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 …
The impact of extreme events on energy price risk
The nexus between extreme events and energy price risk is of great importance in energy
finance analysis due to the fact that those events generally exert strong impacts on energy …
finance analysis due to the fact that those events generally exert strong impacts on energy …
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 …
Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index
J **ao, M Zhou, F Wen, F Wen - Energy Economics, 2018 - Elsevier
The crude oil volatility index (OVX) is a direct and more accurate measure of oil price
uncertainty. This paper uses this kind of implied volatility index of oil prices to investigate the …
uncertainty. This paper uses this kind of implied volatility index of oil prices to investigate the …
What do we know about oil prices and stock returns?
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 …
Analyzing volatility spillovers between oil market and Asian stock markets
The paper attempts to investigate the volatility spillover between oil and stock markets
returns (namely Karachi, Shanghai and Bombay) by using bivariate BEKK-GARCH model …
returns (namely Karachi, Shanghai and Bombay) by using bivariate BEKK-GARCH model …
The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach
H Zhu, Y Guo, W You, Y Xu - Energy Economics, 2016 - Elsevier
This paper explores the dependence between real crude oil price changes and Chinese
real industry stock market returns based on the monthly data from 1994/03 to 2014/06. We …
real industry stock market returns based on the monthly data from 1994/03 to 2014/06. We …
Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests
This article explores nonlinear cointegration between international crude oil price and Indian
stock market in a multivariate framework for the period January 2, 2003 to July 29, 2011 by …
stock market in a multivariate framework for the period January 2, 2003 to July 29, 2011 by …
[HTML][HTML] Time-varying effect of oil market shocks on the stock market
A mixture innovation time-varying parameter VAR model is used to examine the impact of
structural oil price shocks on US stock market return. Time variation is evident in both the …
structural oil price shocks on US stock market return. Time variation is evident in both the …
How do US stock returns respond differently to oil price shocks pre-crisis, within the financial crisis, and post-crisis?
CL Tsai - Energy Economics, 2015 - Elsevier
We use a long time series of daily data for 682 firms over a period from January, 1990 to
December, 2012. Each firm includes 5,772 daily observations. Our sample involves a total of …
December, 2012. Each firm includes 5,772 daily observations. Our sample involves a total of …