Oil and the Stock Market: An Industry Level Analysis

By Sridhar Gogineni. 2010

154 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/38d44c4651dfd4c12354d422d6cee71d1072b24f

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Citations in the corpus

Oil shocks and their impact on energy related stocks in China (2012, background): “Some recent works by Gogineni (2010) and Arouri and Nguyen (2010) suggest the response to an oil price shock differs by industry both in the US and Europe.”
Interdependence of oil prices and stock market indices: A copula approach (2014, background): “The notion seems to be supported by some studies that use stock returns of oil and gas industries, individual companies (or oil-intensive companies) and oil prices (Al-Mudhaf and Goodwin, 1993; Arouri, 2011; Boyer and Filion, 2007; Cong et al., 2008; El-Sharif et al., 2005; Faff and Brailsford, 1999”
Oil price and stock returns of consumers and producers of crude oil (2015, unknown): “…compared to an oil price decrease, several studies 2 The heterogeneous response of stock returns among sectors to oil price changes is also found in Gogineni (2010), Arouri (2011), and Fan and Jahan-Parvar (2012). have confirmed the asymmetric effect of crude oil price changes on the stock market;…”
Oil price risk in the Spanish stock market: An industry perspective (2014, background): “Nevertheless, as noted by McSweeney and Worthington (2008), Gogineni (2010) and Narayan and Sharma (2011), the impact of oil price shocks may not be immediate, but follow a lagged pattern.”
Conditional correlations and volatility spillovers between crude oil and stock index returns (2010, unknown): “It is well documented that increases in major energy prices are often followed by economic recession, which may reveal a causal link from higher energy prices to economic recessions, higher unemployment, and possibly higher inflation (see, for example, Hamilton (1983), Mork, Olsen and Mysen (1994), ”
Oil price shocks and stock market returns: New evidence from the United States and China (2014, background): “Nevertheless, Chen et al. (2014) focus on 2 Gogineni (2010) offers compelling justification and logic behind these general findings noting that supply chain dependency (and hence exposure) to oil markets is key to determining the relevance of oil price changes in any given sector.”