Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade

By Mohamed Arouri, Duc Khuong Nguyen. 2010

510 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/221987f6a2604fc945bedce8e4ec10076806c06b

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In Economics and Econometrics

Citations in the corpus

Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices (2014, unknown): “Another major stream of research has focused on how oil prices are passed on to stock prices (e.g., Jones and Kaul, 1996; Sadorsky, 1999, Ciner, 2001; Arouri and Nguyen, 2010; Aloui et al., 2012).”
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals (2012, background): “They offer different volatilities and returns of lower correlations with stocks, at both sector and market levels (Arouri and Nguyen, 2010; Daskalaki and Skiadopoulos, 2011; Arouri et al. 2010,2011,2012).”
Oil shocks and their impact on energy related stocks in China (2012, background): “Some recent works by Gogineni (2010) and Arouri and Nguyen (2010) suggest the response to an oil price shock differs by industry both in the US and Europe.”
Geopolitical risks and the oil-stock nexus over 1899–2016 (2017, background): “The relationship between stock markets and oil prices has been extensively examined by a growing body of literature with mixed findings that on balance do not seem to offer any robust and unequivocal empirical evidence (inter alia: Conrad et al. 2014; Nahda and Faff, 2008; Marques and Lopes, 2015; A”
Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018, background): “The second most common model that is employed for the identification of oil price effects on stock market performance is a GARCH (1,1); see, inter alia , Broadstock et al. (2014), Elyasiani et al. (2011) and Arouri and Nguyen (2010).”
Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011, background): “example, Bernanke (2006), Abel and Bernanke (2001), Hamilton (1996), Hamilton (1988a, 1988b) and Barro (1984). Lower consumption could lead to lower production and thus increased unemployment; see Lardic and Mignon (2006), Brown and Yücel (2002) and Davis and Haltiwanger (2001).”
Oil prices and stock market in China: A sector analysis using panel cointegration with multiple breaks (2012, background): “(2008), most of these studies focus on the effects of oil prices on stock markets in a few developed countries such as the UK, US and Europe (e.g., Arouri, 2011; Arouri and Nguyen, 2010; El-Sharif et al., 2005; Elyasiani et al., 2011; Ghouri, 2006; Hammoudeh and Li, 2005; Kumar et al., 2012; Lee and”
Oil price risk in the Spanish stock market: An industry perspective (2014, background): “Higher oil prices increase production costs of companies, dampening corporate profits and depressing stock prices (Apergis and Miller, 2009; Arouri and Nguyen, 2010; Sadorsky, 1999).”