The effects of terrorism and war on the oil price–stock index relationship
By C. Kollias, Catherine Kyrtsou, Stephanos Papadamou. 2013
185 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/49267b3a62536166dcd62a6c5d3b9f957599420b
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
- Elie Bouri
- Riza Demirer
- Hardik A. Marfatia
- Nikolaos Antonakakis
- Yuqi Zheng
- Stephanos Papadamou
- C. Kollias
Citations in the corpus
- Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach (2017, unknown): “Note some studies have also used either dummy variables or time-varying approaches to relate to periods of geopolitical tensions to analyze spillovers between oil and stock markets (see for example, Kollias et al., (2013b) and Antonakakis et al., (2014) and references cited therein).”
- Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note (2019, methodology): “Similarly, using a multivariate GARCH model, Kollias, Kyrtsou, and Papadamou (2013) reveal that the covariance between oil returns and the returns of U.S. and leading European equities are also affected by war.”
- COVID-19: Structural Changes in the Relationship Between Investor Sentiment and Crude Oil Futures Price (2020, background): “The inspiration for this comes from the work of Kollias et al. (2013), who find that the covariance between stock and oil returns is affected by war.”
- Geopolitical risks and the oil-stock nexus over 1899–2016 (2017, methodology): “Depending on the type of the event the impact exerted can be short-lived and fade away as time elapses or, it can bring about longer lasting effects and noteworthy shifts in markets influencing portfolio allocation and diversification and the relationship between different markets (inter alia: Pásto”
- Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model (2018, unknown): “In the process, our article also adds to the related literature of terror attacks in determining movements of financial market returns and volatility (see e.g., Kollias et al. (2010, 2011a, 2011b, 2013a, 2013b), Balcilar et al. (2017, 2018b)), and Gupta et al. (2017), and references cited therein).”