Oil prices and stock markets: A review of the theory and empirical evidence
S Degiannakis, G Filis, V Arora - The Energy Journal, 2018 - journals.sagepub.com
Do oil prices and stock markets move in tandem or in opposite directions? The complex and
time varying relationship between oil prices and stock markets has caught the attention of …
time varying relationship between oil prices and stock markets has caught the attention of …
A bibliometric review of financial market integration literature
We undertake a meta-literature review on the topic of financial market integration (FMI),
covering 260 articles from 1981 to 2021. Our review consists of quantitative analysis of …
covering 260 articles from 1981 to 2021. Our review consists of quantitative analysis of …
The power play of natural gas and crude oil in the move towards the financialization of the energy market
The financialization of the energy market has capacitated energy commodities to affect
economic activities unfathomably. Despite the availability of rich literature investigating …
economic activities unfathomably. Despite the availability of rich literature investigating …
In search of safe haven assets during COVID-19 pandemic: An empirical analysis of different investor types
This study assesses the role of gold, crude oil and cryptocurrency as a safe haven for
traditional, sustainable, and Islamic investors during the COVID-19 pandemic crisis. Using …
traditional, sustainable, and Islamic investors during the COVID-19 pandemic crisis. Using …
What do we know about oil prices and stock returns?
R Smyth, PK Narayan - International Review of Financial Analysis, 2018 - Elsevier
This paper is a survey of research on how oil prices affect stock returns. In the last couple of
decades there has been an upsurge in such research, suggesting that a stock take is timely …
decades there has been an upsurge in such research, suggesting that a stock take is timely …
Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis
This study investigates how energy and stock markets affect the dynamics of green stock
price returns considering recent periods of crises and increased uncertainty. Particularly …
price returns considering recent periods of crises and increased uncertainty. Particularly …
Oil shocks, policy uncertainty and stock market return
Oil price shocks and economic policy uncertainty are interrelated and influence stock market
return. For the US an unanticipated increase in policy uncertainty has a significant negative …
return. For the US an unanticipated increase in policy uncertainty has a significant negative …
The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks
E Symitsi, KJ Chalvatzis - Research in International Business and Finance, 2019 - Elsevier
We assess the out-of-sample performance of Bitcoin within portfolios of various asset
classes and a well-diversified portfolio under four strategies and estimate the economic …
classes and a well-diversified portfolio under four strategies and estimate the economic …
Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates
In this paper we investigate the return relations between major asset classes using data from
both the US and the UK. Our first objective is to examine time variation in conditional …
both the US and the UK. Our first objective is to examine time variation in conditional …
The effects of COVID-19 on the interrelationship among oil prices, stock prices and exchange rates in selected oil exporting economies
This paper re-examines the performances of stock prices, oil prices and exchange rates in
twelve oil exporting countries amidst the ravaging consequences of the ongoing worldwide …
twelve oil exporting countries amidst the ravaging consequences of the ongoing worldwide …