How do U.S. stock returns respond differently to oil price shocks pre-crisis, within the financial crisis, and post-crisis?
By Chun-Li Tsai. 2015
155 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment
View Paper: https://www.semanticscholar.org/paper/19e77acc659448da06ccae4c5fc0218e6e7866c6
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
- Stavros Degiannakis *
- George Filis
- Vipin Arora
- Huiming Zhu
- Yawei Guo
- Wanhai You
- Yong Tang
- D. Broadstock
In Renewable Energy, Sustainability and the Environment
- Stavros Degiannakis *
- George Filis
- Huiming Zhu
- Vipin Arora
- Yawei Guo
- Wanhai You
- Yong Tang
- Perry Sadorsky
Citations in the corpus
- Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018, background): “Additionally, Tsai (2015) uses daily data from 682 US listed firms and reports that the effects of oil prices on stock returns has changed as a result of the GFC of 2007–09.”
- Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression (2017, background): “Some relatedworks explore the non-linear effects of oil price changes on stock returns (Cong et al., 2008; Park and Ratti, 2008; Ramos and Veiga, 2013; Tsai, 2015; Reboredo and Ugolini, 2016).”