Oil price shocks, stock market, economic activity and employment in Greece ☆

By Evangelia Papapetrou. 2001

835 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/a97c3b4b594029aefb888164dcada2e0098414c7

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In Economics and Econometrics

Citations in the corpus

The Interactions among Gold, Oil, and Stock Market: Evidence from S&P500 (2015, methodology): “Papapetrou (2001) studied the relationship among oil price, real stock price, real economic activity, and interest rates in Greece, by applying a multivariate VAR model, the results shown that changes in the oil price significantly explain changes in the stock price return.”
On the links between stock and commodity markets' volatility (2013, background): “Park and Ratti (2008), performing a multivariate VAR analysis, find statistically significant impact of oil prices shocks on real stock returns for US and 13 European countries over the period from January 1986 to December 2005. Sadorsky (1999) investigates relationships among monthly oil prices, S&”
Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns (2014, background): “3 Examples include Sadorsky (1999), Papapetrou (2001), Miller and Ratti (2009), and Park and Ratti (2008).”
Oil price shocks and stock market returns: New evidence from the United States and China (2014, neutral): “…2010; Chen, 2009; Miller and Ratti, 2009; Driesprong et al., 2008; Nandha and Faff, 2008; O'Neill et al., 2008; Park and Ratti, 2008; Bachmeier, 2008; Henriques and Sadorsky, 2008; Sadorsky, 2001; Papapetrou, 2001; Ciner, 2001; Gjerde and Sættem, 1999; Huang et al., 1996; Jones and Kaul, 1996).”
Oil prices and stock market in China: A sector analysis using panel cointegration with multiple breaks (2012, background): “In addition to the multi-country surveys, there are also a small number of works focused on single country analysis for certain developing countries (Narayan and Narayan, 2010; Papapetrou, 2001).”
Assessing the impacts of oil price fluctuations on stock returns in emerging markets (2012, background): “Note that this contract is provided by 2 Examples include Ciner (2001) for the US stock markets, Papapetrou (2001) for the Greek stock market, and El-Sharif et al. (2005) for the UK evidence, Aloui and Jammazi (2009), and Jammazi and Aloui (2010) for G7 countries.”