Oil price shocks and stock market returns: New evidence from the United States and China
By D. Broadstock, George Filis. 2014
305 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment
View Paper: https://www.semanticscholar.org/paper/b850e6aaf4b576ec2ab57dee534f712f7b1036db
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
- George Filis
- Stavros Degiannakis *
- David Gabauer
- Ioannis Chatziantoniou
- Nikolaos Antonakakis
- Vipin Arora
- O. Adekoya
- J. Oliyide
In Renewable Energy, Sustainability and the Environment
- Stavros Degiannakis *
- George Filis
- Nikolaos Antonakakis
- Yue‐Jun Zhang
- Ioannis Chatziantoniou
- Huiming Zhu
- Vipin Arora
- David Gabauer
Citations in the corpus
- The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment (2017, background): “[3], Broadstock and Filis [4], Kang et al.”
- How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020, background): “They further suggest that information at the sectoral-level should not be neglected while analyzing the spillovers between these two markets (see also Ma et al., 2019; Broadstock and Filis, 2014; Zhang and Cao, 2013; Degiannakis et al., 2013; Narayan and Sharma, 2011).”
- Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries (2016, methodology): “…by the fact that China’s stock market was mainly driven by internal factors until the global financial crisis, whereas the continuous urbanisation and industrialisation of China leads its stock market to become significantly more influenced by international factors (Broadstock and Filis, 2014).”
- “De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets (2017, background): “For example, Broadstock and Filis (2014) argue that stockmarket return is affected by the VIX and there is significant time-varying linkage between crude oil price and stock returns. In particular, since the VIX implies the market risk perception of investors, Sari et al. (2011) find the long-run eq”
- Oil price shocks and uncertainty: How stable is their relationship over time? (2018, background): “3 also documents by more recent studies, such as those by Elder and Serletis (2010), Ratti et al. (2011) and Rahman and Serletis (2011).”
- Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018, methodology): “Despite the above, the comprehensive study by Broadstock and Filis (2017) suggests that the importance of oil shocks to excess stock return is at the best”
- Oil volatility, oil and gas firms and portfolio diversification (2018, background): “Nevertheless, the focus is either on aggregate stock market data or industrial sectors (see, among others, Choi and Hammoudeh, 2010; Filis et al., 2011; Broadstock et al., 2012; Chang et al., 2013; Degiannakis et al., 2013; Antonakakis and Filis, 2013; Broadstock and Filis, 2014; Filis, 2014).”