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Psychological Oil Price Barrier and Firm Returns

Citations

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  1. Chen, Wei & Huang, Zhuo & Yi, Yanping, 2015. "Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period?," Economic Modelling, Elsevier, vol. 50(C), pages 64-71.
  2. Shiyu Song & Yongjin Wang, 2017. "Pricing double barrier options under a volatility regime-switching model with psychological barriers," Review of Derivatives Research, Springer, vol. 20(3), pages 255-280, October.
  3. Alqahtani, Faisal & Hamdi, Besma & Hammoudeh, Shawkat, 2021. "The effects of global factors on the Saudi Arabia equity market by firm size: Implications for risk management based on quantile analysis and frequency domain causality," Journal of Multinational Financial Management, Elsevier, vol. 61(C).
  4. Chowdhury, Kushal Banik & Garg, Bhavesh, 2023. "Fresh evidence on the oil-stock interactions under heterogeneous market conditions," Finance Research Letters, Elsevier, vol. 54(C).
  5. Zhang, Yue-Jun & Yao, Ting, 2016. "Interpreting the movement of oil prices: Driven by fundamentals or bubbles?," Economic Modelling, Elsevier, vol. 55(C), pages 226-240.
  6. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2019. "Time-varying energy and stock market integration in Asia," Energy Economics, Elsevier, vol. 80(C), pages 777-792.
  7. Li, Dan & Liu, Lixin & Xu, Guangli, 2023. "Psychological barriers and option pricing in a local volatility model," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
  8. Alqahtani, Faisal & Samargandi, Nahla & Kutan, Ali M., 2020. "The influence of oil prices on the banking sector in oil-exporting economies: Is there a psychological barrier?," International Review of Financial Analysis, Elsevier, vol. 69(C).
  9. Diaz-Rainey, Ivan & Roberts, Helen & Lont, David H., 2017. "Crude inventory accounting and speculation in the physical oil market," Energy Economics, Elsevier, vol. 66(C), pages 508-522.
  10. Mollick, André V. & Killins, Robert N. & Egly, Peter V. & Johnk, David W., 2024. "Bank equity returns and oil prices: The story from U.S. regional banks during the “shale oil” revolution," Research in International Business and Finance, Elsevier, vol. 70(PA).
  11. Martín-Barragán, Belén & Ramos, Sofia B. & Veiga, Helena, 2015. "Correlations between oil and stock markets: A wavelet-based approach," Economic Modelling, Elsevier, vol. 50(C), pages 212-227.
  12. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2017. "Can stock market investors hedge energy risk? Evidence from Asia," Energy Economics, Elsevier, vol. 66(C), pages 559-570.
  13. Su, Chi-Wei & Li, Zheng-Zheng & Chang, Hsu-Ling & Lobonţ, Oana-Ramona, 2017. "When Will Occur the Crude Oil Bubbles?," Energy Policy, Elsevier, vol. 102(C), pages 1-6.
  14. Li, Haiqi & Kim, Hyung-Gun & Park, Sung Y., 2015. "The role of financial speculation in the energy future markets: A new time-varying coefficient approach," Economic Modelling, Elsevier, vol. 51(C), pages 112-122.
  15. Narayan, Paresh Kumar & Nasiri, Maryam Akbari, 2020. "Understanding corporate debt from the oil market perspective," Energy Economics, Elsevier, vol. 92(C).
  16. Sarwar, Suleman & Shahbaz, Muhammad & Anwar, Awais & Tiwari, Aviral Kumar, 2019. "The importance of oil assets for portfolio optimization: The analysis of firm level stocks," Energy Economics, Elsevier, vol. 78(C), pages 217-234.
  17. Mostafa, Mohamed M. & El-Masry, Ahmed A., 2016. "Oil price forecasting using gene expression programming and artificial neural networks," Economic Modelling, Elsevier, vol. 54(C), pages 40-53.
  18. Smyth, Russell & Narayan, Paresh Kumar, 2018. "What do we know about oil prices and stock returns?," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 148-156.
  19. Tsuji, Chikashi, 2018. "Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses," Economic Modelling, Elsevier, vol. 74(C), pages 167-185.
  20. Balakumar, Suganya & Dash, Saumya Ranjan & Maitra, Debasish & Kang, Sang Hoon, 2022. "Do oil price shocks have any implications for stock return momentum?," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 637-663.
  21. Bahmani-Oskooee, Mohsen & Ghodsi, Seyed Hesam & Hadzic, Muris, 2019. "Asymmetric causality between oil price and stock returns:A sectoral analysis," Economic Analysis and Policy, Elsevier, vol. 63(C), pages 165-174.
  22. Cakan, Esin & Demiralay, Sercan & Ulusoy, Veysel, 2021. "Oil Prices and Firm Returns in an Emerging Market," American Business Review, Pompea College of Business, University of New Haven, vol. 24(1), pages 166-187, May.
  23. Mimoun Benali & Lahboub Karima, 2024. "Modelling Stock Prices of Energy Sector using Supervised Machine Learning Techniques," International Journal of Energy Economics and Policy, Econjournals, vol. 14(2), pages 594-602, March.
  24. Gu, Xin & Zhang, Weiqiang & Cheng, Sang, 2021. "How do investors in Chinese stock market react to external uncertainty? An event study to the Sino-US disputes," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
  25. Bhagavatula Aruna & H. Rajesh Acharya, 2020. "Do Different Types of Oil Price Shocks Affect the Indian Stock Returns Differently at Firm-level? A Panel Structural Vector Autoregression Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 10(2), pages 238-249.
  26. Narayan, Paresh Kumar, 2022. "Evidence of oil market price clustering during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 80(C).
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