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Is the Recent Low Oil Price Attributable to the Shale Revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat.
In: MPRA Paper.
RePEc:pra:mprapa:80775.

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Cited: 34

Citations received by this document

Cites: 27

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Cocites: 50

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Citations

Citations received by this document

  1. Changes in the effects of oil price shocks on US industrial production. (2024). Kwon, Dohyoung.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2515-2526.

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  2. Crude oil price shocks, volatility spillovers, and global systemic financial risk transmission mechanisms: Evidence from the stock and foreign exchange markets. (2023). Zhang, Jianshun ; Chen, Jianyu.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:85:y:2023:i:pb:s030142072300586x.

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  3. Dynamic spillover effects among international crude oil markets from the time-frequency perspective. (2023). Zhang, Xiaoming ; Xu, Chao ; Zhou, Hegang ; Lee, Chien-Chiang.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006614.

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  4. Declining integration in the US natural gas market. (2022). Trujillo-Barrera, Andres ; Etienne, Xiaoli ; Nuez, Hector M.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003178.

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  5. Economic impact of crude oil supply disruption on social welfare losses and strategic petroleum reserves. (2022). Iqbal, Sajid ; Saydaliev, Hayot Berk ; Liu, Zhen ; Yang, Yang.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001374.

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  6. US oil supply shocks and economies of oil-exporting African countries: A GVAR-Oil Resource Analysis. (2022). Olayungbo, David ; Umechukwu, Chisom.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004888.

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  7. Complex risk contagions among large international energy firms: A multi-layer network analysis. (2022). Zhang, Dayong ; Zhou, Xinyu ; Xiao, Xuanqi ; Wu, Fei ; Ji, Qiang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004054.

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  8. Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain. (2022). Kang, Sanghoon ; Lucey, Brian M ; Hasan, Mudassar ; Karim, Sitara ; Naeem, Muhammad Abubakr.
    In: Energy Economics.
    RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003036.

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  9. Forecasting crude oil prices with shrinkage methods: Can nonconvex penalty and Huber loss help?. (2022). Zhang, Yue-Jun ; Xing, Li-Min.
    In: Energy Economics.
    RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001852.

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  10. Heterogeneous effects of oil price fluctuations: Evidence from a nonparametric panel data model in Canada. (2022). Lloyd-Ellis, Huw ; Moghaddam, Mohsen Bakhshi.
    In: Energy Economics.
    RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001839.

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  11. Evolving United States stock market volatility: The role of conventional and unconventional monetary policies. (2022). GUPTA, RANGAN ; Balcilar, Mehmet ; Ji, Qiang ; Plakandaras, Vasilios.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000249.

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  12. Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data. (2021). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian.
    In: Working Papers.
    RePEc:pre:wpaper:202122.

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  13. Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies. (2021). Plakandaras, Vasilios ; Balcilar, Mehmet ; Ji, Qiang ; Gupta, Rangan.
    In: Working Papers.
    RePEc:pre:wpaper:202113.

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  14. The Essence of Relationships between the Crude Oil Market and Foreign Currencies Market Based on a Study of Key Currencies. (2021). Miciua, Ireneusz ; Wodarczyk, Bogdan ; Szturo, Marek.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:23:p:7978-:d:690892.

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  15. Forecasting the stock returns of Chinese oil companies: Can investor attention help?. (2021). Li, Zhao-Chen ; Zhang, Yue-Jun.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:76:y:2021:i:c:p:531-555.

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  16. The effect of oil supply shocks on industry returns. (2021). Wu, Kai ; Li, Jay Y ; Huang, Dayong.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:24:y:2021:i:c:s2405851321000064.

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  17. Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Energy.
    RePEc:eee:energy:v:235:y:2021:i:c:s0360544221015814.

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  18. Is there a bubble in the shale gas market?. (2021). Wang, LI ; Han, Xin ; Yang, Haijun.
    In: Energy.
    RePEc:eee:energy:v:215:y:2021:i:pa:s0360544220322088.

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  19. Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets. (2021). Gözgör, Giray ; Xu, Bing ; Marco, Chi Keung ; Gozgor, Giray ; Semeyutin, Artur.
    In: Energy Economics.
    RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100517x.

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  20. Mothballing in a Duopoly: Evidence from a (Shale) Oil Market. (2021). Vergalli, Sergio ; Kort, Peter ; Miniaci, Raffaele ; Menoncin, Francesco ; Hagspiel, Verena ; Comincioli, Nicola.
    In: Energy Economics.
    RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004539.

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  21. Oil price shocks and credit spread: Structural effect and dynamic spillover. (2021). Xie, Rui ; Liu, Cenjie ; Jiang, Yong.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000905.

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  22. Mothballing in a Duopoly: Evidence from a (Shale) Oil Market. (2020). Miniaci, Raffaele ; Comincioli, Nicola ; Vergalli, Sergio ; Menoncin, Francesco ; Kort, Peter M ; Hagspiel, Verena.
    In: Working Papers.
    RePEc:fem:femwpa:2020.18.

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  23. Dynamic capital structure under changing market conditions in the oil industry: An empirical investigation. (2020). Uribe, Jorge ; Manotas, Diego F ; Restrepo, Natalia.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720300684.

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  24. The time-varying causal relationship between oil price and unemployment: Evidence from the U.S. and China (EGY 118745). (2020). Liu, LU ; Zhang, Xi-Xi.
    In: Energy.
    RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318521.

