IDEAS home Printed from https://ideas.repec.org/r/eee/eneeco/v86y2020ics0140988319304530.html

Oil price shocks and EMU sovereign yield spreads

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Umar, Zaghum & Abrar, Afsheen & Hadhri, Sinda & Sokolova, Tatiana, 2023. "The connectedness of oil shocks, green bonds, sukuks and conventional bonds," Energy Economics, Elsevier, vol. 119(C).
  2. Ordu-Akkaya, Beyza Mina & Özyıldırım, Süheyla, 2025. "Commodity dependence: Providing information on emerging market CDS spreads when economic indicators are absent," Emerging Markets Review, Elsevier, vol. 67(C).
  3. Wegener, Christoph & Basse, Tobias & Maiani, Stefano & Nguyen, Tam Huu, 2025. "Predictive power of oil prices on CDS spread dynamics of oil-producing countries," Energy Economics, Elsevier, vol. 145(C).
  4. Abiad, Abdul & Qureshi, Irfan A., 2023. "The macroeconomic effects of oil price uncertainty," Energy Economics, Elsevier, vol. 125(C).
  5. Michail Filippidis & George Filis & Georgios Magkonis & Panagiotis Tzouvanas, 2023. "Evaluating robust determinants of the WTI/Brent oil price differential: A dynamic model averaging analysis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(6), pages 807-825, June.
  6. Cepni, Oguzhan & Gupta, Rangan & Karahan, Cenk C. & Lucey, Brian, 2026. "Retraction notice to “Oil price shocks and yield curve dynamics in emerging markets” [International Review of Economics and Finance 80 (2022) 613–623]," International Review of Economics & Finance, Elsevier, vol. 105(C).
  7. Yildirim, Zekeriya & Guloglu, Hasan, 2024. "Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter," Energy, Elsevier, vol. 306(C).
  8. Li, Jingxin & Lan, Qiujun & Wang, Xiangjin & Ge, Linnan, 2025. "Oil price shocks and green bond spreads: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 87(C), pages 178-190.
  9. Chen, Xian & Li, Yang & Xiao, Jihong & Wen, Fenghua, 2020. "Oil shocks, competition, and corporate investment: Evidence from China," Energy Economics, Elsevier, vol. 89(C).
  10. Frédéric Vinas, 2025. "Oil Shocks and their Impact on Corporate Profitability, Productivity, and Credit Risk: Firm-Level Evidence Over Two Decades," Working papers 989, Banque de France.
  11. Jin Boon Wong, 2021. "Stock market reactions to different types of oil shocks: Evidence from China," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(2), pages 179-193, February.
  12. repec:aen:journl:ej44-5-delpachitra is not listed on IDEAS
  13. Iania, Leonardo & Lyrio, Marco & Nersisyan, Liana, 2023. "Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries," LIDAM Discussion Papers LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
  14. Wong, Jin Boon & Hasan, Mostafa Monzur, 2021. "Oil shocks and corporate payouts," Energy Economics, Elsevier, vol. 99(C).
  15. Maghyereh, Aktham & Ziadat, Salem Adel & Al Rababa'a, Abdel Razzaq A., 2024. "Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach," Energy, Elsevier, vol. 306(C).
  16. Yang, Lu, 2023. "Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk," Resources Policy, Elsevier, vol. 82(C).
  17. Seok-Jun Yun & Sun-Yong Choi & Young Sung Kim, 2023. "Examining the hedge performance of US dollar, VIX, and gold during the coronavirus pandemic: Is US dollar a better hedge asset?," PLOS ONE, Public Library of Science, vol. 18(10), pages 1-19, October.
  18. Francisco Jareño & Ana Escribano & Zaghum Umar, 2024. "Correction: The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-1, December.
  19. Umar, Zaghum & Aharon, David Y. & Esparcia, Carlos & AlWahedi, Wafa, 2022. "Spillovers between sovereign yield curve components and oil price shocks," Energy Economics, Elsevier, vol. 109(C).
  20. Semei Coronado & Rangan Gupta & Saban Nazlioglu & Omar Rojas, 2023. "Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2239-2247, July.
  21. Wong, Jin Boon & Zhang, Qin, 2023. "Managerial performance and oil price shocks," Energy Economics, Elsevier, vol. 124(C).
  22. Lin, Xudong & Meng, Yiqun & Zhu, Hao, 2024. "Exploring hedging potentials of green bonds against oil price shocks: Evidence from quantile-on-quantile connectedness measures," Finance Research Letters, Elsevier, vol. 65(C).
  23. Qin Zhang & Jin Boon Wong, 2022. "Do oil shocks impact stock liquidity?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(3), pages 472-491, March.
  24. Yihong Ma & Simon Cottrell & Sarath Delpachitra & Xiao Yu & Ping Jiang & Quan Tran Ha Minh, 2023. "What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries," The Energy Journal, , vol. 44(5), pages 277-300, September.
  25. Abhibasu Sen & Karabi Dutta Choudhury & Tapan Kumar Datta, 2023. "An analysis of crude oil prices in the last decade (2011-2020): With deep learning approach," PLOS ONE, Public Library of Science, vol. 18(3), pages 1-32, March.
  26. Chen, Shiu-Sheng & Huang, Shiangtsz & Lin, Tzu-Yu, 2022. "How do oil prices affect emerging market sovereign bond spreads?," Journal of International Money and Finance, Elsevier, vol. 128(C).
  27. Prodromou, Tina & Demirer, Riza, 2022. "Oil price shocks and cost of capital: Does market liquidity play a role?," Energy Economics, Elsevier, vol. 115(C).
  28. Lin, Boqiang & Wu, Nan, 2022. "Do heterogeneous oil price shocks really have different effects on earnings management?," International Review of Financial Analysis, Elsevier, vol. 79(C).
  29. Iania, Leonardo & Lyrio, Marco & Nersisyan, Liana, 2024. "Oil price shocks and bond risk premia: Evidence from a panel of 15 countries," Energy Economics, Elsevier, vol. 139(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.