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

Energy Economics · 2008 · Vol. 30(5) · pp. 2587–2608
Jung-Wook ParkRonald A. Ratti
Market Dynamics and VolatilityMonetary Policy and Economic ImpactGlobal Energy and Sustainability ResearchOil priceStock (firearms)EconomicsVolatility (finance)Monetary economicsVariance decomposition of forecast errorsEconometricsFinancial economicsGeography
Citations
1,250
FWCI
95.97
field-weighted impact
References
55
Percentile
100%
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Citations per year
References
Stock Returns, Real Activity, Inflation, and Money
American Economic Review · 1981 · 2,561 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
Forecasting and testing in co-integrated systems
Journal of Econometrics · 1987 · 1,864 citations
Testing for a unit root in time series regression
Biometrika · 1988 · 17,746 citations
Modeling and Forecasting Realized Volatility
Econometrica · 2003 · 3,900 citations
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