Energy · 2017 · 127 citations · 31 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsUncertainty QuantificationCommodity Price RiskFinancial RiskMarket RiskMiddle Eastern EconomicsOil EconomicsPricing Under UncertaintyCrude Oil MarketsMarket UncertaintyOil Price ForecastingOil Price ShocksOil Price VolatilityOil PricesUncertainty In Resource Markets
31
Conditional Heteroskedasticity in Asset Returns: A New Approach
Daniel B. Nelson · Econometrica · 1991 · 10.4K citations
Economic Forces and the Stock Market
Nai‐Fu Chen, Richard Roll, Stephen A. Ross · The Journal of Business · 1986 · 5.4K citations
Oil price shocks and stock market activity
Perry Sadorsky · Energy Economics · 1999 · 1.8K citations