create a website

Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model. (2022). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza.
In: JRFM.
RePEc:gam:jjrfmx:v:15:y:2022:i:8:p:355-:d:883443.

Full description at Econpapers || Download paper

Cited: 9

Citations received by this document

Cites: 14

References cited by this document

Cocites: 54

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach. (2025). Salisu, Afees ; Ogbonna, Ahamuefula ; Isah, Kazeem O.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:44:y:2025:i:2:p:623-634.

    Full description at Econpapers || Download paper

  2. Do oil price shocks drive systematic risk premia in stock markets? A novel investment application. (2025). Demirer, Riza ; Polat, Onur ; Sokhanvar, Amin.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003842.

    Full description at Econpapers || Download paper

  3. Oil shocks and capital structure: Role of ESG across the globe. (2025). Bhattacherjee, Purba ; Mishra, Sibanjan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001455.

    Full description at Econpapers || Download paper

  4. The impact of energy-related uncertainty on China’s overall and sectoral stock returns: Evidence from quantile-on-quantile regression. (2025). Riaz, Adeel ; Ullah, Assad.
    In: Energy.
    RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008965.

    Full description at Econpapers || Download paper

  5. Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data. (2023). Salisu, Afees ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:202339.

    Full description at Econpapers || Download paper

  6. Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty. (2023). GUPTA, RANGAN ; van Eyden, Renee ; Sheng, Xin ; Nielsen, Joshua.
    In: Working Papers.
    RePEc:pre:wpaper:202332.

    Full description at Econpapers || Download paper

  7. The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States. (2023). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang.
    In: Working Papers.
    RePEc:pre:wpaper:202302.

    Full description at Econpapers || Download paper

  8. Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Energies.
    RePEc:gam:jeners:v:15:y:2022:i:22:p:8436-:d:969735.

    Full description at Econpapers || Download paper

  9. Oil price shocks and cost of capital: Does market liquidity play a role?. (2022). Demirer, Riza ; Prodromou, Tina.
    In: Energy Economics.
    RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004698.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. [CrossRef] Jiranyakul, Komain. 2014. Does oil price uncertainty transmit to the Thai stock market? Journal of Economic & Financial Studies 2: 16–25.

  2. Alsalman, Zeina. 2016. Oil price uncertainty and the US stock market analysis based on a GARCH-in-mean VAR model. Energy Economics 59: 251–60. [CrossRef] Aye, Goodness. 2015. Does oil price uncertainty matter for stock returns in South Africa? Investment Management and Financial Innovations 12: 179–88.

  3. Aye, Goodness, Mehmet Balcilar, and Rangan Gupta. 2017. International stock return predictability: Is the role of US time-varying? Empirica 44: 121–46. [CrossRef] Basher, Syed Abul, Alfred Haug, and Perry Sadorsky. 2012. Oil prices, exchange rates and emerging stock markets. Energy Economics 34: 227–40. [CrossRef] Basher, Syed Abul, and Perry Sadorsky. 2006. Oil price risk and emerging stock markets. Global Finance Journal 17: 224–51. [CrossRef] Bass, Alexander. 2017. Does oil prices uncertainty affect stock returns in Russia: A bivariate GARCH-in-mean approach. International Journal of Energy Economics and Policy 7: 224–30.

  4. Bayrakdaroglu, Ali, Çağatay Mirgen, and Ezgi Kuyu. 2017. Relationship between profitability ratios and stock prices: An empirical analysis on BIST-100. Press Academia Procedia 6: 1–10. [CrossRef] Benavides, Domingo Rodríguez, Miguel ngel Martínez García, and Luis Fernando Hoyos Reyes. 2019. Uncertainty of the international oil price and stock returns in Mexico through an SVAR-MGARCH. Contaduría y administración 64: 1–16.
    Paper not yet in RePEc: Add citation now
  5. Bernanke, Ben Shalom. 1983. Irreversibility, uncertainty, and cyclical investment. Quarterly Journal of Economics 98: 85–106. [CrossRef] Chen, Chun-Da, and Riza Demirer. 2022. Oil beta uncertainty and global stock returns. Energy Economics 112: 106150. [CrossRef] Chen, Shiu-Sheng. 2009. Do higher oil prices push the stock market into bear territory? Energy Economics 32: 490–95. [CrossRef] Chudik, Alexander, and Mohammad Hashem Pesaran. 2016. Theory and practice of GVAR modelling. Journal of Economic Surveys 30: 165–97. [CrossRef] Demirer, Riza, Aydin Yuksel, and Asli Yuksel. 2020a. Oil price uncertainty, global industry returns and active investment strategies.

