Related references
Note: Only part of the references are listed.Volatility jumps: The role of geopolitical risks
Konstantinos Gkillas et al.
FINANCE RESEARCH LETTERS (2018)
Time-varying rare disaster risks, oil returns and volatility
Riza Demirer et al.
ENERGY ECONOMICS (2018)
News implied volatility and disaster concerns
Asaf Manela et al.
JOURNAL OF FINANCIAL ECONOMICS (2017)
Geopolitical risks and the oil-stock nexus over 1899-2016
Nikolaos Antonakakis et al.
FINANCE RESEARCH LETTERS (2017)
The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests
Abdulnasser Hatemi-J et al.
APPLIED ECONOMICS (2017)
Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging
Yudong Wang et al.
EMPIRICAL ECONOMICS (2016)
Will the oil price change damage the stock market in a bull market? A re-examination of their conditional relationships
Shu-Yi Liao et al.
EMPIRICAL ECONOMICS (2016)
Oil price volatility and stock returns in the G7 economies
Elena Maria Diaz et al.
ENERGY ECONOMICS (2016)
Measuring Economic Policy Uncertainty
Scott R. Baker et al.
QUARTERLY JOURNAL OF ECONOMICS (2016)
Oil price shocks and stock markets: testing for non-linearity
Rebeca Jimenez-Rodriguez
EMPIRICAL ECONOMICS (2015)
Oil price shocks and stock market returns: Evidence for some European countries
Juncal Cunado et al.
ENERGY ECONOMICS (2014)
Textual sentiment in finance: A survey of methods and models
Colm Kearney et al.
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2014)
Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries
Frankie Chau et al.
JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY (2014)
Word power: A new approach for content analysis
Narasimhan Jegadeesh et al.
JOURNAL OF FINANCIAL ECONOMICS (2013)
Political uncertainty and risk premia
L'ubos Pastor et al.
JOURNAL OF FINANCIAL ECONOMICS (2013)
Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies
Perry Sadorsky
ENERGY ECONOMICS (2012)
Impact of macroeconomic news on metal futures
John Elder et al.
JOURNAL OF BANKING & FINANCE (2012)
The impact of terrorism on financial markets: An empirical study
Marc Chesney et al.
JOURNAL OF BANKING & FINANCE (2011)
New evidence on oil price and firm returns
Paresh Kumar Narayan et al.
JOURNAL OF BANKING & FINANCE (2011)
Time-varying rare disaster risk and stock returns
Henk Berkman et al.
JOURNAL OF FINANCIAL ECONOMICS (2011)
Terrorism and Stock Market Sentiment
Jussi Nikkinen et al.
FINANCIAL REVIEW (2010)
Oil price dynamics and speculation A multivariate financial approach
Giulio Cifarelli et al.
ENERGY ECONOMICS (2010)
On the Volatility and Comovement of US Financial Markets around Macroeconomic News Announcements
Menachem Brenner et al.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS (2009)
Reconsidering the macroeconomics of the oil price in Germany: testing for causality in the frequency domain
Marc Gronwald
EMPIRICAL ECONOMICS (2009)
Does oil move equity prices? A global view
Mohan Nandha et al.
ENERGY ECONOMICS (2008)
The price of terror: The effects of terrorism on stock market returns and volatility
K. Peren Arin et al.
ECONOMICS LETTERS (2008)
Oil price shocks and stock markets in the US and 13 European countries
Jungwook Park et al.
ENERGY ECONOMICS (2008)
Stock market volatility around national elections
Jedrzej Bialkowski et al.
JOURNAL OF BANKING & FINANCE (2008)
Striking oil: Another puzzle?
Gerben Driesprong et al.
JOURNAL OF FINANCIAL ECONOMICS (2008)
Multivariate GARCH modeling of sector volatility transmission
Syed Aun Hassan et al.
QUARTERLY REVIEW OF ECONOMICS AND FINANCE (2007)
Giving content to investor sentiment: The role of media in the stock market
Paul C. Tetlock
JOURNAL OF FINANCE (2007)
The effects of war risk on US financial markets
R Rigobon et al.
JOURNAL OF BANKING & FINANCE (2005)
Asymptotic theory for a vector ARMA-GARCH model
SQ Ling et al.
ECONOMETRIC THEORY (2003)
Energy, the stock market, and the putty-clay investment model
C Wei
AMERICAN ECONOMIC REVIEW (2003)
Share Paper
