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Crude oil and stock markets: Stability, instability, and bubbles

Energy Economics · 2009 · Vol. 31(4) · pp. 559–568
J. Isaac MillerRonald A. Ratti
Market Dynamics and VolatilityMonetary Policy and Economic ImpactEnergy, Environment, Economic GrowthEconomicsCointegrationStock (firearms)Stock marketCrude oilOil priceEconometricsError correction modelMonetary economicsBrent Crude
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References
Residual-based tests for cointegration in models with regime shifts
Journal of Econometrics · 1996 · 2,470 citations
Does oil move equity prices? A global view
Energy Economics · 2007 · 645 citations
Oil and the Macroeconomy since World War II
Journal of Political Economy · 1983 · 3,735 citations
Oil price shocks and stock market activity
Energy Economics · 1999 · 1,776 citations
Testing for a unit root in time series regression
Biometrika · 1988 · 17,746 citations
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