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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 - In: Journal of international financial markets, … 34 (2015), pp. 41-54

Persistent link: https://www.econbiz.de/10011474450

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

Oil Price Implied Structural Shocks and Cross-sectional Stock Returns

Huang, Dayong - 2019

oil price changes and the aggregate market return, or following periods of favorable aggregate demand shock for industry … momentum by incorporating the signs of the aggregate demand shock for industry commodity, the magnitude of the anomalous …

Persistent link: https://www.econbiz.de/10012902822

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

Do credit conditions matter for the impact of oil price shocks on stock returns? : evidence from a structural threshold VAR model

Jiang, Yong; Wang, Gang-Jin; Ma, Chaoqun; Yang, Xiaoguang - In: International review of economics & finance : IREF 72 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012671271

Oil price shocks and stock return volatility : new evidence based on volatility impulse response analysis

Eraslan, Sercan; Ali, Faek Menla - In: Economics letters 172 (2018), pp. 59-62

Persistent link: https://www.econbiz.de/10012022066

Oil price shocks and stock return volatility : new evidence based on volatility impulse response analysis

Eraslan, Sercan; Ali, Faek Menla - 2018

We use volatility impulse response analysis estimated from the bivariate GARCH-BEKK model to quantify the size and the persistence of different types of oil price shocks on stock return volatility and the covariance between oil price changes and stock returns for a wide range of net...

Persistent link: https://www.econbiz.de/10011903691

Impacts of oil price shock on sector returns with regime-switching approach : new evidence from Indonesian stock market

Dharmawan, Mohammad A.; Priyarsono, Dominicus S.; … - In: International Journal of Energy Economics and Policy : IJEEP 7 (2017) 5, pp. 44-59

Persistent link: https://www.econbiz.de/10011750657

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

The effect of oil supply shocks on industry returns

Huang, Dayong; Li, Jay Yin; Wu, Kai - In: Journal of commodity markets 24 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10013392390