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The Impact of Oil Price Shocks on the U.S. Stock Market. (2007). Park, Cheolbeom ; Kilian, Lutz.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:6166.

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Cited: 66

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  1. Unveiling the factors of oil versus non-oil sources in affecting the global commodity prices: A combination of threshold and asymmetric modeling approach. (2019). Sek, Siok Kun.
    In: Energy.
    RePEc:eee:energy:v:176:y:2019:i:c:p:272-280.

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  2. Crude oil and equity markets in major European countries: New evidence. (2018). miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine ; van Hoang, Thi Hong.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-18-00237.

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  3. Oil price effects over individual Portuguese stock returns. (2017). Teixeira, Rui F ; Vieira, Elisabete S ; Madaleno, Mara.
    In: Empirical Economics.
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  4. Modelling Share Price Behaviour in Nigeria. (2017). Ogieva, Osazee Frank ; Ogbeide, Darlington Osaremwinda.
    In: Annals of the University of Petrosani, Economics.
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  5. Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?. (2017). Shahzad, Syed Jawad Hussain ; Jareño, Francisco ; Hussain, Syed Jawad ; Jareo, Francisco ; Ferrer, Roman ; Jammazi, Rania.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:49:y:2017:i:c:p:453-483.

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  6. THE REAL INFLUENCES OF OIL PRICE CHANGES ON THE GROWTH OF REAL GDP: THE CASE OF SOUTH AFRICA. (2016). Maruping, Hlompo ; Mongale, Itumeleng .
    In: Proceedings of International Academic Conferences.
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  7. The wealth effects of oil-related name changes on stock prices: Evidence from the U.S. and Canadian stock markets. (2016). Fok, Robert ; Chang, Yuanchen ; Yang, Shih-An .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:40:y:2016:i:c:p:26-45.

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  8. The impact of oil shocks on exchange rates: A Markov-switching approach. (2016). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
    In: Energy Economics.
    RePEc:eee:eneeco:v:54:y:2016:i:c:p:11-23.

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  9. Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests. (2016). Kanjilal, Kakali ; Ghosh, Sajal .
    In: Energy Economics.
    RePEc:eee:eneeco:v:53:y:2016:i:c:p:111-117.

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  10. The impact of oil shocks on exchange rates: A Markov-switching approach. (2015). Haug, Alfred ; Basher, Syed ; Abul, Basher Syed ; Perry, Sadorsky ; Alfred, Haug .
    In: MPRA Paper.
    RePEc:pra:mprapa:68232.

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  11. Institutions and return predictability in oil-exporting countries. (2015). Jahan-Parvar, Mohammad ; Shugarman, Justin ; Aramonte, Sirio.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-14.

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  12. How Does Stock Market Volatility React to Oil Shocks?. (2015). Manera, Matteo ; Bastianin, Andrea.
    In: Working Papers.
    RePEc:fem:femwpa:2014.110.

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  13. Extreme risk spillovers between crude oil and stock markets. (2015). Du, Limin ; He, Yanan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:51:y:2015:i:c:p:455-465.

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  14. Effects of oil price shocks on the stock market performance: Do nature of shocks and economies matter?. (2015). LE, Thai-Ha ; Chang, Youngho.
    In: Energy Economics.
    RePEc:eee:eneeco:v:51:y:2015:i:c:p:261-274.

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  15. Does the volatility of commodity prices reflect macroeconomic uncertainty?. (2015). Razafindrabe, Tovonony ; Mignon, Valérie ; Joëts, Marc.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2015-7.

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  16. Does the volatility of commodity prices reflect macroeconomic uncertainty?. (2015). Razafindrabe, Tovonony ; Mignon, Valérie ; Joëts, Marc ; Joets, Marc.
    In: Working Papers.
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  17. Oil shocks, policy uncertainty and stock returns in China. (2015). Ratti, Ronald ; Kang, Wensheng .
    In: The Economics of Transition.
    RePEc:bla:etrans:v:23:y:2015:i:4:p:657-676.

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  18. Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013. (2014). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working papers.
    RePEc:uct:uconnp:2014-26.

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  19. The direct and indirect effects of oil shocks on energy related stocks. (2014). Zhang, Dayong ; Broadstock, David ; Wang, Rui.
    In: Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS).
    RePEc:sur:seedps:146.

