2009.
"Modeling and forecasting crude oil markets using ARCH-type models,"
Elsevier, vol. 37(6), pages 2346-2355, June.
- Mohamed El Hedi Arouri & Duc Khuong Nguyen, 2010.
"Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade,"
- Aloui, Chaker & Nguyen, Duc Khuong & Njeh, Hassen, 2012.
"Assessing the impacts of oil price fluctuations on stock returns in emerging markets,"
Elsevier, vol. 29(6), pages 2686-2695.
- Jochen H. F. Güntner, 2011.
"How do international stock markets respond to oil demand and supply shocks?,"
FEMM Working Papers
110028, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
- Arouri, Mohamed El Hedi & Jouini, Jamel & Nguyen, Duc Khuong, 2012.
"On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness,"
Elsevier, vol. 34(2), pages 611-617.
- Vo, Minh, 2011.
"Oil and stock market volatility: A multivariate stochastic volatility perspective,"
Elsevier, vol. 33(5), pages 956-965, September.
- Sofía B. Ramos & Helena Veiga, 2009.
"Risk factors in oil and gas industry returns: international evidence,"
Statistics and Econometrics Working Papers
ws096920, Universidad Carlos III, Departamento de Estadística y Econometría.
- Georges Prat & Remzi Uctum, 2009.
"Modelling oil price expectations: evidence from survey data,"
EconomiX Working Papers
2009-28, University of Paris West - Nanterre la Défense, EconomiX.
- Burcu Kiran, 2011.
"Fractional Cointegration Relationship between Oil Prices and Stock Markets: An Empirical Analysis from G7 Countries,"
Prague Economic Papers,
University of Economics, Prague, vol. 2011(2), pages 177-189.
- Mohamed El Hedi Arouri & Jamel Jouini & Nhu Tuyen Le & Duc Khuong Nguyen, 2012.
"On the Relationship between World Oil Prices and GCC Stock Markets,"
Journal of Quantitative Economics,
The Indian Econometric Society, vol. 10(1), pages 98-120, January.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin, 2013.
"The causal nexus between oil prices and equity market in the U.S.: A regime switching model,"
Elsevier, vol. 39(C), pages 271-282.
- Mohanty, Sunil K. & Nandha, Mohan & Turkistani, Abdullah Q. & Alaitani, Muhammed Y., 2011.
"Oil price movements and stock market returns: Evidence from Gulf Cooperation Council (GCC) countries,"
Global Finance Journal,
Elsevier, vol. 22(1), pages 42-55.
- El Hedi Arouri, Mohamed & Huong Dinh, Thanh & Khuong Nguyen, Duc, 2010.
"Time-varying predictability in crude-oil markets: the case of GCC countries,"
Elsevier, vol. 38(8), pages 4371-4380, August.
- Fayyad, Abdallah & Daly, Kevin, 2011.
"The impact of oil price shocks on stock market returns: Comparing GCC countries with the UK and USA,"
Emerging Markets Review,
Elsevier, vol. 12(1), pages 61-78, March.
- Ewing, Bradley T. & Thompson, Mark A., 2007.
"Dynamic cyclical comovements of oil prices with industrial production, consumer prices, unemployment, and stock prices,"
Elsevier, vol. 35(11), pages 5535-5540, November.
- Li, Su-Fang & Zhu, Hui-Ming & Yu, Keming, 2012.
"Oil prices and stock market in China: A sector analysis using panel cointegration with multiple breaks,"
Elsevier, vol. 34(6), pages 1951-1958.
- Henriques, Irene & Sadorsky, Perry, 2010.
"Can environmental sustainability be used to manage energy price risk?,"
Elsevier, vol. 32(5), pages 1131-1138, September.
- Ibrahim Halil Eksi & Mehmet Senturk & H. Semih Yildirim, 2012.
"Sensitivity of Stock Market Indices to Oil Prices: Evidence from Manufacturing Sub-Sectors in Turkey,"
Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 59(4), pages 463-474, September.
- Lee, Bi-Juan & Yang, Chin Wei & Huang, Bwo-Nung, 2012.
"Oil price movements and stock markets revisited: A case of sector stock price indexes in the G-7 countries,"
Elsevier, vol. 34(5), pages 1284-1300.
- El Hedi Arouri, Mohamed & Jouini, Jamel & Nguyen, Duc Khuong, 2011.
"Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management,"
Journal of International Money and Finance,
Elsevier, vol. 30(7), pages 1387-1405.
- Mohan Nandha & Robert Brooks, 2009.
"Oil prices and transport sector returns: an international analysis,"
Review of Quantitative Finance and Accounting,
Springer, vol. 33(4), pages 393-409, November.