  6. Economic Modelling 66: 258–71. [CrossRef] Silvapulle, Param, Russell Smyth, Xibin Zhang, and Jean-Pierre Fenech. 2017. Nonparametric panel data model for crude oil and stock prices in net oil importing countries. Energy Economics 67: 255–67. [CrossRef] Sousa, Ricardo, Andrew Vivian, and Mark Wohar. 2016. Predicting asset returns in the BRICs: The role of macroeconomic and fundamental predictors. International Review of Economics and Finance 41: 122–43. [CrossRef] Stock, James, and Mark Watson. 2003. Forecasting Output and Inflation: The Role of Asset Prices. Journal of Economic Literature XLI: 788–829.

  7. Energy Economics 54: 417–30. [CrossRef] J. Risk Financial Manag. 2022, 15, 355 26 of 26 Elder, John, and Apostolos Serletis. 2009. Oil price uncertainty in Canada. Energy Economics 31: 852–56. [CrossRef] Hatemi, J. Abdulnasser, Abdulrahman Al Shayeb, and Eduardo Roca. 2017. The effect of oil prices on stock prices: Fresh evidence from asymmetric causality tests. Applied Economics 49: 1584–92. [CrossRef] Henriques, Irene, and Perry Sadorsky. 2011. The effect of oil price volatility on strategic investment. Energy Economics 33: 79–87.

  8. Jo, Soojin. 2014. The effects of oil price uncertainty on global real economic activity. Journal of Money, Credit and Banking 46: 1113–35.

  9. Journal of Commodity Markets 26: 100207. [CrossRef] Pesaran, Mohammad. Hashem, Til Schuermann, and Scott Weiner. 2004. Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model. Journal of Business and Economic Statistics 22: 129–62. [CrossRef] Pindyck, Robert. 1991. Irreversibility, uncertainty, and investment. Journal of Economic Literature 29: 1110–48.

  10. Journal of Economic Asymmetries 22: e00177. [CrossRef] Demirer, Riza, Rangan Gupta, Christian Pierdzioch, and Syed Jawad Hussain Shahzad. 2020b. The predictive power of oil price shocks on realized volatility of oil: A note. Resources Policy 69: 101856. [CrossRef] [PubMed] Demirer, Rıza, Shrikant Jategaonkar, and Ahmed Khalifa. 2015. Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries. Energy Economics 49: 142–40. [CrossRef] Diaz, Elena Maria, Juan Carlos Molero, and Fernando Perez de Gracia. 2016. Oil price volatility and stock returns in the G7 economies.
    Paper not yet in RePEc: Add citation now
  11. Mimeo: University of Cambridge, Judge Business School. [CrossRef] Nguyen, Bao, Tatsuyoshi Okimoto, and Trung Duc Tran. 2021. Uncertainty-dependent and sign-dependent effects of oil market shocks.
    Paper not yet in RePEc: Add citation now
  12. Prodromou, Tina, and Riza Demirer. 2022. Oil Price Shocks and Cost of Capital: Does Market Liquidity Play a Role? Available online: https://ssrn.com/abstract=4144883 (accessed on 17 July 2022).

  13. Rahman, Sajjadur. 2021. Oil price volatility and the US stock market. Empirical Economics 61: 1461–89. [CrossRef] Sadorsky, Perry. 1999. Oil price shocks and stock market activity. Energy Economics 21: 449–69. [CrossRef] Salisu, Afees Adebare, Rangan Gupta, and Abeeb Olaniran. 2021. The effect of oil uncertainty shock on real GDP of 33 countries: A global VAR approach. Applied Economics Letters 1–6. [CrossRef] Salisu, Afees Adebare, and Kazeem Isah. 2017. Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach.

