Oil shocks and stock market: Revisiting the dynamics

Citations

Cited by:

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4. Hasan, Mostafa Monzur & Wong, Jin Boon & Al Mamun, Mohammed Abdullah, 2022. "Oil shocks and corporate social responsibility," Energy Economics, Elsevier, vol. 107(C).
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7. Yang, Tianle & Zhou, Fangxing & Du, Min & Du, Qunyang & Zhou, Shirong, 2023. "Fluctuation in the global oil market, stock market volatility, and economic policy uncertainty: A study of the US and China," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 377-387.
8. Mensi, Walid & Al-Yahyaee, Khamis Hamed & Vo, Xuan Vinh & Kang, Sang Hoon, 2021. "Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications," Economic Analysis and Policy, Elsevier, vol. 71(C), pages 397-419.
9. Wang, Kai-Hua & Su, Chi-Wei & Xiao, Yidong & Liu, Lu, 2022. "Is the oil price a barometer of China's automobile market? From a wavelet-based quantile-on-quantile regression perspective," Energy, Elsevier, vol. 240(C).
10. Song, Huiling & Wang, Chang & Lei, Xiaojie & Zhang, Hongwei, 2022. "Dynamic dependence between main-byproduct metals and the role of clean energy market," Energy Economics, Elsevier, vol. 108(C).
11. Singh, Amanjot, 2022. "Oil Price uncertainty and labor investment efficiency," Energy Economics, Elsevier, vol. 116(C).
12. Chen, Zhonglu & Ye, Yong & Li, Xiafei, 2022. "Forecasting China's crude oil futures volatility: New evidence from the MIDAS-RV model and COVID-19 pandemic," Resources Policy, Elsevier, vol. 75(C).
13. David C. Mallinson, 2021. "Assessing Outcome-to-Outcome Interference in Sibling Fixed Effects Models," Papers 2109.13399, arXiv.org, revised Nov 2021.
14. Michał Rubaszek & Karol Szafranek, 2022. "Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis," KAE Working Papers 2022-078, Warsaw School of Economics, Collegium of Economic Analysis.
15. Su, Yuandong & Liang, Chao & Zhang, Li & Zeng, Qing, 2022. "Uncover the response of the U.S grain commodity market on El Niño–Southern Oscillation," International Review of Economics & Finance, Elsevier, vol. 81(C), pages 98-112.
16. Ghani, Maria & Guo, Qiang & Ma, Feng & Li, Tao, 2022. "Forecasting Pakistan stock market volatility: Evidence from economic variables and the uncertainty index," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 1180-1189.
17. Wang, Jiqian & Ma, Feng & Bouri, Elie & Zhong, Juandan, 2022. "Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions," Energy Economics, Elsevier, vol. 108(C).
18. Liu, Guangqiang & Guo, Xiaozhu, 2022. "Forecasting stock market volatility using commodity futures volatility information," Resources Policy, Elsevier, vol. 75(C).
19. Youshu Li & Junjie Guo, 2022. "The asymmetric impacts of oil price and shocks on inflation in BRICS: a multiple threshold nonlinear ARDL model," Applied Economics, Taylor & Francis Journals, vol. 54(12), pages 1377-1395, March.
20. Papież, Monika & Rubaszek, Michał & Szafranek, Karol & Śmiech, Sławomir, 2022. "Are European natural gas markets connected? A time-varying spillovers analysis," Resources Policy, Elsevier, vol. 79(C).
21. Roudari, Soheil & Mensi, Walid & Kharusi, Sami Al & Ahmadian-Yazdi, Farzaneh, 2023. "Impacts of oil shocks on stock markets in Norway and Japan: Does monetary policy's effectiveness matter?," International Economics, Elsevier, vol. 173(C), pages 343-358.
22. Zeng, Qing & Lu, Xinjie & Dong, Dayong & Li, Pan, 2022. "Category-specific EPU indices, macroeconomic variables and stock market return predictability," International Review of Financial Analysis, Elsevier, vol. 84(C).
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24. Alper Gormus & Ugur Soytas, 2023. "Financial Sector Troubles and Energy Markets," International Journal of Energy Economics and Policy, Econjournals, vol. 13(2), pages 357-363, March.
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