This paper contributes to the existing literature by investigating the impacts of crude oil price
shocks on financial markets through an examination of the effect of oil price shocks on the …

Using a comprehensive data set of a large panel of US firms over 1984–2017, we show that
the negative effect of crude oil price return uncertainty on investments is asymmetric. In …

This paper investigates the time frequency and quantile dynamics of the dependence
among the stock prices of clean energy companies, the stock prices of oil & gas companies …

We use the wavelet-based quantile-on-quantile and Granger causality-in-quantiles methods
to document the impact of exogenous oil price structural shocks on clean energy stocks. We …

We analyse the spillover effects between oil price shocks and green bonds issued in twelve
developed economies. We decompose oil price shocks into demand, risk and supply …

This paper investigates the effects of oil price shocks and policy uncertainty on the stock
returns of clean energy companies. We use a structural vector autoregressive (VAR) model …

We aimed to use rolling quantile regression, quantile-on-quantile, and causality-in-quantiles
methods to document the dynamics and causal relationships between oil price shocks and …

We show that the three-order moment of oil price returns can predict the aggregate stock
market returns. Empirical results indicate the stock market returns forecasts generated by the …

This paper aims to investigate the impact of three classical oil shocks on the Chinese
corporate investment by using firm-level data. Moreover, we assess the role of product …

This study uses a novel method of segregating oil price shocks into demand-and supply-
driven contributors to examine their impact on the corporate payouts of US companies …