Oil Price Shocks and the Stock Market: Evidence from Japan

By Abhay Abhyankar, Bing Xu, Jiayue Wang. 2013

151 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/64709e73d90aee3161a771fdec391052c38ff023

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Citations in the corpus

HOW DOES STOCK MARKET VOLATILITY REACT TO OIL PRICE SHOCKS? (2017, unknown): “In other words, the responses of stock prices [Kilian and Park (2009), Jung and Park (2011), Abhyankar et al. (2013), Kang and Ratti (2013a), Güntner (2014)], dividend yield components [Chortareas and Noikokyris (2014)], and volatility [Bastianin et al. (2016), Jung and Park (2011), Degiannakis et a”
Oil price shocks and stock market returns: New evidence from the United States and China (2014, background): “there is a growing body of literature shaping around the concept that supply-side oil price shocks do not exercise any effects anymore on either the economy or the financial markets (see, inter alia, Degiannakis et al., 2014; Abhyankar et al., 2013; Kang and Ratti, 2013; Baumeister and Peersman, 201”
The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship (2015, unknown): “Apergis and Miller (2009) find small effects of structural oil price shocks on stock market returns in a number of developed countries, whereas Abhyankar et al.”
Oil shocks and stock markets: dynamic connectedness under the prism of recent geopolitical and economic unrest (2017, background): “These results are expected given the evidence provided by Abhyankar et al. (2013) and Chang et al. (2013) and the aforementioned geopolitical events that have taken place during this period.”
Time-Varying Effect of Oil Market Shocks on the Stock Market (2015, unknown): “Apergis and Miller (2009) find small effects of structural oil price shocks on stock market returns in a number of developed countries, and Abhyankar et al. (2013) find that the effects are significant in Japan.”
The impact of oil-market shocks on stock returns in major oil-exporting countries (2018, background): “used by a number of authors to investigate the impact of oil-market shocks on financial markets (e.g., Zhu et al., 2017; Degiannakis et al., 2014; Abhyankar et al., 2013; Wang et al., 2013; Basher et al., 2012; Apergis and Miller, 2009; and Kilian and Park, 2009).”