Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries

By George Filis, Ioannis Chatziantoniou. 2014

164 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/4eced2f030663a3e737ce5ad1036e21dbdff5e22

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Citations in the corpus

Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries (2016, background): “However, some researchers endorse the notion that this fact is relevant only for the oil-importing countries; whereas positive impacts of oil price movements on stock markets holds for the oil-exporting countries (Sadorsky, 2001; El-Sharif et al., 2005; Bashar, 2006; Boyer and Filton, 2007; O’Neill ”
Oil shocks and stock markets: dynamic connectedness under the prism of recent geopolitical and economic unrest (2017, background): “…and Kaul (1996) there is an ever increasing interest to understand the effects of oil prices on stock markets (some recent studies include those by Filis and Chatziantoniou, 2014; Asteriou and Bashmakova, 2013; Ciner, 2013; Lee and Chiou, 2011; Laopodis, 2011; Narayan and Sharma, 2011; Filis,…”
Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018, background): “…on aggregate stock market indices, although the bulk of this output is observed in the post–2007 period (see, for instance, Ghosh and Kanjilal, 2016; Filis and Chatziantoniou, 2014; Asteriou and Bashmakova, 2013; Ciner, 2013; Lee and Chiou, 2011; Laopodis, 2011; Filis, 2010; Chen, 2010; Miller and…”
Oil price shocks and stock market returns: New evidence from the United States and China (2014, background): “…in favour of a negative relationship between oil price changes and stock market performance (see, inter alia, Asteriou and Bashmakova, 2013; Filis and Chatziantoniou, 2013; Ciner, 2013; Lee and Chiou, 2011; Laopodis, 2011; Filis, 2010; Chen, 2009; Miller and Ratti, 2009; Driesprong et al.,…”
Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression (2017, background): “Since then, scholars have performed much research on this issue (Jones et al., 2004; Hamilton, 2008; Herrera et al., 2011; Filis and Chatziantoniou, 2014; Salisu et al., 2017, among others).”
Forecasting oil price realized volatility using information channels from other asset classes (2017, background): “…produce more accurate forecasts (see, 1 See, for instance, Hamilton, 1983; Jones and Kaul (1996), Kilian and Park (2009), Filis (2010), Arouri et al. (2011), Filis et al. (2011), Degiannakis et al. (2013), Rahman and Serletis (2011), Baumeister and Peersman (2013), Filis and Chatziantoniou (2014).”