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Articles

Impact of state-dependent oil price on US stock returns using local projections

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Yanfeng Wei, Liguo Zhang & Qirui Li. (2020) The source of real oil price fluctuations: a fresh view from the frequency domain. Applied Economics Letters 27:17, pages 1395-1399.
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Articles from other publishers (6)

Abdul Abiad & Irfan A. Qureshi. (2023) The macroeconomic effects of oil price uncertainty. Energy Economics 125, pages 106839.
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Xin Sheng, Hardik A. Marfatia, Rangan Gupta & Qiang Ji. (2023) The non-linear response of US state-level tradable and non-tradable inflation to oil shocks: The role of oil-dependence. Research in International Business and Finance 64, pages 101830.
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Naafey Sardar & Shahil Sharma. (2022) Oil prices & stock returns: Modeling the asymmetric effects around the zero lower bound. Energy Economics 107, pages 105814.
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Bebonchu Atems & Naafey Sardar. (2021) Exploring asymmetries in the effects of El Niño-Southern Oscillation on U.S. food and agricultural stock prices. The Quarterly Review of Economics and Finance 81, pages 1-14.
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Juan Equiza-Goñi & Fernando Perez de Gracia. (2020) Impact of proved reserves on stock returns of U.S. oil and gas corporations using firm-level data. Energy Economics 92, pages 104951.
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Mirko Abbritti, Juan Equiza-Goñi, Fernando Perez de Gracia & Tommaso Trani. (2020) The effect of oil price shocks on economic activity: a local projections approach. Journal of Economics and Finance 44:4, pages 708-723.
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