The DOI matches its Crossref record; 26 of the 26 references it cites were found in a registry or an index.
Shock and volatility transmission in the oil, US and Gulf equity markets
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Citations
Cites
Generalized autoregressive conditional heteroskedasticity
Bollerslev, T. (1986) · Journal of Econometrics · doi:10.1016/0304-4076(86)90063-1 · Cited by 22,254
Engle, R. F. (1982) · Econometrica · doi:10.2307/1912773 · Cited by 20,795
Multivariate Simultaneous Generalized ARCH
Engle, R. F., & Kroner, K. F. (1995) · Econometric Theory · doi:10.1017/s0266466600009063 · Cited by 4,487
Bollerslev, T., Chou, R. Y., & Kroner, K. F. (1992) · Journal of Econometrics · doi:10.1016/0304-4076(92)90064-x · Cited by 4,270
Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model
Bollerslev, T. (1990) · The Review of Economics and Statistics · doi:10.2307/2109358 · Cited by 3,512
Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts
Andersen, T. G., & Bollerslev, T. (1998) · International Economic Review · doi:10.2307/2527343 · Cited by 3,375
A Capital Asset Pricing Model with Time-Varying Covariances
Bollerslev, T., Engle, R. F., & Wooldridge, J. M. (1988) · Journal of Political Economy · doi:10.1086/261527 · Cited by 3,138
Econometric Issues in the Analysis of Regressions with Generated Regressors
Pagan, A. (1984) · International Economic Review · doi:10.2307/2648877 · Cited by 2,237
Hamilton, J. D. (2003) · Journal of Econometrics · doi:10.1016/s0304-4076(02)00207-5 · Cited by 2,136
Correlations in price changes and volatility across international stock markets
Hamao, Y., Masulis, R. W., & Ng, V. (1990) · Review of Financial Studies · doi:10.1093/rfs/3.2.281 · Cited by 1,926
Cited by
Sadorsky, P. (2012) · Energy Economics · doi:10.1016/j.eneco.2011.03.006 · Cited by 874
Mensi, W., Beljid, M., Boubaker, A., & Managi, S. (2013) · Economic Modelling · doi:10.1016/j.econmod.2013.01.023 · Cited by 555
Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence
Degiannakis, S., Filis, G., & Arora, V. (2018) · The Energy Journal · doi:10.5547/01956574.39.5.sdeg · Cited by 298
Geopolitical risk and volatility spillovers in oil and stock markets
Smales, L. A. (2021) · The Quarterly Review of Economics and Finance · doi:10.1016/j.qref.2021.03.008 · Cited by 269
Metadata
- Authors
- Malik, F., & Hammoudeh, S.
- Venue
- International Review of Economics & Finance
- Publisher
- Elsevier BV
- Published
- 2007-01
- Volume
- 16
- Issue
- 3
- Pages
- 357-368
- ISSN
- 1059-0560 (ISSN-L)
- OpenAlex
- W2048373198
- Cited by
- 414
- References
- 26
- FWCI
- 4.04
- Type
- journal article
- Language
- en
- Open access
- closed
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- Malik, F., & Hammoudeh, S. (2007). Shock and volatility transmission in the oil, US and Gulf equity markets. International Review of Economics & Finance. https://doi.org/10.1016/j.iref.2005.05.005
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.