Similar Search Results

Spillovers between oil and stock returns in the US energy sector : does idiosyncratic information matter?

Ma, Yan-Ran; Zhang, Dayong; Ji, Qiang; Pan, Jiaofeng - In: Energy economics 81 (2019), pp. 536-544

Persistent link: https://www.econbiz.de/10012172799

Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility

Nonejad, Nima - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013534202

The asymmetric responses of aggregate earnings and stock returns to oil shocks and policy uncertainty

Kang, Wensheng - In: Asia-Pacific journal of accounting & economics : … 29 (2022) 1, pp. 97-109

Persistent link: https://www.econbiz.de/10012820818

Risk factors in the oil industry : an upstream and downstream analysis

Ramos, Sofia B.; Veiga, Helena; Wang, Chih-Wei - In: The interrelationship between financial and energy markets, (pp. 3-32). 2014

Persistent link: https://www.econbiz.de/10010411181

Does oil prices uncertainty affect stock returns in Russia : a bivariate generalized autoregressive conditional heteroskedasticity-in-mean approach

Bass, Alexander - In: International Journal of Energy Economics and Policy : IJEEP 7 (2017) 4, pp. 224-230

Persistent link: https://www.econbiz.de/10011749964

The effects of oil price shocks on U.S. stock order flow imbalances and stock returns

Lambertides, Neophytos; Savva, Christos S.; Tsouknidis, … - In: Journal of international money and finance 74 (2017), pp. 137-146

Persistent link: https://www.econbiz.de/10011787927

Asymmetric effects of oil price shocks on stock returns : evidence from a two-stage Markov regime-switching approach

Zhu, Huiming; Su, Xianfang; You, Wan-hai; Ren, Ying-hua - In: Applied economics 49 (2017) 25, pp. 2491-2507

Persistent link: https://www.econbiz.de/10011819559

Explaining the time-varying effects of oil market shocks on US stock returns

Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - In: Economics letters 155 (2017), pp. 84-88

Persistent link: https://www.econbiz.de/10011821575

Spillover and quantile linkage between oil price shocks and stock returns : new evidence from G7 countries

Jiang, Yonghong; Tian, Gengyu; Mo, Bin - In: Financial innovation : FIN 6 (2020) 42, pp. 1-26

The link between crude oil price and stock returns of the Group of Seven (G7) countries (Canada, France, Germany, Italy, Japan, the United Kingdom, and the United States) was analyzed in this study using monthly data from January 1999 to March 2020. We adopt a similar approach to Kilian (Am Econ...

Persistent link: https://www.econbiz.de/10012418406

Shock and Volatility Spillovers between Crude Oil Price and Stock Returns : Evidence for Thailand

Theplib, Krit - 2020

This paper employs a bivariate BEKK-GARCH(1,1) model to examine shock and volatility spillovers between crude oil and … equity sector returns. In the market level, there are unilateral spillovers of shock and volatility from oil price to stock … market return. The findings in this paper are crucial for financial market participation to understand shock and volatility …

Persistent link: https://www.econbiz.de/10012840698