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Oil prices and the U.S. economy: Evidence from the stock market
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Cited by:
- Yoosoon Chang & Ana María Herrera & Elena Pesavento, 2023.
"Oil prices uncertainty, endogenous regime switching, and inflation anchoring,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 820-839, September.
- Yoosoon Chang & Ana Maria Herrera & Elena Pesavento, 2023. "Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring," CAMA Working Papers 2023-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yoosoon Chang & Ana Maria Herrera & Elena Pesavento, 2023. "Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring," CAEPR Working Papers 2023-002 Classification-C, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Yoosoon Chang & Ana MarÃa Herrera & Elena Pesavento, 2023. "Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring," Working Papers No 02/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Kang, Sang Hoon & Arreola Hernandez, Jose & Rehman, Mobeen Ur & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2023. "Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities," Resources Policy, Elsevier, vol. 81(C).
- Scott M. R. Mahadeo & Reinhold Heinlein & Gabriella Deborah Legrenzi, 2019. "Contagion Testing in Embryonic Markets under Alternative Stressful US Market Scenarios," CESifo Working Paper Series 8029, CESifo.
- Dejan Živkov & Slavica Manić & Jelena Kovačević & Željana Trbović, 2022. "Assessing volatility transmission between Brent and stocks in the major global oil producers and consumers – the multiscale robust quantile regression," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 21(1), pages 67-93, January.
- Huarng, Kun-Huang & Yu, Tiffany Hui-Kuang, 2020. "The impact of surge pricing on customer retention," Journal of Business Research, Elsevier, vol. 120(C), pages 175-180.
- Fry-McKibbin, Renée & McKinnon, Kate, 2023. "The evolution of commodity market financialization: Implications for portfolio diversification," Journal of Commodity Markets, Elsevier, vol. 32(C).
- Sardar, Naafey & Qureshi, Irfan, 2024. "Revisiting the relationship between oil supply news shocks and U.S. economic activity: Role of the zero lower bound," Energy Economics, Elsevier, vol. 132(C).
- Mollick, André Varella & Amin, Md Ruhul, 2021. "Occupancy, oil prices, and stock returns: Evidence from the U.S. airline industry," Journal of Air Transport Management, Elsevier, vol. 91(C).
- Saoussen Boujelben & Hela Khemakhem-Feki & Ahmad Alqatan, 2020. "Real earnings management and the relevance of operating cash flows: A study of french listed firms," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 17(4), pages 218-229, December.
- Willem Thorbecke, 2020.
"The Impact of the COVID-19 Pandemic on the U.S. Economy: Evidence from the Stock Market,"
JRFM, MDPI, vol. 13(10), pages 1-30, October.
- Willem THORBECKE, 2020. "The Impact of the COVID-19 Pandemic on the U.S. Economy: Evidence from the Stock Market," Discussion papers 20068, Research Institute of Economy, Trade and Industry (RIETI).
- André Varella Mollick & Md Ismail Haidar, 2024. "Carbon emissions, fracking, and firm value of U.S. oil and gas firms," Business Strategy and the Environment, Wiley Blackwell, vol. 33(3), pages 2462-2477, March.
- Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross, 2023.
"Oil and the Stock Market Revisited: A Mixed Functional VAR Approach,"
CAMA Working Papers
2023-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross, 2023. "Oil and the Stock Market Revisited: A mixed functional VAR approach," Working Papers No 03/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjornland & Yoosoon Chang & Jamie L. Cross, 2024. "Oil and the Stock Market Revisited: A Mixed Functional VAR Approach," CAEPR Working Papers 2023-005 Classification-1, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Yonghong Jiang & Gengyu Tian & Bin Mo, 2020. "Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-26, December.
- David Iheke Okorie & Boqiang Lin, 2022. "Crude oil market and Nigerian stocks: An asymmetric information spillover approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4002-4017, October.
- Lee, Seojin & Kim, Young Min, 2025. "The inflationary impact of oil price shock in Korea: The role of inflation expectations," Journal of Asian Economics, Elsevier, vol. 96(C).
- Mhd Ruslan, Siti Marsila & Mokhtar, Kasypi, 2021. "Stock market volatility on shipping stock prices: GARCH models approach," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
- Abiodun Moses Adetokunbo & Afe Success Mevhare, 2024. "The interconnectivity between green stocks, oil prices, and uncertainty surrounding economic policy: indications from the United States," SN Business & Economics, Springer, vol. 4(2), pages 1-26, February.
- Demirer, Rıza & Ferrer, Román & Shahzad, Syed Jawad Hussain, 2020. "Oil price shocks, global financial markets and their connectedness," Energy Economics, Elsevier, vol. 88(C).
- Sevillano, María Caridad & Jareño, Francisco & López, Raquel & Esparcia, Carlos, 2024. "Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition," Energy Economics, Elsevier, vol. 131(C).
- Carrillo-Maldonado, Paul & Díaz-Cassou, Javier, 2023.
"An anatomy of external shocks in the Andean region,"
The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Carrillo Maldonado, Paul A. & Díaz Cassou, Javier, 2019. "An Anatomy of External Shocks in the Andean Region," IDB Publications (Working Papers) 9908, Inter-American Development Bank.
- Sardar, Naafey & Sharma, Shahil, 2022. "Oil prices & stock returns: Modeling the asymmetric effects around the zero lower bound," Energy Economics, Elsevier, vol. 107(C).
- Ebrahim Abbas Abdullah Abbas Amer & Zhang Xiuwu & Ebrahim Mohammed Ali Meyad & Ali M Meyad & A K M Mohsin & Arifur Rahman, 2024. "The long-term relationship between oil price changes and economic growth from the perspective of the resource curse: An empirical study from Yemen," PLOS ONE, Public Library of Science, vol. 19(11), pages 1-23, November.
- Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian & Shahzad, Syed Jawad Hussain, 2020.
"The predictive power of oil price shocks on realized volatility of oil: A note,"
Resources Policy, Elsevier, vol. 69(C).
- Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020. "The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note," Working Papers 202044, University of Pretoria, Department of Economics.
- Rodrigo A. Morales Fernández Rafaelly & Roberto J. Santillán-Salgado, 2021. "Oil price effect on sectoral stock returns: A conditional covariance and correlation approach for Mexico," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-15, Enero - M.
- Jiang, Zhuhua & Yoon, Seong-Min, 2020. "Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis," Energy Economics, Elsevier, vol. 90(C).
- Ghaemi Asl, Mahdi & Adekoya, Oluwasegun Babatunde & Rashidi, Muhammad Mahdi & Ghasemi Doudkanlou, Mohammad & Dolatabadi, Ali, 2022. "Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network," Resources Policy, Elsevier, vol. 77(C).
- Liang Wang & Tingjia Xu, 2022. "Bidirectional Risk Spillovers between Exchange Rate of Emerging Market Countries and International Crude Oil Price–Based on Time-varing Copula-CoVaR," Computational Economics, Springer;Society for Computational Economics, vol. 59(1), pages 383-414, January.
- Zaid Zuhaira & Jizu Li & Hayder Dhahir Mohammed, 2024. "The future of the shale industry in light of the fluctuations in global oil prices," Energy & Environment, , vol. 35(3), pages 1573-1596, May.
- Sakib, Nazmus & Ibne Hossain, Niamat Ullah & Nur, Farjana & Talluri, Srinivas & Jaradat, Raed & Lawrence, Jeanne Marie, 2021. "An assessment of probabilistic disaster in the oil and gas supply chain leveraging Bayesian belief network," International Journal of Production Economics, Elsevier, vol. 235(C).