The impact of oil price shocks on systematic risk of G7 stock markets-Reference-Cited by-同舟云学术

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The impact of oil price shocks on systematic risk of G7 stock markets

Published:2024-08 Issue: Volume:248 Page:123408
ISSN:0957-4174
Container-title:Expert Systems with Applications
language:en
Short-container-title:Expert Systems with Applications

Author:

Dai Zhifeng^ORCID,Tang Rui

Funder

National Natural Science Foundation of China National Outstanding Youth Science Fund Project

Changsha University of Science and Technology

National Natural Science Foundation of China

Publisher

Elsevier BV

Reference45 articles.

1. Measuring systemic risk;Acharya;The Review of Financial Studies,2017

2. CoVaR;Adrian;American Economic Review,2016

3. How is volatility in commodity markets linked to oil price shocks?;Ahmadi;Energy Economics,2016

4. Dynamic connectedness of uncertainty across developed economies: A time-varying approach;Antonakakis;Economics Letters,2018

5. Oil and the US stock market: Implications for low carbon policies;Arampatzidis;Energy Economics,2021

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach;Energy;2024-10

2. Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach;Review of Quantitative Finance and Accounting;2024-05-22

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