Striking Oil: Another Puzzle

By Gerben Driesprong, Ben Jacobsen, B. Maat. 2003

646 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/41ab3784c51af1a24a5cf0fb3efe9f4d0f88ef6a

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

In Finance

Citations in the corpus

Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 (2014, neutral): “Pollet (2005) and Driesprong et al. (2008) find that oil-price changes predict stockmarket returns on a global basis, while Hammoudeh and Li (2004), Hammoudeh and Eleisa (2004) and Malik and Hammoudeh (2007) also discover the importance of the oil factor for stock prices in certain oil-exporting…”
Does Financial News Predict Stock Returns? New Evidence from Islamic and Non-Islamic Stocks (2017, background): “Driesprong et al. (2008) and Phan et al. (2015a,b), for example, consider oil price as a predictor of returns2; Rapach et al. (2013) use U.S. stock returns as a predictor of OECD returns; Hsu (2009) examines how technology risk factors predict stock market returns; Narayan et al. (2014) use mutual…”
Oil price risk in the Spanish stock market: An industry perspective (2014, background): “In fact, Spain is only included in some papers that analyze the oil–stock market nexus in a multi-country framework, but without paying attention to the singular nature of the Spanish equity exchange (Arouri et al., 2012; Driesprong et al., 2008; Park and Ratti, 2008).”
Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018, background): “Chiou (2011), Laopodis (2011), Filis (2010), Chen (2010), Miller and Ratti (2009), Driesprong et al. (2008), Nandha and Faff (2008), O’Neill et al.”
Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011, methodology): “A first approach on the dynamic co-movements between oil prices and stock markets was performed by Ewing and Thompson (2007), using the cyclical components of oil prices and stock prices.”
The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes (2016, background): “(2005), Apergis and Miller (2009), Driesprong et al. (2008) Park and Ratti (2008), Hammoudeh and Aleisa (2004), Bachmeier (2008), Sari et al. (2010), Awartani and Maghyereh (2013), Mollick and Assefa (2013), Bouri (2015a), Bouri (2015b), Tsai (2015) and Bouri and Demirer (2016) among many others.”