Relationships among U.S. oil prices and oil industry equity indices

By Shawkat Hammoudeh, S. Dibooğlu, Eisa A. Aleisa. 2004

232 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment

View Paper: https://www.semanticscholar.org/paper/0b4fee208255829e3c34fd7c93c4652d3f2f96c6

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

1. George Filis
2. Stavros Degiannakis *
3. Sang Hoon Kang
4. Shawkat Hammoudeh
5. Vipin Arora
6. Yu Wei
7. Duc Khuong Nguyen
8. Dengshi Huang

In Renewable Energy, Sustainability and the Environment

1. Stavros Degiannakis *
2. George Filis
3. Huiming Zhu
4. Vipin Arora
5. Sufang Li
6. Yuan Yuan
7. Sang Hoon Kang
8. Shawkat Hammoudeh

Citations in the corpus

• Diversifying away the Risk of War and Cross-Border Political Crisis (2017, background): “The presence of such a relationship may have significant financial implications in the form of diversification benefits reduction (Hammoudeh et al., 2004).”
• How do the stock prices of new energy and fossil fuel companies correlate? Evidence from China (2014, background): “Hammoudeh et al. (2004) provide evidence of the oil price–oil/gas stock price volatility linkage.”
• Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns (2014, background): “1 See, for example, Jones and Kaul (1996) for the U.S., Canada, U.K., and Japan; Papapetrou (2001) for Greece; Hammoudeh, Dibooglu, and Aleisa (2004) for the U.S.; Park and Ratti (2008) for the U.S. and 13 European countries; Chang, McAleer, and Tansuchat (2012) for the U.K. and U.S. 1059-0560/$ – s”
• Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018, background): “…et al., 2012; Ramos and Veiga, 2011; Arouri, 2011; Elyasiani et al., 2011; Mohanty et al., 2011; Narayan and Sharma, 2011; Arouri et al., 2011a; Arouri and Nguyen, 2010; Nandha and Faff, 2008; Boyer and Filion, 2007; El-Sharif et al., 2005; Hammoudeh and Li, 2005; Hammoudeh et al., 2004).”
• The relationship between energy and equity markets: evidence from volatility impulse response functions (2014, background): “6 For linkage between oil prices and stock returns, see also Jones and Kaul (1996), Hammoudeh, et al. (2004), Park and Ratti (2008), Chiou and Lee (2009), Malik and Ewing (2009), Choi and Hammoudeh (2010), and Filis et al.”
• Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment (2013, unknown): “2 See, Park and Ratti (2008), Henriques and Sadorsky (2008), Basher and Sadorsky (2006), Huang et al. (2005), Hammoudeh and Huimin (2005), Hammoudeh et al. (2004), Hammoudeh and Aleisa (2004), Sadorsky (2001), Papapetrou (2001), Faff and Brailsford (1999), Huang et al. (1996), Jones and Kaul…”
• Conditional correlations and volatility spillovers between crude oil and stock index returns (2010, unknown): “Therefore, volatility spillover patterns are widespread in financial, energy and stock markets (see, for example, Sadorsky (2004), Hammoudeh and Aleisa (2002), Hammoudeh et al. (2004), Ågren (2006), and Malik and Hammoudeh (2007)).”