How do U.S. stock returns respond differently to oil price shocks pre-crisis, within the financial crisis, and post-crisis?-Reference-Cited by-同舟云学术

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How do U.S. stock returns respond differently to oil price shocks pre-crisis, within the financial crisis, and post-crisis?

Published:2015-07 Issue: Volume:50 Page:47-62
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Tsai Chun-Li

Funder

Ministry of Science and Technology, Taiwan

Research Center for Energy Technology and Strategy

National Cheng Kung University

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference52 articles.

1. An empirical investigation of the informational efficiency of the GCC equity markets: evidence from bootstrap simulation;Al Janabi;Int. Rev. Financ. Anal.,2010

2. Do structural oil-market shocks affect stock prices?;Apergis;Energy Econ.,2009

3. Does crude oil move stock markets in Europe? A sector investigation;Arouri;Econ. Model.,2011

4. Monetary policy and the transmission of oil shocks;Bachmeier;J. Macroecon.,2008

5. Firm valuation, earnings expectations, and the exchange-rate exposure effect;Bartov;J. Financ.,1994

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