Quantile dependence of oil price movements and stock returns
By Juan Carlos Reboredo, A. Ugolini. 2016
174 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment
View Paper: https://www.semanticscholar.org/paper/4580abb80971215a58caddd56d4cd6fad5aaea85
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
- Rangan Gupta
- Nikolaos Antonakakis
- Yawei Guo
- Huiming Zhu
- Wanhai You
- Stephanos Papadamou
- C. Kollias
- Yong Tang
In Renewable Energy, Sustainability and the Environment
- Rangan Gupta
- Stephanos Papadamou
- Huiming Zhu
- Nikolaos Antonakakis
- Wanhai You
- C. Kollias
- Yong Tang
- Yawei Guo
Citations in the corpus
- Geopolitical risks and the oil-stock nexus over 1899–2016 (2017, background): “In terms of empirical findings, as shown by a number of recent studies, the relationship between oil and stock prices is not stable and varies significantly across firms, sectors, countries and over time (inter alia: Diaz et al. 2016; Joo and Park, 2017; Mohanty et al. 2016; Reboredo and Ugolini, 20”
- 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).”