Citations for "Oil prices and economic activity: An asymmetric cointegration approach"
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- Arouri, Mohamed El Hedi & Lahiani, Amine & Nguyen, Duc Khuong, 2011.
"Return and volatility transmission between world oil prices and stock markets of the GCC countries,"
Elsevier, vol. 28(4), pages 1815-1825, July.
- Arouri, Mohamed El Hédi & Lahiani, Amine & Lévy, Aldo & Nguyen, Duc Khuong, 2012.
"Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models,"
Elsevier, vol. 34(1), pages 283-293.
- Fredj Jawadi & Mondher Bellalah, 2011.
"Nonlinear mean reversion in oil and stock markets,"
Review of Accounting and Finance,
Emerald Group Publishing, vol. 10(3), pages 316-326, August.
- Mohamed El Hedi Arouri & Julien Fouquau, 2009.
"On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses,"
- 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.
- Chang, Kuang-Liang, 2012.
"Volatility regimes, asymmetric basis effects and forecasting performance: An empirical investigation of the WTI crude oil futures market,"
Elsevier, vol. 34(1), pages 294-306.
- Filis, George & Degiannakis, Stavros & Floros, Christos, 2011.
"Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries,"
International Review of Financial Analysis,
Elsevier, vol. 20(3), pages 152-164, June.
- Lin, Boqiang & Xie, Chunping, 2013.
"Estimation on oil demand and oil saving potential of China's road transport sector,"
Elsevier, vol. 61(C), pages 472-482.
- Emmanuel Anoruo, 2011.
"Testing for Linear and Nonlinear Causality between Crude Oil Price Changes and Stock Market Returns,"
International Journal of Economic Sciences and Applied Research (IJESAR),
Technological Educational Institute (TEI) of Kavala, Greece, vol. 4(3), pages 75-92, December.
- 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.
- Alom, Fardous, 2011.
"Economic Effects of Oil and Food Price Shocks in Asia and Pacific Countries: An Application of SVAR Model,"
2011 Conference, August 25-26, 2011, Nelson, New Zealand
115346, New Zealand Agricultural and Resource Economics Society.
- Al-mulali, Usama, 2010.
"The Impact of Oil Prices on the Exchange Rate and Economic Growth in Norway,"
24447, University Library of Munich, Germany.
- 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.
- 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.
- Sofía B. Ramos & Helena Veiga & Chih-Wei Wang, 2012.
"Asymmetric long-run effects in the oil industry,"
Statistics and Econometrics Working Papers
ws120502, Universidad Carlos III, Departamento de Estadística y Econometría.
- Jou, Rong-Chang & Huang, Wen-Hsiu & Wu, Yuan-Chan & Chao, Ming-Che, 2012.
"The asymmetric income effect on household vehicle ownership in Taiwan: A threshold cointegration approach,"
Transportation Research Part A: Policy and Practice,
Elsevier, vol. 46(4), pages 696-706.
- Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa, 2014.
"What explains the short-term dynamics of the prices of CO2 emissions?,"
NIPE Working Papers
04/2014, NIPE - Universidade do Minho.
- Chen, Shiu-Sheng & Hsu, Kai-Wei, 2012.
"Reverse globalization: Does high oil price volatility discourage international trade?,"
Elsevier, vol. 34(5), pages 1634-1643.
- Chen, Shiu-Sheng, 2010.
"Do higher oil prices push the stock market into bear territory?,"
Elsevier, vol. 32(2), pages 490-495, March.
- Natanelov, Valeri & Alam, Mohammad J. & McKenzie, Andrew M. & Van Huylenbroeck, Guido, 2011.
"Is there co-movement of agricultural commodities futures prices and crude oil?,"
Elsevier, vol. 39(9), pages 4971-4984, September.
- Korhonen, Iikka & Ledyaeva, Svetlana, 2010.
"Trade linkages and macroeconomic effects of the price of oil,"
Elsevier, vol. 32(4), pages 848-856, July.
- Rania Jammazi & Duc Khuong Nguyen, 2014.
"Responses of international stock markets to oil price surges: a regimeswitching perspective,"
2014-080, Department of Research, Ipag Business School.
- Gert Peersman & Ine Van Robays, 2010.
"Cross-Country Differences in the Effects of Oil Shocks,"
CESifo Working Paper Series
3306, CESifo Group Munich.
- Ajmi, Ahdi Noomen & El Montasser, Ghassen & Nguyen, Duc Khuong, 2013.
"Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests,"
Elsevier, vol. 35(C), pages 126-133.
- Akoum, Ibrahim & Graham, Michael & Kivihaho, Jarno & Nikkinen, Jussi & Omran, Mohammed, 2012.