  14. Swaray, Raymond, and Afees Adebare Salisu. 2018. A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus. Global Finance Journal 37: 199–218. [CrossRef] Van Eyden, Renee, Mamothoana Difeto, Rangan Gupta, and Mark Wohar. 2019. Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data. Applied Energy 233: 612–21. [CrossRef] Wang, Yudong, Chongfeng Wu, and Li Yang. 2013. Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries. Journal of Comparative Economics 41: 1220–39. [CrossRef] Yin, Libo, and Man Lu. 2022. Oil uncertainty and firms’ risk-taking. Energy Economics 108: 105922. [CrossRef] Zhu, Hui-Ming, Su-Fang Li, and Keming Yu. 2011. Crude oil shocks and stock markets: A panel threshold cointegration approach. Energy Economics 33: 987–94. [CrossRef]

Cocites

Documents in RePEc which have cited the same bibliography

  1. Does oil price uncertainty affect corporate innovation?. (2023). Wang, Xinyu ; Amin, Md Ruhul ; Aktas, Elvan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000117.

    Full description at Econpapers || Download paper

  2. Pass-through Effects of Oil Prices on LATAM Emerging Stocks before and during COVID-19: An Evidence from a Wavelet -VAR Analysis. (2023). Tellez, Jesus Cuauhtemoc ; Sisodia, Gyanendra Singh ; Ahmed, Gouher ; Paramaiah, CH ; Rafiuddin, Aqila.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2023-01-56.

    Full description at Econpapers || Download paper

  3. Assessing volatility transmission between Brent and stocks in the major global oil producers and consumers – the multiscale robust quantile regression. (2022). Mani, Slavica ; Kovaevi, Jelena ; Trbovi, Eljana ; Ivkov, Dejan.
    In: Portuguese Economic Journal.
    RePEc:spr:portec:v:21:y:2022:i:1:d:10.1007_s10258-020-00189-x.

    Full description at Econpapers || Download paper

  4. Asymmetric Impact of Oil Price Changes on Stock Prices: Evidence from Country and Sectoral Level Data. (2022). Saha, Sujata.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:46:y:2022:i:2:d:10.1007_s12197-021-09559-3.

    Full description at Econpapers || Download paper

  5. Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:202217.

    Full description at Econpapers || Download paper

  6. Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model. (2022). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:8:p:355-:d:883443.

    Full description at Econpapers || Download paper

  7. Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Energies.
    RePEc:gam:jeners:v:15:y:2022:i:22:p:8436-:d:969735.

    Full description at Econpapers || Download paper

  8. Oil price uncertainty, corporate governance and firm performance. (2022). Yang, Baochen ; Song, Xinyu.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:80:y:2022:i:c:p:469-487.

    Full description at Econpapers || Download paper

  9. 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. (2022). Adekoya, Oluwasegun ; Rashidi, Muhammad Mahdi ; Doudkanlou, Mohammad Ghasemi ; Asl, Mahdi Ghaemi ; Dolatabadi, Ali.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002264.

    Full description at Econpapers || Download paper

  10. Oil price uncertainty and stock price informativeness: Evidence from investment-price sensitivity in China. (2022). Huang, Yuxuan ; Jin, Sisi ; Zhu, QI ; Chen, Chuanglian ; Yan, Cheng.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003271.

    Full description at Econpapers || Download paper

  11. Is the oil price a barometer of Chinas automobile market? From a wavelet-based quantile-on-quantile regression perspective. (2022). Xiao, Yidong ; Liu, LU ; Wang, Kai-Hua ; Su, Chi-Wei.
    In: Energy.
    RePEc:eee:energy:v:240:y:2022:i:c:s036054422102750x.

    Full description at Econpapers || Download paper

  12. Oil price uncertainty and stock price crash risk: Evidence from China. (2022). Li, Yang ; Chen, Xian ; Xiao, Jihong ; Wen, Fenghua.
    In: Energy Economics.
    RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002778.

    Full description at Econpapers || Download paper

  13. Sensitivity of US sectoral returns to energy commodities under different investment horizons and market conditions. (2022). Vo, Xuan Vinh ; Kang, Sang Hoon ; McIver, Ron ; Ur, Mobeen.
    In: Energy Economics.
    RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000603.

    Full description at Econpapers || Download paper

  14. Oil price volatility and the US stock market. (2021). Rahman, Sajjadur.
    In: Empirical Economics.
    RePEc:spr:empeco:v:61:y:2021:i:3:d:10.1007_s00181-020-01906-3.

    Full description at Econpapers || Download paper

  15. The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model. (2021). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza.
    In: Working Papers.
    RePEc:pre:wpaper:202160.

    Full description at Econpapers || Download paper

  16. Oil Price Uncertainty, Globalization, and Total Factor Productivity: Evidence from the European Union. (2021). Serletis, Apostolos ; Балашова, Светлана ; Balashova, Svetlana.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:12:p:3429-:d:572365.

