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 …
Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices
This paper examines the time and frequency dynamics of connectedness among stock
prices of US clean energy companies, crude oil prices and a number of key financial …
prices of US clean energy companies, crude oil prices and a number of key financial …
COVID‐19 outbreak and sectoral performance of the Australian stock market: An event study analysis
The outbreak of COVID‐19 has weakened the economy of Australia and its capital market
since early 2020. The overall stock market has declined. However, some sectors become …
since early 2020. The overall stock market has declined. However, some sectors become …
Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions
This study examines how adverse geopolitical events influence the dynamics of crude oil
and clean energy markets. A vector smooth transition regression model is implemented to …
and clean energy markets. A vector smooth transition regression model is implemented to …
Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico
This study investigates the dynamic relationship among international oil prices, international
gold prices, exchange rate and stock market index in Mexico. Mexico is a major oil and gold …
gold prices, exchange rate and stock market index in Mexico. Mexico is a major oil and gold …
[HTML][HTML] The determinants of CO2 prices in the EU emission trading system
Y Lovcha, A Perez-Laborda, I Sikora - Applied Energy, 2022 - Elsevier
Abstract In 2005, the European Union launched its Emissions Trading System (ETS), the first
and one of the largest international carbon markets aimed at reducing member states' CO2 …
and one of the largest international carbon markets aimed at reducing member states' CO2 …
Oil prices and transport sector returns: an international analysis
M Nandha, R Brooks - Review of Quantitative Finance and Accounting, 2009 - Springer
This study examines the role of oil prices in explaining 'transport sector'equity returns in 38
countries across the world. The findings of the study are strongly supportive of some role for …
countries across the world. The findings of the study are strongly supportive of some role for …
Revisiting the relationship between oil prices, exchange rate, and stock prices: An application of quantile ARDL model
This study examines the interaction between oil prices, exchange rate, and stock returns in
Pakistan by using quarterly data from January 2000 to December 2019. We extend the …
Pakistan by using quarterly data from January 2000 to December 2019. We extend the …
The COVID-19 storm and the energy sector: The impact and role of uncertainty
Prior research has shown that energy sector stock prices are impacted by uncertainty. The
coronavirus (COVID-19) pandemic has given rise to widespread health and economic …
coronavirus (COVID-19) pandemic has given rise to widespread health and economic …
Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression
W You, Y Guo, H Zhu, Y Tang - Energy Economics, 2017 - Elsevier
This paper investigates the impact of crude oil shocks and China's economic policy
uncertainty on stock returns at different locations on the return distributions. Based on …
uncertainty on stock returns at different locations on the return distributions. Based on …