    Full description at Econpapers || Download paper

  25. Factors driving oil price —— from the perspective of United States. (2020). Lobon, Oana-Ramona ; Moldovan, Nicoleta-Claudia ; Tao, Ran ; Qin, Meng ; Su, Chi-Wei.
    In: Energy.
    RePEc:eee:energy:v:197:y:2020:i:c:s0360544220303261.

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  26. How do oil price shocks affect the output volatility of the U.S. energy mining industry? The roles of structural oil price shocks. (2020). Xiao, Helu ; Lin, Ling ; Liu, Qing ; Zhou, Zhongbao ; Jiang, Yong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300761.

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  27. Mild explosivity in recent crude oil prices. (2020). Paraskevopoulos, Ioannis ; McCrorie, Roderick J ; Figuerola-Ferretti, Isabel.
    In: Energy Economics.
    RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319301471.

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  28. 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.

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  29. Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?. (2019). Lin, Jia-Juan ; Zhang, Yue-Jun.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:66:y:2019:i:c:s1057521919304387.

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  30. Linkages between oil price shocks and stock returns revisited. (2019). Doko Tchatoka, Firmin ; Parry, Sean ; Masson, Virginie.
    In: Energy Economics.
    RePEc:eee:eneeco:v:82:y:2019:i:c:p:42-61.

    Full description at Econpapers || Download paper

  31. What drives volatility in natural gas prices?. (2019). Smyth, Russell ; Hailemariam, Abebe.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:731-742.

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  32. Linkages Between Oil Price Shocks and Stock Returns Revisited. (2018). Masson, Virginie ; Doko Tchatoka, Firmin ; Parry, Sean.
    In: School of Economics Working Papers.
    RePEc:adl:wpaper:2018-01.

    Full description at Econpapers || Download paper

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  3. Is the Recent Low Oil Price Attributable to the Shale Revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat.
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  7. The extreme-value dependence between the crude oil price and Chinese stock markets. (2015). Chen, Qian ; Lv, Xin ; Xin Lv, .
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  8. Crude Oil Price Shocks and Stock Returns: Evidences from Turkish Stock Market under Global Liquidity Conditions. (2015). Aydogan, Berna ; Berk, Istemi .
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  9. Oil Price Shocks and the U.S. Stock Market: Do Sign and Size Matter?. (2015). Herrera, Ana María ; Ana, Zeina Alsalman .
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  10. Empirical linkage between oil price and stock market returns and volatility: Evidence from international developed markets. (2014). Khraief, Naceur ; DHAOUI, Abderrazak.
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  11. Stock markets and energy prices. (2014). Basher, Syed ; Abul, Basher Syed .
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  13. Evaluation of the profitability of companies financed by venture capital (CVC) listed on the French market. (2014). Moschetto, Bruno-Laurent ; Khalfallah, Moez .
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  39. On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness. (2012). Nguyen, Duc Khuong ; AROURI, Mohamed ; Arouri, Mohamed El Hedi, ; Jouini, Jamel.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:2:p:611-617.

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  40. Oil prices, exchange rates and emerging stock markets. (2012). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:1:p:227-240.

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  41. Natural gas prices and stock prices: Evidence from EU-15 countries. (2012). Ozturk, Ilhan ; Acaravcı, Ali ; Acaravci, Ali ; Kandir, Serkan Yilmaz .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:5:p:1646-1654.

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  42. Oil prices, exchange rates and emerging stock markets. (2011). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
    In: MPRA Paper.
    RePEc:pra:mprapa:30140.

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  43. Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management. (2011). Nguyen, Duc Khuong ; AROURI, Mohamed ; Jouini, Jamel ; El Hedi Arouri, Mohamed, .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:7:p:1387-1405.

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  44. Crude oil shocks and stock markets: A panel threshold cointegration approach. (2011). Zhu, Hui-Ming ; Li, Su-Fang ; Yu, Keming.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:5:p:987-994.

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  45. Does crude oil move stock markets in Europe? A sector investigation. (2011). AROURI, Mohamed ; Arouri, Mohamed El Hedi, .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:4:p:1716-1725.

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  46. Economic Effects of Oil and Food Price Shocks in Asia and Pacific Countries: An Application of SVAR Model. (2011). Alom, Fardous.
    In: 2011 Conference, August 25-26, 2011, Nelson, New Zealand.
    RePEc:ags:nzar11:115346.

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  47. Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade. (2010). Nguyen, Duc Khuong ; AROURI, Mohamed ; Hedi Arouri, Mohamed El, .
    In: Energy Policy.
    RePEc:eee:enepol:v:38:y:2010:i:8:p:4528-4539.

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  48. Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns. (2010). JAMMAZI, RANIA ; Aloui, Chaker.
    In: Energy Policy.
    RePEc:eee:enepol:v:38:y:2010:i:3:p:1415-1435.

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  49. Short and long-term links between oil prices and stock markets in Europe. (2010). JAWADI, Fredj ; AROURI, Mohamed ; El Hedi, AROURI Mohamed ; Fredj, Jawadi.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-09-00534.

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  50. Do Oil Prices Affect Kuwait Sectoral Stock Prices? Non-Linear Cointegration Evidence. (2003). Kisswani, Khalid ; Elian, Mohammad I.
    In: Working Papers.
    RePEc:erg:wpaper:1141.

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