IDEAS home Printed from
   My bibliography  Save this item

Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment


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

Cited by:

  1. Boldanov, Rustam & Degiannakis, Stavros & Filis, George, 2016. "Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 209-220.
  2. repec:eee:eneeco:v:74:y:2018:i:c:p:252-262 is not listed on IDEAS
  3. repec:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1296-4 is not listed on IDEAS
  4. Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & Perez de Gracia, Fernando, 2018. "Oil volatility, oil and gas firms and portfolio diversification," Energy Economics, Elsevier, vol. 70(C), pages 499-515.
  5. Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015. "US stock market regimes and oil price shocks," Global Finance Journal, Elsevier, vol. 28(C), pages 132-146.
  6. repec:eee:eneeco:v:72:y:2018:i:c:p:120-134 is not listed on IDEAS
  7. repec:eee:eneeco:v:76:y:2018:i:c:p:228-256 is not listed on IDEAS
  8. repec:eee:riibaf:v:42:y:2017:i:c:p:1196-1207 is not listed on IDEAS
  9. repec:rej:journl:v:22:y:2019:i:71:p:17-28 is not listed on IDEAS
  10. Stavros Degiannakis, George Filis, and Vipin Arora, 2018. "Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence," The Energy Journal, International Association for Energy Economics, vol. 0(Number 5).
  11. repec:eee:appene:v:227:y:2018:i:c:p:393-402 is not listed on IDEAS
  12. repec:eee:mulfin:v:44:y:2018:i:c:p:61-68 is not listed on IDEAS
  13. repec:eee:eneeco:v:72:y:2018:i:c:p:505-516 is not listed on IDEAS
  14. repec:eee:ecmode:v:72:y:2018:i:c:p:42-53 is not listed on IDEAS
  15. Degiannakis, Stavros & Filis, George & Panagiotakopoulou, Sofia, 2018. "Oil price shocks and uncertainty: How stable is their relationship over time?," Economic Modelling, Elsevier, vol. 72(C), pages 42-53.
  16. repec:taf:applec:v:49:y:2017:i:45:p:4521-4529 is not listed on IDEAS
  17. repec:eee:finana:v:57:y:2018:i:c:p:148-156 is not listed on IDEAS
  18. repec:taf:oaefxx:v:5:y:2017:i:1:p:1286061 is not listed on IDEAS
  19. repec:eee:eneeco:v:67:y:2017:i:c:p:255-267 is not listed on IDEAS
  20. repec:eee:energy:v:140:y:2017:i:p1:p:185-197 is not listed on IDEAS
  21. repec:ebl:ecbull:eb-17-01019 is not listed on IDEAS
  22. repec:eee:eneeco:v:77:y:2019:i:c:p:66-79 is not listed on IDEAS
  23. repec:kap:rqfnac:v:51:y:2018:i:1:d:10.1007_s11156-017-0668-3 is not listed on IDEAS
  24. repec:eee:jimfin:v:76:y:2017:i:c:p:28-49 is not listed on IDEAS
  25. Stavros Degiannakis & George Filis & George Palaiodimos, 2017. "Investments and uncertainty revisited: the case of the US economy," Applied Economics, Taylor & Francis Journals, vol. 49(45), pages 4521-4529, September.
  26. Stoforos, Chrysostomos E. & Degiannakis, Stavros & Palaskas, Theodosios B., 2017. "Hedge fund returns under crisis scenarios: A holistic approach," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1196-1207.
  27. repec:eee:ecolet:v:172:y:2018:i:c:p:59-62 is not listed on IDEAS
  28. repec:eee:jrpoli:v:61:y:2019:i:c:p:461-472 is not listed on IDEAS
  29. Khalid M. Kisswani & Mohammad I. Elian, 2017. "Do Oil Prices Affect Kuwait Sectoral Stock Prices? Non-Linear Cointegration Evidence," Working Papers 1141, Economic Research Forum, revised 09 2003.
  30. Eraslan, Sercan & Ali, Faek Menla, 2018. "Oil price shocks and stock return volatility: New evidence based on volatility impulse response analysis," Discussion Papers 38/2018, Deutsche Bundesbank.
IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.