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The impact of oil price shocks on the stock market return and volatility relationship

Kang, Wensheng; Ratti, Ronald A.; Yoon, Kyung Hwan - 2014

Persistent link: https://www.econbiz.de/10011341968

Structural oil price shocks and policy uncertainty

Kang, Wensheng; Ratti, Ronald A. - In: Economic modelling 35 (2013), pp. 314-319

Persistent link: https://www.econbiz.de/10010259436

Oil shocks, policy uncertainty and stock market return

Kang, Wensheng; Ratti, Ronald A. - In: Journal of international financial markets, … 26 (2013), pp. 305-318

Persistent link: https://www.econbiz.de/10010234852

Policy uncertainty in China, oil shocks and stock returns

Kang, Wensheng; Ratti, Ronald A. - 2014

Persistent link: https://www.econbiz.de/10010349470

Oil price shocks and policy uncertainty : new evidence on the effects of US and non-US oil production

Kang, Wensheng; Ratti, Ronald A.; Vespignani, Joaquin - In: Energy economics 66 (2017), pp. 536-546

Persistent link: https://www.econbiz.de/10011896567

Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations

Kang, Wensheng; Perez de Gracia, Fernando; Ratti, Ronald A. - In: Journal of international money and finance 70 (2017), pp. 344-359

Persistent link: https://www.econbiz.de/10011752334

The asymmetric response of gasoline prices to oil price shocks and policy uncertainty

Kang, Wensheng; Perez de Gracia, Fernando; Ratti, Ronald A. - In: Energy economics 77 (2019), pp. 66-79

Persistent link: https://www.econbiz.de/10012306347

Oil price shocks and policy uncertainty : new evidence on the effects of US and non-US oil production

Kang, Wensheng; Ratti, Ronald A.; Vespignani, Joaquin - 2017

Persistent link: https://www.econbiz.de/10011748492

The impact of oil price shocks on the stock market return and volatility relationship

Kang, Wensheng; Ratti, Ronald A.; Yoon, Kyung Hwan - In: Journal of International Financial Markets, … 34 (2015) C, pp. 41-54

This paper examines the impact of structural oil price shocks on the covariance of U.S. stock market return and stock market volatility. We construct from daily data on return and volatility the covariance of return and volatility at monthly frequency. The measures of daily volatility are...

Persistent link: https://www.econbiz.de/10011189484

Oil shocks, policy uncertainty and earnings surprises

Kang, Wensheng; Wang, Jing - In: Review of quantitative finance and accounting 51 (2018) 2, pp. 375-388

Persistent link: https://www.econbiz.de/10012037117