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How Does Stock Market Volatility React to Oil Shocks?

https://doi.org/10.2139/ssrn.2550719
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2 of 43 checkable references need attention · checked 2026-08-04

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

15 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

References needing attention

does not resolve to a known work10.2307/2329368
does not resolve to a known work10.2307/2328636
The 41 checked references that resolve
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Oil Price Shocks and the Stock Market: Evidence from Japan
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The Distribution of Realized Exchange Rate Volatility
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To difference or not to difference: a Monte Carlo investigation of inference in vector autoregression models
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Forecasting the oil–gasoline price relationship: Do asymmetries help?
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Monetary Policy and Asset Price Volatility
resolves10.7208/chicago/9780226043555.003.0005
The Supply-Shock Explanation of the Great Stagflation Revisited
resolves10.1257/jep.28.2.153
Fluctuations in Uncertainty
resolves10.2307/2233809
A Variance Decomposition for Stock Returns
resolves10.1086/296344
Economic Forces and the Stock Market
resolves10.1016/j.iref.2013.06.001
Oil shocks, stock market prices, and the U.S. dividend yield decomposition
resolves10.1002/jae.2298
A comprehensive look at financial volatility prediction by economic variables
resolves10.1016/0165-1889(91)90013-q
A critique of the application of unit root tests
resolves10.1016/j.jmoneco.2012.10.019
Macroeconomic determinants of stock volatility and volatility premiums
resolves10.5547/01956574.35.1.3
The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data
resolves10.1093/acprof:oso/9780199549498.003.0006
Macroeconomic Volatility and Stock Market Volatility, World‐Wide*
resolves10.1162/rest_a_00300
Stock Market Volatility and Macroeconomic Fundamentals
resolves10.1093/rfs/hhn004
The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes
resolves10.3386/w16618
Macroeconomics and Volatility: Data, Models, and Estimation
resolves10.1016/j.jeconom.2003.10.030
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
resolves10.1108/s0731-9053(2013)0000031003
Unit Roots, Cointegration, and Pretesting in Var Models
resolves10.1017/s1365100513000084
HOW DO INTERNATIONAL STOCK MARKETS RESPOND TO OIL DEMAND AND SUPPLY SHOCKS?
resolves10.1016/s0927-5398(03)00006-9
A Bayesian analysis of a variance decomposition for stock returns
resolves10.1002/(sici)1096-9934(199602)16:1<1::aid-fut1>3.0.co;2-q
Energy shocks and financial markets
resolves10.1016/j.intfin.2013.07.001
Oil shocks, policy uncertainty and stock market return
resolves10.1016/j.econmod.2013.07.025
Structural oil price shocks and policy uncertainty
resolves10.1016/j.eneco.2014.04.009
The impact of oil price shocks on U.S. bond market returns
resolves10.1162/rest.90.2.216
Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?
resolves10.1257/jel.46.4.871
The Economic Effects of Energy Price Shocks
resolves10.1257/aer.99.3.1053
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
resolves10.5547/issn0195-6574-ej-vol31-no2-4
Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market
resolves10.1111/j.1468-2354.2009.00568.x
THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*
resolves10.1016/j.jinteco.2009.01.001
Oil shocks and external balances
resolves10.1162/rest_a_00086
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices
resolves10.1017/s1365100511000496
OIL PRICE SHOCKS, FIRM UNCERTAINTY, AND INVESTMENT
resolves10.1007/s10436-005-0012-0
Completion time structures of stock price movements
resolves10.1016/j.jfineco.2012.06.005
‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables
resolves10.1086/657541
Oil, Automobiles, and the U.S. Economy: How Much Have Things Really Changed?
resolves10.1016/s0140-9883(99)00020-1
Oil price shocks and stock market activity
resolves10.1111/j.1468-036x.2011.00620.x
Stock Volatility during the Recent Financial Crisis
resolves10.1017/s1365100511000198
INTRODUCTION TO <i>OIL PRICE SHOCKS</i>
resolves10.1257/000282803321455313
Energy, the Stock Market, and the Putty-Clay Investment Model
The 15 references without a DOI — listed, not checked
no DOI — not checkedref5
no DOI — not checkedref6
no DOI — not checkedThe macroeconomic effects of oil price shocks: why are the 2000s so different from the 1970s?
no DOI — not checkedWe must address oil-market volatility
no DOI — not checkedWhen volatility knocks: what to watch for
no DOI — not checkedref24
no DOI — not checkedref25
no DOI — not checkedref29
no DOI — not checkedSteen's chronicle: war & markets
no DOI — not checkedForecasting the price of oil
no DOI — not checkedOil, oil and more oil
no DOI — not checkedref50
no DOI — not checkedref52
no DOI — not checkedAnother oil shock? The right and wrong ways to deal with dearer oil
no DOI — not checkedref57
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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