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Stock-Oil Comovement: Fundamentals or Financialization?

https://doi.org/10.2139/ssrn.3668239
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38/38 checkable references clean · checked 2026-08-27

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

10 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.

The 38 checked references that resolve
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A Variance Decomposition for Stock Returns
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What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns
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An intertemporal CAPM with stochastic volatility
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The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
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Bad Beta, Good Beta
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Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates
resolves10.3386/w23766
Financialization in Commodity Markets
resolves10.1093/rfs/hhp017
Return Decomposition
resolves10.1146/annurev-financial-110613-034432
Financialization of Commodity Markets
resolves10.2139/ssrn.3393265
A 'Bad Beta, Good Beta' Anatomy of Currency Risk Premiums and Trading Strategies
resolves10.1016/j.jbankfin.2017.07.004
Oil volatility risk and expected stock returns
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Exploration Activity, Long-run Decisions, and the Risk Premium in Energy Futures
resolves10.1111/0022-1082.00209
Characteristics, Covariances, and Average Returns: 1929 to 1997
resolves10.2307/2297923
On the Behaviour of Commodity Prices
resolves10.1198/073500102288618487
Dynamic Conditional Correlation
resolves10.1111/j.1540-6261.1988.tb03957.x
Business Cycles and the Behavior of Metals Prices
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Commodity Markets, Long-Run Predictability, and Intertemporal Pricing
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Stochastic Convenience Yield and the Pricing of Oil Contingent Claims
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Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution
resolves10.2469/faj.v62.n2.4083
Facts and Fantasies about Commodity Futures
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The Fundamentals of Commodity Futures Returns
resolves10.1016/j.jimonfin.2013.08.003
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resolves10.1111/jofi.12845
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resolves10.1111/j.1468-2354.2009.00568.x
THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*
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Macro Factors in Bond Risk Premia
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Oil prices and the global economy: Is it different this time around?
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.2307/2297912
Automatic Lag Selection in Covariance Matrix Estimation
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Oil consumption, economic growth, and oil futures: The impact of long-run oil supply uncertainty on asset prices
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Oil Prices and the Stock Market
resolves10.1111/0022-1082.00248
Equilibrium Forward Curves for Commodities
resolves10.1287/mnsc.2013.1756
Investor Flows and the 2008 Boom/Bust in Oil Prices
resolves10.1111/jofi.12096
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The 10 references without a DOI — listed, not checked
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no DOI — not checkedThe supply of storage
no DOI — not checkedref20
no DOI — not checkedMonetary policy and the economic recovery in the euro area
no DOI — not checkedref30
no DOI — not checkedref34
no DOI — not checkedref41
no DOI — not checkedref42
no DOI — not checkedref46
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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