The DOI matches its Crossref record; 38 of the 38 references it cites were found in a registry or an index.
Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
The Impact of Uncertainty Shocks
(2009) · Econometrica · doi:10.3982/ecta6248 · Cited by 5,834
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
Kilian, L. (2009) · American Economic Review · doi:10.1257/aer.99.3.1053 · Cited by 4,608
Jurado, K., Ludvigson, S. C., & Ng, S. (2015) · American Economic Review · doi:10.1257/aer.20131193 · Cited by 2,860
Inference in Linear Time Series Models with some Unit Roots
Sims, C. A., Stock, J. H., & Watson, M. W. (1990) · Econometrica · doi:10.2307/2938337 · Cited by 2,555
The Impact of Uncertainty Shocks
Bloom, N. (2007) · National Bureau of Economic Research · doi:10.3386/w13385 · Cited by 2,111
Bloom, N. (2014) · Journal of Economic Perspectives · doi:10.1257/jep.28.2.153 · Cited by 2,027
THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*
Kilian, L., & Park, C. (2009) · International Economic Review · doi:10.1111/j.1468-2354.2009.00568.x · Cited by 1,836
Modeling Asymmetric Comovements of Asset Returns
Kroner, K. F., & Ng, V. K. (1998) · Review of Financial Studies · doi:10.1093/rfs/11.4.817 · Cited by 1,585
JONES, C. M., & KAUL, G. (1996) · The Journal of Finance · doi:10.1111/j.1540-6261.1996.tb02691.x · Cited by 1,550
Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures
Kroner, K. F., & Sultan, J. (1993) · The Journal of Financial and Quantitative Analysis · doi:10.2307/2331164 · Cited by 1,524
Cited by
You, W., Guo, Y., Zhu, H., & Tang, Y. (2017) · Energy Economics · doi:10.1016/j.eneco.2017.09.007 · Cited by 304
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
Can economic policy uncertainty predict stock returns? Global evidence
Phan, D. H. B., Sharma, S. S., & Tran, V. T. (2018) · Journal of International Financial Markets, Institutions and Money · doi:10.1016/j.intfin.2018.04.004 · Cited by 282
What do we know about oil prices and stock returns?
Smyth, R., & Narayan, P. K. (2018) · International Review of Financial Analysis · doi:10.1016/j.irfa.2018.03.010 · Cited by 266
Metadata
- Authors
- Kang, W., Perez de Gracia, F., & Ratti, R. A.
- Venue
- Journal of International Money and Finance
- Publisher
- Elsevier BV
- Published
- 2017-02
- Volume
- 70
- Pages
- 344-359
- ISSN
- 0261-5606 (ISSN-L)
- OpenAlex
- W2532525757
- Cited by
- 284
- References
- 38
- FWCI
- 38.05
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations. https://app.cochat.ai/papers/10.1016/j.jimonfin.2016.10.003
- The paper
- Kang, W., Perez de Gracia, F., & Ratti, R. A. (2017). Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations. Journal of International Money and Finance. https://doi.org/10.1016/j.jimonfin.2016.10.003
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.