Работы, на которые ссылается эта работа

Работ: 78

Работа: Oil price volatility and stock returns: Evidence from three oil‐price wars

MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY
Søren Johansen, Katarina Jusélius
Статья1990Цитирований: 20
ABI
Testing the null hypothesis of stationarity against the alternative of a unit root
Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt +1
Статья1992Цитирований: 13
ABI
Macroeconomics and Reality
Christopher A. Sims
Статья1980Цитирований: 13
ABI
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
David A. Dickey, Wayne A. Fuller
Статья1981Цитирований: 12
ABI
Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev
Статья1986Цитирований: 11
ABI
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
Robert F. Engle
Статья1982Цитирований: 9
ABI
Без названия
ДругоеЦитирований: 4
ABI
Economic Forces and the Stock Market
Nai‐Fu Chen, Richard Roll, Stephen A. Ross
Статья1986Цитирований: 4
ABI
THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*
Lutz Kilian, Cheolbeom Park
Статья2009Цитирований: 3
ABI
Dynamic correlations between oil prices and the stock prices of clean energy and technology firms: The role of reserve currency (US dollar)
Barış Kocaarslan, Uğur Soytaş
Статья2019Цитирований: 3
ABI
Modelling oil price volatility
Paresh Kumar Narayan, Seema Narayan
Статья2007Цитирований: 3
ABI
Do structural oil-market shocks affect stock prices?
Nicholas Apergis, Stephen M. Miller
Статья2009Цитирований: 3
ABI
Tests for cointegration allowing for an unknown number of breaks
Daiki Maki
Статья2012Цитирований: 2
ABI
Oil price volatility and stock returns in the G7 economies
Elena María Díaz, Juan Carlos Molero, Fernando Pérez de Gracia
Статья2016Цитирований: 2
ABI
On the effect of oil price in the context of Covid‐19
Fredj Jawadi, Mohamed Sellami
Статья2021Цитирований: 2
ABI
Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis
Besma Hamdi, Mouna Aloui, Faisal Alqahtani +1
Статья2019Цитирований: 2
ABI
Do all clean energy stocks respond homogeneously to oil price?
Linh Pham
Статья2019Цитирований: 2
ABI
Oil price shocks and stock market activity
Perry Sadorsky
Статья1999Цитирований: 2
ABI
Effects of crude oil contamination on soil physical and chemical properties in Momoge wetland of China
Ying Wang, Jiang Feng, Qianxin Lin +3
Статья2013Цитирований: 2
ABI
Без названия
ДругоеЦитирований: 2
ABI
Not all sectors are alike: Differential impacts of shocks in oil prices on the sectors of the Colombian economy
Jorge David Quintero Otero
Статья2020Цитирований: 2
ABI
Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results
Afees A. Salisu, Godday Uwawunkonye Ebuh, Nuruddeen Usman
Статья2020Цитирований: 2
ABI
New evidence on oil price and firm returns
Paresh Kumar Narayan, Susan Sunila Sharma
Статья2011Цитирований: 2
ABI
Common and fundamental factors in stock returns of Canadian oil and gas companies
M. Martin Boyer, Didier Filion
Статья2006Цитирований: 2
ABI
Oil Price Shocks During the COVID-19 Pandemic: Evidence From United Kingdom Energy Stocks
Erhan Muğaloğlu, Ali Yavuz Polat, Hasan Tekin +1
Статья2021Цитирований: 2
ABI