scholarly journals The Impact of Oil Price Shocks on the US Stock Market: A Note on the Roles of US and Non-US Oil Production

2016 ◽  
Author(s):  
Wensheng Kang ◽  
Joaquin L. Vespignani
Keyword(s):  
Stock Market ◽  
Oil Production ◽  
Oil Price ◽  
Oil Price Shocks ◽  
Price Shocks ◽  
The Us ◽  
The Impact

scholarly journals The Impact of Oil Price Shocks on the U.S. Stock Market: A Note on the Roles of U.S. and Non-U.S. Oil Production

2015 ◽  
Vol 2015 (249) ◽  
Author(s):  
Wensheng Kang ◽  
◽  
Ronald A. Ratti ◽  
Joaquin Vespignani ◽  
◽  
...  
Keyword(s):  
Stock Market ◽  
Oil Production ◽  
Oil Price ◽  
Oil Price Shocks ◽  
Price Shocks ◽  
The Impact ◽  
The U.S

THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET

2009 ◽  
Vol 50 (4) ◽  
pp. 1267-1287 ◽  
Author(s):  
Lutz Kilian ◽  
Cheolbeom Park
Keyword(s):  
Stock Market ◽  
Oil Price ◽  
Oil Price Shocks ◽  
Price Shocks ◽  
The Impact ◽  
The U.S

The impact of global oil price shocks on the Lebanese stock market

Energy ◽  
2013 ◽  
Vol 63 ◽  
pp. 366-374 ◽  
Author(s):  
Leila Dagher ◽  
Sadika El Hariri
Keyword(s):  
Stock Market ◽  
Oil Price ◽  
Oil Price Shocks ◽  
Price Shocks ◽  
The Impact

scholarly journals HOW DOES STOCK MARKET VOLATILITY REACT TO OIL PRICE SHOCKS?

2017 ◽  
Vol 22 (3) ◽  
pp. 666-682 ◽  
Author(s):  
Andrea Bastianin ◽  
Matteo Manera
Keyword(s):  
Stock Market ◽  
Crude Oil ◽  
Aggregate Demand ◽  
Model Identification ◽  
Oil Price ◽  
Market Volatility ◽  
Oil Price Shocks ◽  
Stock Market Volatility ◽  
Price Shocks ◽  
The Impact

We study the impact of oil price shocks on the U.S. stock market volatility. We jointly analyze three different structural oil market shocks (i.e., aggregate demand, oil supply, and oil-specific demand shocks) and stock market volatility using a structural vector autoregressive model. Identification is achieved by assuming that the price of crude oil reacts to stock market volatility only with delay. This implies that innovations to the price of crude oil are not strictly exogenous, but predetermined with respect to the stock market. We show that volatility responds significantly to oil price shocks caused by unexpected changes in aggregate and oil-specific demand, whereas the impact of supply-side shocks is negligible.

scholarly journals Oil Price Shocks and the US Stock Market: Slope Heterogeneity Analysis

2016 ◽  
Vol 06 (03) ◽  
pp. 480-487 ◽  
Author(s):  
Sarfaraz Ali Shah Syed ◽  
Hélène Syed Zwick
Keyword(s):  
Stock Market ◽  
Oil Price ◽  
Oil Price Shocks ◽  
Price Shocks ◽  
The Us ◽  
Heterogeneity Analysis
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