Do higher oil prices push the stock market into bear territory

By Shiu‐Sheng Chen. 2010

273 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/fa85cfc7633b8f989e88a84604394408d4ec24ed

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Citations in the corpus

The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship (2015, unknown): “Ciner (2013) also emphasizes importance of the use of long lags in that oil price shocks that persistmore (less) than a year have a positive (negative) impact on stock returns.”
Crude oil shocks and stock markets: A panel threshold cointegration approach (2011, result): “Aloui and Jammazi (2009) and Chen (2010), who use Markov-switching models, obtain similar results.”
Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018, background): “…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; Park and Ratti, 2008; Bachmeier, 2008; Basher and Sadorsky,…”
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).”
The impact of oil-market shocks on stock returns in major oil-exporting countries (2018, methodology): “Chen (2010) used a Markov-switching model to study the impact of oil price shocks on US stock returns.”
Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries (2016, background): “Some notable and influential studies have identified that there is a negative relationship between the two markets (see, inter alia, Jones and Kaul, 1996; Nandha and Faff, 2008; Miller and Ratti, 2009 and Chen, 2009).”
Oil price shocks and stock market returns: New evidence from the United States and China (2014, unknown): “…(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; O'Neill et al., 2008; Park and Ratti, 2008; Bachmeier, 2008;…”