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Original Articles

Oil prices and UK industry-level stock returns

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Dinesh Gajurel & Akhila Chawla. (2022) The oil price crisis and contagion effects on the Canadian economy. Applied Economics 54:13, pages 1527-1543.
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Libo Yin & Xiyuan Ma. (2020) Oil shocks and stock volatility: new evidence via a Bayesian, graph-based VAR approach. Applied Economics 52:11, pages 1163-1180.
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Huiming Zhu, Rong Duan, Cheng Peng & Xianghua Jia. (2019) The heterogeneous dependence between global crude oil and Chinese commodity futures markets: evidence from quantile regression. Applied Economics 51:28, pages 3031-3048.
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Rizwan Raheem Ahmed, Jolita Vveinhardt, Dalia Štreimikienė, Saghir Pervaiz Ghauri & Nawaz Ahmad. (2017) Estimation of long-run relationship of inflation (CPI & WPI), and oil prices with KSE-100 index: evidence from Johansen multivariate cointegration approach. Technological and Economic Development of Economy 23:4, pages 567-588.
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Articles from other publishers (26)

Mohamed Yousfi & Houssam Bouzgarrou. (2024) On the linkage of oil prices and oil uncertainty with US equities: a combination analysis based on the wavelet approach and quantile-on-quantile regression. Frontiers in Physics 12.
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Lalatendu Mishra & Rajesh H. Acharya. (2024) The Asymmetric Interaction Between Oil Price Change and Stock Returns of the Renewable Energy Companies in India: A Panel NARDL Approach. Asia-Pacific Financial Markets.
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Miramir Bagirov & Cesario Mateus. (2024) A Survey of Literature on the Interlinkage between Petroleum Prices and Equity Markets. Journal of Risk and Financial Management 17:1, pages 40.
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Chuanguo Zhang, Hongli Shang & Xinjie Mou. (2024) Global oil price shocks and China’s transportation sector: new evidence from dynamic jumps in oil prices. Energy Efficiency 17:1.
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Z. Göknur Büyükkara, İsmail Cem Özgüler & Ali Hepsen. (2023) Relationship between housing, oil, gold and stock markets: evidence from UK and Norway. International Journal of Housing Markets and Analysis.
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Mevlüt CAMGÖZ. (2023) GLOBAL EMTİA ENDEKSİ İLE BIST SEKTÖR ENDEKSLERİ ARASINDAKİ ASİMETRİK İLİŞKİLER: YEREL VE ULUSLARARASI YATIRIMCILAR İÇİN ÇIKARIMLARASYMMETRIC RELATIONS BETWEEN GLOBAL COMMODITY INDEX AND BIST SECTORAL STOCK MARKET INDEXES: IMPLICATIONS FOR LOCAL AND INTERNATIONAL INVESTORS. Dokuz Eylül Üniversitesi Sosyal Bilimler Enstitüsü Dergisi 25:2, pages 580-598.
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Miramir Bagirov & Cesario Mateus. (2023) Understanding interlinkages between petroleum prices and equity markets: A comprehensive survey of empirical evidence. SSRN Electronic Journal.
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Mevlüt CAMGÖZ. (2022) Global Belirsizlik Faktörlerinin BIST Hisse Senedi Fiyatlarına Asimetrik Etkilerinin NARDL Modeliyle AnaliziAnalysis of the Short and Long Term Asymmetric Effects of Global Uncertainty Factors on BIST Stock Prices via the NARDL Method. Maliye Finans Yazıları:118, pages 71-100.
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Chuanguo Zhang, Xinjie Mou & Shuping Ye. (2022) How do dynamic jumps in global crude oil prices impact China's industrial sector?. Energy 249, pages 123605.
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Shunsuke Managi, Mohamed Yousfi, Younes Ben Zaied, Nejah Ben Mabrouk & Béchir Ben Lahouel. (2022) Oil price, US stock market and the US business conditions in the era of COVID-19 pandemic outbreak. Economic Analysis and Policy 73, pages 129-139.
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Ping Li, Jie Li & Ziyi Zhang. (2021) The Dynamic Impact of Structural Oil Price Shocks on the Macroeconomy. Journal of Systems Science and Information 9:5, pages 469-497.
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L.A. Smales. (2021) Geopolitical risk and volatility spillovers in oil and stock markets. The Quarterly Review of Economics and Finance 80, pages 358-366.
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Vaneet Bhatia & Sankarshan Basu. (2021) Causality-in-quantiles between crude oil and stock markets: Evidence from emerging economies. Finance Research Letters 40, pages 101736.
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Imhotep Paul Alagidede, Gideon Boako & Bo Sjo. (2020) African equity markets’ exposure to oil and other commodities - implications for global portfolio diversification. Journal of Economics and Finance 45:2, pages 288-315.
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Barış Kocaarslan. 2021. Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics. Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics 357 374 .
B. W. Kolosz, Y. Luo, B. Xu, M. M. Maroto-Valer & J. M. Andresen. (2020) Life cycle environmental analysis of ‘drop in’ alternative aviation fuels: a review . Sustainable Energy & Fuels 4:7, pages 3229-3263.
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Babak Fazelabdolabadi. (2019) Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysis. Financial Innovation 5:1.
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Olfa Belhassine & Amira Ben Bouzid. (2019) Further insights into the oil and equity market relationship. Studies in Economics and Finance 36:2, pages 291-310.
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Jae H. Kim, Md Lutfur Rahman & Abul Shamsuddin. (2019) Can energy prices predict stock returns? An extreme bounds analysis. Energy Economics 81, pages 822-834.
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Kamrul Hassan, Ariful Hoque & Dominic Gasbarro. (2019) Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis. Energy Economics 80, pages 950-969.
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Debdatta Pal & Subrata K. Mitra. (2019) Oil price and automobile stock return co-movement: A wavelet coherence analysis. Economic Modelling 76, pages 172-181.
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Muhammad Ali Nasir, Sabih Abass Rizvi & Matteo Rossi. (2017) A Treatise on Oil Price Shocks and their Implications for the UK Financial Sector: Analysis Based on Time‐Varying Structural VAR Model. The Manchester School 86:5, pages 586-621.
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Russell Smyth & Paresh Kumar Narayan. (2018) What do we know about oil prices and stock returns?. International Review of Financial Analysis 57, pages 148-156.
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Jamal Ouenniche, Bing Xu & Kaoru Tone. 2017. Advances in DEA Theory and Applications. Advances in DEA Theory and Applications 381 403 .
Rania Jammazi, Román Ferrer, Francisco Jareño & Syed Jawad Hussain Shahzad. (2017) Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?. International Review of Economics & Finance 49, pages 453-483.
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Muhammad Ali Nasir, Sabih Abbas Razvi & Matteo Rossi. (2017) A Treatise on Oil Price Shocks & Their Implications for the UK Financial Sector: Analysis Based on Time-Varying Structural VAR Model. SSRN Electronic Journal.
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