Citations for "Does oil move equity prices? A global view"
by Nandha, Mohan & Faff, Robert
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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.
- 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.
- 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.
- Oberndorfer, Ulrich, 2008.
"Returns and Volatility of Eurozone Energy Stocks,"
ZEW Discussion Papers
08-017, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Mohamed EL HEDI AROURI & Philippe FOULQUIER & Julien FOUQUAU, 2011.
"Oil Prices and Stock Markets in Europe: A Sector Perspective,"
Discussion Papers (REL - Recherches Economiques de Louvain)
2011011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Onour, Ibrahim, 2010.
"Crude Oil Prices and Stock Markets in Major Oil Exporting Countries: Evidence on Decoupling Feature,"
23334, University Library of Munich, Germany.
- Arouri, Mohamed El Hedi, 2011.
"Does crude oil move stock markets in Europe? A sector investigation,"
Elsevier, vol. 28(4), pages 1716-1725, July.
- Mohamed El Hedi Arouri & Amine Lahiani & Khuong Nguyen Duc, 2010.
"Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models,"
13, Development and Policies Research Center (DEPOCEN), Vietnam.
- Nicholas Apergis & Stephen M. Miller, 2008.
"Do Structural Oil-Market Shocks Affect Stock Prices?,"
2008-51, University of Connecticut, Department of Economics.
- 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.
- Jaime Casassus & Freddy Higuera, 2011.
"Stock Return Predictability and Oil Prices,"
Documentos de Trabajo
406, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Tahsin Saadi Sedik & Oral Williams, 2011.
"Global and Regional Spillovers to GCC Equity Markets,"
IMF Working Papers
11/138, International Monetary Fund.
- 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.
- Acaravci, Ali & Ozturk, Ilhan & Kandir, Serkan Yilmaz, 2012.
"Natural gas prices and stock prices: Evidence from EU-15 countries,"
Elsevier, vol. 29(5), pages 1646-1654.
- Lizardo, Radhamés A. & Mollick, André V., 2010.
"Oil price fluctuations and U.S. dollar exchange rates,"
Elsevier, vol. 32(2), pages 399-408, March.
- Puah, Chin-Hong & Tan, Lay-Phin & Md Isa, Abu Hassan, 2009.
"Nexus between Oil Price and Stock Performance of Power Industry in Malaysia,"
31757, University Library of Munich, Germany.
- 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.
- Krenar Avdulaj & Jozef Barunik, 2013.
"Are benefits from oil - stocks diversification gone? A new evidence from a dynamic copulas and high frequency data,"
- 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,"
- 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.
- 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.
- Aloui, Riadh & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2013.
"A time-varying copula approach to oil and stock market dependence: The case of transition economies,"
Elsevier, vol. 39(C), pages 208-221.
- 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.
- Chang, Kuang-Liang & Yu, Shih-Ti, 2013.
"Does crude oil price play an important role in explaining stock return behavior?,"
Elsevier, vol. 39(C), pages 159-168.
- 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.
- 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.
- Ramos, Sofia B. & Veiga, Helena, 2013.
"Oil price asymmetric effects: Answering the puzzle in international stock markets,"
Elsevier, vol. 38(C), pages 136-145.
- 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.
- 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.
- Wen, Xiaoqian & Wei, Yu & Huang, Dengshi, 2012.
"Measuring contagion between energy market and stock market during financial crisis: A copula approach,"
Elsevier, vol. 34(5), pages 1435-1446.
- Aloui, Chaker & Jammazi, Rania, 2009.
"The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach,"
Elsevier, vol. 31(5), pages 789-799, September.
- Conrad, Christian & Loch, Karin & Rittler, Daniel, 2012.
"On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation,"
0525, University of Heidelberg, Department of Economics.
- Yoon, Kyung Hwan & Ratti, Ronald A., 2011.
"Energy price uncertainty, energy intensity and firm investment,"
Elsevier, vol. 33(1), pages 67-78, January.
- Henriques, Irene & Sadorsky, Perry, 2010.
"Can environmental sustainability be used to manage energy price risk?,"
Elsevier, vol. 32(5), pages 1131-1138, September.
- Filis, George, 2010.
"Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations?,"
Elsevier, vol. 32(4), pages 877-886, July.
- 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.
- Arouri Mohamed El Hedi & Jawadi Fredj, 2010.
"Short and long-term links between oil prices and stock markets in Europe,"
AccessEcon, vol. 30(1), pages 817-828.
- 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.
- Alex YiHou Huang & Chiao-Ming Cheng & Wen-Cheng Hu & Chih-Chun Chen, 2011.
"Relationship between Crude Oil Prices and Stock Prices of Alternative Energy Companies with Recent Evidence,"
AccessEcon, vol. 31(3), pages 2434-2443.