U.S. stock returns and oil prices: The tale from daily data and the 2008–2009 financial crisis

By A. Mollick, T. Assefa. 2013

221 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/0cd1dbe21566c6628ac1fda30f1b5b1dee58fe25

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Citations in the corpus

Extreme risk spillovers between crude oil and stock markets (2015, background): “Existing studies have shown that the recent financial crisis seems to have impacts on the relationship between oil and stock markets (Filis et al, 2011; Wen et al.,2012; Mollick and Assefa, 2013).”
COVID-19 and Stock Market Volatility (2020, unknown): “, Gormsen & Koijen (2020), Yilmazkuday (2020), and Baker et al.”
Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight (2017, methodology): “…focus on bilateral linkages such as oil versus stock markets (Jones and Kaul, 1996; Sadorsky, 1999; Aloui and jammazi, 2009; Arouri et al., 2012; Mollick and Assefa, 2013; …), oil price versus gold price (Zhang and Wei, 2010; Ewing and Malik, 2013; Bampinas and Panagiotidis, 2015), gold prices…”
Interpreting the crude oil price movements: Evidence from the Markov regime switching model (2015, background): “Afterwards, Mollick and Assefa [19] test the stability of the stock-oil”
The relationship between energy and equity markets: evidence from volatility impulse response functions (2014, background): “Mollick and Assefa (2013) investigate the linkage between US stock returns and Oil prices in the US during the financial crises period 2008-2009.”
Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries (2017, unknown): “2015), while it is often preferred in similar recent studies (Mollick and Assefa, 2013; Nazlioglu et al. 2013; Basher and Sardosky, 2016).”
Oil prices and financial stress: A volatility spillover analysis (2015, background): “Mollick and Assefa (2013) find changing correlations between stock markets and oil prices for three sub samples.”
Modeling volatility and correlations between emerging market stock prices and the prices of copper, oil and wheat (2014, background): “Mollick and Assefa (2013) use multivariate GARCH models to study the dynamics between US stock returns and several macroeconomic and financial variables (inflation, VIX, interest rates, gold prices and exchange rates).”
Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH ☆ (2015, unknown): “Malik and Hammoudeh, 2007; Malik and Ewing, 2009; Hakem and McAleer, 2010; Filis et al, 2011; Chang et al., 2013; Mollick and Assefa, 2013; Hwan et al., 2013; Guesmi and Fattoumi, 2014) or between different commodities (eg.”