Oil shocks, policy uncertainty and stock market return

By Wensheng Kang, Ronald A. Ratti. 2013

497 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/152c7179fa458f8a475fdbf1d7095783eb44d019

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In Economics and Econometrics

Citations in the corpus

Oil price shocks and uncertainty: How stable is their relationship over time? (2018, result): “These findings corroborate previous findings which agree on the no-existent or marginal effects of the supply-side oil price shocks to economic and financial indicators (see, for instance, Filis et al., 2011; Stock and Watson, 2012; Kang and Ratti, 2013; Degiannakis et al., 2014; Aloui et al., 2016)”
The impacts of oil price shocks on stock market volatility: Evidence from the G7 countries (2016, background): “Kilian (2008b), Kilian and Park (2009), Degiannakis et al.”
Time-Varying Effect of Oil Market Shocks on the Stock Market (2015, unknown): “Recent 14 studies by Kilian and Vega (2011) and Kang and Ratti (2013) find that there is no significant evidence of feedback within a given month from U.S. aggregates to the price of crude oil.”
The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach (2016, background): “Kang and Ratti (2013) document for the United States that real stock returns decline in response to an unexpected increase in EPU.”
Do Economic Policy Uncertainty and Geopolitical Risk Lead to Environmental Degradation? Evidence from Emerging Economies (2021, background): “For instance, several studies report that EPU effects economic growth [1,2], energy prices [3], stock market [4], and investment [5], etc.”
The impact of oil-market shocks on stock returns in major oil-exporting countries (2018, background): “Kang and Ratti (2013) added a variable for economic policy uncertainty to the Kilian and Park (2009) model and found that structural oil-market shocks account for approximately 32% of the long-term variability in stock returns while economic policy uncertainty accounts for 19%.”
Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018, background): “…volatility (see, inter alia , Ready, 2017; Kang et al., 2017; Angelidis et al., 2015; Kang et al. 2015a; Fang and You, 2014; Gupta and Modise, 2013; Antonakakis et al., 2013; Abhyankar et al., 2013; Degiannakis et al., 2014; Kang and Ratti, 2013; Baumeister and Peersman, 2013; Basher et al., 2012).”