    Full description at Econpapers || Download paper

  17. Effect of oil price uncertainty on clean energy metal stocks in China: Evidence from a nonparametric causality-in-quantiles approach. (2021). Zhu, Xuehong ; Shao, Liuguo ; Chen, Jinyu ; Zhang, Hua.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:73:y:2021:i:c:p:407-419.

    Full description at Econpapers || Download paper

  18. The impact of extreme events on energy price risk. (2021). Zhao, Xin-Xin ; Wen, Jun ; Chang, Chun-Ping.
    In: Energy Economics.
    RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002139.

    Full description at Econpapers || Download paper

  19. Volatility spillovers and hedging effectiveness between oil and stock markets: Evidence from a wavelet-based and structural breaks analysis. (2021). karamti, chiraz ; Belhassine, Olfa.
    In: Energy Economics.
    RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003959.

    Full description at Econpapers || Download paper

  20. The impact of oil price volatility on stock markets: Evidences from oil-importing countries. (2021). Park, Sung Y. ; Joo, Young C.
    In: Energy Economics.
    RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003091.

    Full description at Econpapers || Download paper

  21. .

    Full description at Econpapers || Download paper

  22. High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty. (2020). Kyei, Clement ; GUPTA, RANGAN ; Bouri, Elie ; Subramaniam, Sowmya.
    In: Working Papers.
    RePEc:pre:wpaper:202085.

    Full description at Econpapers || Download paper

  23. Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors: A tale of two crises. (2020). Belhassine, Olfa.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531918310638.

    Full description at Econpapers || Download paper

  24. Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects. (2020). Ding, Zhihua ; Liu, Zhenhua ; Wu, Jy S ; Tseng, Hui-Kuan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308153.

    Full description at Econpapers || Download paper

  25. Crude oil price volatility and equity return predictability: A comparative out-of-sample study. (2020). Nonejad, Nima.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301654.

    Full description at Econpapers || Download paper

  26. Time and frequency connectedness among oil shocks, electricity and clean energy markets. (2020). Shahzad, Syed Jawad Hussain ; Nepal, Rabindra ; Peng, Zhe ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr ; Suleman, Mouhammed Tahir.
    In: Energy Economics.
    RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302541.

    Full description at Econpapers || Download paper

  27. Oil price uncertainty and U.S. employment growth. (2020). MA, XIAOHAN ; Koirala, Niraj Prasad.
    In: Energy Economics.
    RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302504.

    Full description at Econpapers || Download paper

  28. The importance of managerial ability on crude oil price uncertainty-firm performance relationship. (2020). Phan, Dinh ; Nguyen, Dat ; Tran, Vuong Thao ; Bach, Dinh Hoang ; Le, An H.
    In: Energy Economics.
    RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301183.

    Full description at Econpapers || Download paper

  29. The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach. (2020). Lin, Boqiang ; Su, Tong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300980.

    Full description at Econpapers || Download paper

  30. Oil price uncertainty and cash holdings: Evidence from China. (2020). Zhang, Zongyi ; Zhou, Han.
    In: Energy Economics.
    RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300712.

    Full description at Econpapers || Download paper

  31. Financial liquidity, geopolitics, and oil prices. (2020). Abdel-Latif, Hany ; El-Gamal, Mahmoud.
    In: Energy Economics.
    RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319302634.

    Full description at Econpapers || Download paper

  32. Energy commodity uncertainties and the systematic risk of US industries. (2020). Shahzad, Syed Jawad Hussain ; Balli, Faruk ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr ; de Bruin, Anne.
    In: Energy Economics.
    RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303846.

    Full description at Econpapers || Download paper

  33. Tight oil, real WTI prices and U.S. stock returns. (2020). Huang, Wanling ; Mollick, Andre Varella.
    In: Energy Economics.
    RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930369x.

    Full description at Econpapers || Download paper

  34. Financial factors affecting oil price change and oil-stock interactions: a review and future perspectives. (2019). LV, TAO ; Ding, Zhihua ; Liu, Zhenhua ; Qiang, Wei ; Wu, Jy S.
    In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards.
    RePEc:spr:nathaz:v:95:y:2019:i:1:d:10.1007_s11069-018-3473-y.

    Full description at Econpapers || Download paper

  35. Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment. (2019). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad ; Raza, Naveed.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:52:y:2019:i:3:d:10.1007_s11156-018-0730-9.