"Co-movement of oil and stock prices in the GCC region: A wavelet analysis,"
The Quarterly Review of Economics and Finance,
Elsevier, vol. 52(4), pages 385-394.
- Dogrul, H. Günsel & Soytas, Ugur, 2010.
"Relationship between oil prices, interest rate, and unemployment: Evidence from an emerging market,"
Elsevier, vol. 32(6), pages 1523-1528, November.
- Natanelov, Valeri & McKenzie, Andrew M. & Van Huylenbroeck, Guido, 2013.
"Crude oil–corn–ethanol – nexus: A contextual approach,"
Elsevier, vol. 63(C), pages 504-513.
- Ahdi Noomen Ajmi & Ghassen El-montasser & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014.
"Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period,"
Taylor & Francis Journals, vol. 46(18), pages 2167-2177, June.
- Mohamed Arouri & Christophe Rault, 2010.
"Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries,"
CEPII research center, issue 122, pages 41-56.
- Natanelov, Valeri & Alam, Mohammad Jahangir & McKenzie, Andrew M. & Van Huylenbroeck, Guido, 2011.
"Is There Co-Movement of Agricultural Commodities Futures Prices and Crude Oil?,"
2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland
114626, European Association of Agricultural Economists.
- Mohamed El Hedi Arouri & Christophe Rault, 2010.
"Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe,"
Presses de Sciences-Po, vol. 0(5), pages 945-959.
- Narayan, Paresh Kumar & Narayan, Seema & Smyth, Russell, 2008.
"Are oil shocks permanent or temporary? Panel data evidence from crude oil and NGL production in 60 countries,"
Elsevier, vol. 30(3), pages 919-936, May.
- Jawadi, Fredj & Leoni, Patrick, 2009.
"Threshold cointegration relationships between oil and stock markets,"
Discussion Papers of Business and Economics
3/2009, Department of Business and Economics, University of Southern Denmark.
- Chin Wen Cheong & Ng Sew Lai & Nurul Afidah Mohmad Yusof & Khor Chia Ying, 2012.
"Asymmetric Fractionally Integrated Volatility Modelling of Asian Equity Markets under the Subprime Mortgage Crisis,"
Journal of Quantitative Economics,
The Indian Econometric Society, vol. 10(1), pages 70-84, January.
- 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.
- 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.
- Mohamed El Hedi AROURI & Philippe Foulquier & Julien Fouquau, 2011.
"Oil Prices and Stock Markets in Europe: A Sector Perspective,"
Recherches économiques de Louvain,
De Boeck Université, vol. 77(1), pages 5-30.
- Sahbi FARHANI, 2012.
"Impact of Oil Price Increases on U.S. Economic Growth:Causality Analysis and Study of the Weakening Effects in Relationship,"
International Journal of Energy Economics and Policy,
Econjournals, vol. 2(3), pages 108-122.
- Bülent Alta & Mert Topcu & Ebru Erdoðan, 2013.
"Nevsehir University, Department of Economics, Nevsehir, Turkey,"
International Journal of Energy Economics and Policy,
Econjournals, vol. 3(Special), pages 7 - 13.
- Moez Khalfallah & Bruno-Laurent Moschetto & FrÃ©dÃ©ric Teulon, 2014.
"Evaluation of the profitability of companies financed by venture capital (CVC) listed on the French market,"
2014-085, Department of Research, Ipag Business School.
- 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,"
- Evangelia Papapetrou, 2013.
"Oil prices and economic activity in Greece,"
Economic Change and Restructuring,
Springer, vol. 46(4), pages 385-397, November.
- Arouri, Mohamed El Hedi, 2011.
"Does crude oil move stock markets in Europe? A sector investigation,"
Elsevier, vol. 28(4), pages 1716-1725, July.
- Dhaoui, Abderrazak & Khraief, Naceur, 2014.
"Empirical linkage between oil price and stock market returns and volatility: Evidence from international developed markets,"
Economics Discussion Papers
2014-12, Kiel Institute for the World Economy.
- Elbeck, Matt, 2010.
"Advancing the design of a dynamic petro-dollar currency basket,"
Elsevier, vol. 38(4), pages 1938-1945, April.
- Atil, Ahmed & Lahiani, Amine & Nguyen, Duc Khuong, 2014.
"Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices,"
Elsevier, vol. 65(C), pages 567-573.
- Lutz, Christian & Meyer, Bernd, 2009.
"Economic impacts of higher oil and gas prices: The role of international trade for Germany,"
Elsevier, vol. 31(6), pages 882-887, November.
- Mohamed E AROURI & Fredj JAWADI & Duc K NGUYEN, 2012.
"Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration?,"
AccessEcon, vol. 32(3), pages 2481-2489.