articleTop 10% cited

Oil price shocks and stock market activity

Energy Economics · 1999 · Vol. 21(5) · pp. 449–469

Market Dynamics and Volatility Monetary Policy and Economic Impact Financial Markets and Investment StrategiesEconomicsOil priceVolatility (finance)Vector autoregressionEconometricsStock (firearms)Stock marketFinancial economicsMonetary economics

Citations

1,776

FWCI

7.95

field-weighted impact

References

Percentile

97%

vs. same field & year

Citations per year

Cited by

Oil price shocks, stock market, economic activity and employment in Greece

Energy Economics · 2001 · 777 citations

Risk factors in stock returns of Canadian oil and gas companies

Energy Economics · 2001 · 650 citations

Oil price shocks and stock markets in the U.S. and 13 European countries

Energy Economics · 2008 · 1,250 citations

On the links between stock and commodity markets' volatility

Energy Economics · 2013 · 531 citations

Oil prices, US stock return, and the dependence between their quantiles

Journal of Banking & Finance · 2015 · 1,284 citations

Do structural oil-market shocks affect stock prices?

Energy Economics · 2009 · 703 citations

Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis

Energy Economics · 2011 · 607 citations

Oil prices, exchange rates and emerging stock markets

Energy Economics · 2011 · 722 citations

References

Stock Returns, Real Activity, Inflation, and Money

American Economic Review · 1981 · 2,561 citations

ARCH modeling in finance

Journal of Econometrics · 1992 · 4,361 citations

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

Journal of the American Statistical Association · 1979 · 22,774 citations

Generalized autoregressive conditional heteroskedasticity

Journal of Econometrics · 1986 · 22,015 citations

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

Econometrica · 1991 · 11,053 citations

Oil and the Macroeconomy since World War II

Journal of Political Economy · 1983 · 3,735 citations

Testing for a unit root in time series regression

Biometrika · 1988 · 17,746 citations

The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

Econometrica · 1989 · 7,628 citations

Oil price shocks, stock market, economic activity and employment in Greece

Energy Economics · 2001 · 777 citations

Citation Network

How this paper connects to the literature. Drag to explore, click any node to open that paper.