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  20. Does Indian Stock Market Provide Diversification Benefits Against Oil Price Shocks? A Sectoral Analysis. (2014). Masih, Abul ; Ali, Mohsin.
    In: MPRA Paper.
    RePEc:pra:mprapa:58828.

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  21. Measuring contagion effects between crude oil and OECD stock markets. (2014). Guesmi, Khaled ; Fattoum, Salma.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-90.

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  22. Measuring contagion effects between crude oil and OECD stock markets. (2014). GUESMI, Khaled ; Fattoum, Salma.
    In: Working Papers.
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  23. The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship. (2014). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng .
    In: CAMA Working Papers.
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  24. The Impact of Oil Price Shocks on U.S. Bond Market Returns. (2014). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng .
    In: CAMA Working Papers.
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  25. Policy Uncertainty in China, Oil Shocks and Stock Returns. (2014). Ratti, Ronald ; Kang, Wensheng .
    In: CAMA Working Papers.
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  26. Crude oil: Commodity or financial asset?. (2014). Maystre, Nicolas ; Kaufmann, Robert ; Bicchetti, David ; Kulatilaka, Nalin ; Kolodziej, Marek .
    In: Energy Economics.
    RePEc:eee:eneeco:v:46:y:2014:i:c:p:216-223.

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  27. The impact of oil price shocks on U.S. bond market returns. (2014). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng .
    In: Energy Economics.
    RePEc:eee:eneeco:v:44:y:2014:i:c:p:248-258.

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  28. Direct and indirect oil shocks and their impacts upon energy related stocks. (2014). Zhang, Dayong ; Broadstock, David ; Wang, Rui.
    In: Economic Systems.
    RePEc:eee:ecosys:v:38:y:2014:i:3:p:451-467.

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  29. Conditional Correlations and Volatility Links Among Gold, Oil and Istanbul Stock Exchange Sector Returns. (2014). Kilic, Erdem ; Gencer, Hatice Gaye.
    In: International Journal of Economics and Financial Issues.
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  30. The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach. (2014). Guesmi, Khaled ; Fattoum, Salma.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-13-00576.

