Oil shocks and stock markets: dynamic connectedness under the prism of recent geopolitical and economic unrest
By Nikolaos Antonakakis, Ioannis Chatziantoniou, George Filis. 2017
186 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment
View Paper: https://www.semanticscholar.org/paper/094b73b658c78fe2922f2e3339f454f37c552243
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- George Filis
- Stavros Degiannakis *
- Vipin Arora
- Rangan Gupta
- Sofia Panagiotakopoulou
- Afees A. Salisu
- Chi Keung Marco Lau
- Juncal Cunado
In Renewable Energy, Sustainability and the Environment
- Stavros Degiannakis *
- George Filis
- Vipin Arora
- Sofia Panagiotakopoulou
- Rangan Gupta
- Juncal Cunado
- X. Vo
- Afees A. Salisu
Citations in the corpus
- Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018, background): “Finally, they find evidence that the negative effects of oil prices on stock markets are reversed into positive effects after 1999.”
- Oil price shocks and uncertainty: How stable is their relationship over time? (2018, background): “many authors such as; Apergis and Miller (2009), Baumeister and Kilian (2014) and Alquist and Kilian (2010), among others.”
- Time-Varying Impact of Geopolitical Risks on Oil Prices (2020, background): “Antonakakis et al. (2017a) analyse the spillovers between oil and stock markets and find that these spillovers seem to peak during periods of economic turbulence and geopolitical unrest, such as the 2 nd war in Iraq and the start of the Arab Spring in 2010.”
- Assessing the safe haven property of the gold market during COVID-19 pandemic (2021, background): “Evidences have suggested that post-crisis periods are associated with high volatilities and uncertainties in financial markets (Antonakakis et al., 2017), and this can spillover to other sectors of the economy (Summer et al, 2010).”