    Full description at Econpapers || Download paper

  36. Dynamic Transmission of Correlation between Investor Attention and Stock Price: Evidence from China’s Energy Industry Typical Stocks. (2019). Qi, Yajie ; Guo, Sui ; Feng, Sida ; Li, Huajiao.
    In: Complexity.
    RePEc:hin:complx:3540523.

    Full description at Econpapers || Download paper

  37. A sectoral analysis of asymmetric nexus between oil price and stock returns. (2019). Salisu, Afees ; Raheem, Ibrahim ; Ndako, Umar.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:61:y:2019:i:c:p:241-259.

    Full description at Econpapers || Download paper

  38. The diminishing hedging role of crude oil: Evidence from time varying financialization. (2019). Rodriguez, Ivan ; Sharma, Shahil.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19301392.

    Full description at Econpapers || Download paper

  39. Another look at the energy-growth nexus: New insights from MIDAS regressions. (2019). Salisu, Afees ; Ogbonna, Ahamuefula.
    In: Energy.
    RePEc:eee:energy:v:174:y:2019:i:c:p:69-84.

    Full description at Econpapers || Download paper

  40. Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach. (2019). Xiao, Jihong ; Ouyang, Guangda ; Wen, Fenghua ; Hu, Chunyan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:297-309.

    Full description at Econpapers || Download paper

  41. Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin.
    In: MPRA Paper.
    RePEc:pra:mprapa:96270.

    Full description at Econpapers || Download paper

  42. Financial Liquidity, Geopolitics, and Oil Prices. (2018). El-Gamal, Mahmoud ; Abdel-Latif, Hany.
    In: Working Papers.
    RePEc:erg:wpaper:1255.

    Full description at Econpapers || Download paper

  43. Déjà vol oil? Predicting S&P 500 equity premium using crude oil price volatility: Evidence from old and recent time-series data. (2018). Nonejad, Nima.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:58:y:2018:i:c:p:260-270.

    Full description at Econpapers || Download paper

  44. Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index. (2018). Zhou, Min ; Xiao, Jihong ; Wen, Fengming.
    In: Energy Economics.
    RePEc:eee:eneeco:v:74:y:2018:i:c:p:777-786.

    Full description at Econpapers || Download paper

  45. Automobile manufacturers, electric vehicles and the price of oil. (2018). Todorova, Neda ; Baur, Dirk G.
    In: Energy Economics.
    RePEc:eee:eneeco:v:74:y:2018:i:c:p:252-262.

    Full description at Econpapers || Download paper

  46. Extreme dependence and risk spillovers between oil and Islamic stock markets. (2018). Shahzad, Syed Jawad Hussain ; Mensi, Walid ; Hussain, Syed Jawad ; Hammoudeh, Shawkat ; Ur, Mobeen ; Al-Yahyaee, Khamis H.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:34:y:2018:i:c:p:42-63.

    Full description at Econpapers || Download paper

  47. Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin.
    In: The Energy Journal.
    RePEc:aen:journl:ej39-5-filis.

    Full description at Econpapers || Download paper

  48. US stocks in the presence of oil price risk: Large cap vs. Small cap. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond.
    In: Economics and Business Letters.
    RePEc:ove:journl:aid:12376.

    Full description at Econpapers || Download paper

  49. Does Oil Prices Uncertainty Affect Stock Returns in Russia: A Bivariate Generalized Autoregressive Conditional Heteroskedasticity-in-Mean Approach. (2017). Bass, Alexander.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2017-04-27.

    Full description at Econpapers || Download paper

  50. US stocks in the presence of oil price risk: Large cap vs. Small cap. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond.
    In: Working Papers.
    RePEc:cui:wpaper:0037.

    Full description at Econpapers || Download paper

  51. A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond.
    In: Working Papers.
    RePEc:cui:wpaper:0024.

    Full description at Econpapers || Download paper

  52. Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model. (2016). Alsalman, Zeina.
    In: Energy Economics.
    RePEc:eee:eneeco:v:59:y:2016:i:c:p:251-260.

    Full description at Econpapers || Download paper

  53. Does Oil Price Uncertainty Matter for Stock Returns in South Africa?. (2014). Aye, Goodness C..
    In: Working Papers.
    RePEc:pre:wpaper:201484.

    Full description at Econpapers || Download paper

  54. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-04 15:04:52 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.