Oil and stock returns: Frequency domain evidence

By Cetin Ciner. 2013

114 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/784b0f4e63ba39be54dcde7cc0aeb3b0fee224fd

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In Economics and Econometrics

Citations in the corpus

The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks (2019, unknown): “Oil is a significant commodity in industrial production that is connected in the literature with stock price movements and exchange rates (Reboredo, 2012; Ciner, 2013).”
Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018, background): “…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 Ratti, 2009; Driesprong et al., 2008; Nandha and Faff, 2008;…”
Extreme risk spillovers between crude oil and stock markets (2015, background): “…between crude oil futures and the S&P500 stock index from May 1990 to August 2006, and find that when the S&P 500 index was declining extremely, and Chen (2011), Zhu et al. (2011), Arouri et al. (2012), Basher et al. (2012), Jammazi (2012), Li, et al. (2012), Lee et al. (2012), and Ciner (2013).”
Oil shocks and stock markets: dynamic connectedness under the prism of recent geopolitical and economic unrest (2017, background): “…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, 2010; Chen, 2010; Miller and Ratti, 2009).”
Oil price shocks and stock market returns: New evidence from the United States and China (2014, background): “…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., 2008; Nandha and Faff, 2008;…”