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  31. Examining the energy-related CO2 emissions using Decomposition Approach in EU-15 before and after the Kyoto Protocol. (2014). Moutinho, Victor ; Silva, Pedro Miguel ; Xavier, Jose Manuel .
    In: CEFAGE-UE Working Papers.
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  33. Oil Price Shocks and Volatility in Australian Stock Returns ‎. (2013). Ratti, Ronald ; Hasan, Zahid M..
    In: MPRA Paper.
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  34. The Impact of Oil Prices on Sectoral Returns: An Empirical Analysis from Borsa Istanbul. (2013). demiralay, sercan ; Gencer, Gaye .
    In: EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey.
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  35. Does crude oil price play an important role in explaining stock return behavior?. (2013). Yu, Shih-Ti ; Chang, Kuang-Liang.
    In: Energy Economics.
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  36. Decomposition analysis for energy-related CO2 emissions intensity over 1996-2009 in Portuguese Industrial Sectors. (2013). Alves, Margarida R. ; Moutinho, Victor.
    In: CEFAGE-UE Working Papers.
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  37. Disentangling Labor Supply and Demand Shifts Using Spatial Wage Dispersion: The Case of Oil Price Shocks. (2013). Kehrig, Matthias ; Ziebarth, Nicolas .
    In: Working Papers.
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  38. Oil price shocks and European industries. (2012). Scholtens, Bert ; Yurtsever, Cenk .
    In: Energy Economics.
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  39. Do food commodity prices have asymmetric effects on Euro-Area inflation?. (2012). Venditti, Fabrizio ; Porqueddu, Mario .
    In: Temi di discussione (Economic working papers).
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  40. Oil prices, exchange rates and emerging stock markets. (2011). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
    In: MPRA Paper.
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  41. Estimating VARs sampled at mixed or irregular spaced frequencies : a Bayesian approach. (2011). Kim, Tae Bong ; Foerster, Andrew ; Chiu, Ching-Wai (Jeremy) ; Seoane, Hernan D. ; Eraker, Bjorn .
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  42. Oil price movements and stock market returns: Evidence from Gulf Cooperation Council (GCC) countries. (2011). Turkistani, Abdullah Q. ; Mohanty, Sunil K. ; Alaitani, Muhammed Y. ; Nandha, Mohan .
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  43. Crude oil shocks and stock markets: A panel threshold cointegration approach. (2011). Zhu, Hui-Ming ; Li, Su-Fang ; Yu, Keming.
    In: Energy Economics.
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  44. Oil price shocks and industry stock returns. (2011). Odusami, Babatunde ; Mansur, Iqbal ; Elyasiani, Elyas.
    In: Energy Economics.
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  45. Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin.
    In: CIRJE F-Series.
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  46. Oil Price Shocks, Monetary Policy and Stagflation. (2010). Kilian, Lutz.
    In: RBA Annual Conference Volume.
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  47. External Capital Structures and Oil Price Volatility. (2010). Warnock, Francis ; Rebucci, Alessandro ; Burger, John.
    In: NBER Working Papers.
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  48. Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., .
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  49. Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns. (2010). JAMMAZI, RANIA ; Aloui, Chaker.
    In: Energy Policy.
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  50. Do higher oil prices push the stock market into bear territory?. (2010). Chen, Shiu-Sheng.
    In: Energy Economics.
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  51. Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin.
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  52. Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin.
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  53. Nexus between Oil Price and Stock Performance of Power Industry in Malaysia. (2009). Puah, Chin-Hong ; Tan, Lay-Phin ; Md Isa, Abu Hassan, .
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  54. US Industry-Level Returns and Oil Prices. (2009). Jahan-Parvar, Mohammad ; Fan, Qinbin .
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  55. The Effects of Oil Price Changes on the Industry-Level Production and Prices in the U.S. and Japan.. (2009). Sudo, Nao ; Hirakata, Naohisa ; Fukunaga, Ichiro.
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  56. Do structural oil-market shocks affect stock prices?. (2009). Miller, Stephen ; Apergis, Nicholas.
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  57. Crude oil and stock markets: Stability, instability, and bubbles. (2009). Ratti, Ronald ; Miller, J..
    In: Energy Economics.
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  58. Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008?. (2009). Kilian, Lutz ; Hicks, Bruce .
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  59. Investigating the U.S. Oil-Macroeconomy Nexus using Rolling Impulse Responses. (2009). Gronwald, Marc.
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  60. Crude Oil Prices and the USD/EUR Exchange Rate. (2008). Crespo Cuaresma, Jesus ; Breitenfellner, Andreas ; Summer, Martin.
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  61. The impact of oil price shocks: Evidence from the industries of six OECD countries. (2008). Jiménez-Rodríguez, Rebeca ; Jimenez-Rodriguez, Rebeca .
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  62. Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices. (2008). Vega, Clara ; Kilian, Lutz.
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  63. Oil Prices, Profits, and Recessions: An Inquiry Using Terrorism as an Instrumental Variable. (2008). Oswald, Andrew ; Graham, Liam ; Chen, Natalie.
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  64. Why Does Gasoline Cost so Much? A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market. (2008). Kilian, Lutz.
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  65. The Economic Effects of Energy Price Shocks. (2008). Kilian, Lutz.
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  66. Effects of Oil Shocks on the Unemployment: GVAR Approach. (). Khojastehneghad, Malek ; Hosseini, Raheleh.
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  31. Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment. (2001). Ludvigson, Sydney ; Lettau, Martin.
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  32. A Multivariate Model of Strategic Asset Allocation. (2001). Viceira, Luis ; Campbell, John ; Chan, Yeung Lewis.
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  33. Leading indicator information in UK equity prices: an assessment of economic tracking portfolios. (2001). Hayes, Simon.
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  34. Estimation Risk, Market Efficiency, and the Predictability of Returns. (2000). Shanken, Jay.
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  35. Is There a Positive Intertemporal Tradeoff Between Risk and Return After All?. (2000). Morley, James.
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  36. An International Dynamic Asset Pricing Model. (1999). Ng, David ; Hodrick, Robert.
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  43. Stock market fluctuations and the term structure. (1996). ZHOU, CHUNSHENG.
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  45. Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk. (1993). Mei, Jianping ; Campbell, John.
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