{"id":"https://openalex.org/W2118750342","doi":"https://doi.org/10.2202/1558-3708.1079","title":"Energy Shocks and Financial Markets: Nonlinear Linkages","display_name":"Energy Shocks and Financial Markets: Nonlinear Linkages","publication_year":2001,"publication_date":"2001-01-01","ids":{"openalex":"https://openalex.org/W2118750342","doi":"https://doi.org/10.2202/1558-3708.1079","mag":"2118750342"},"language":"en","primary_location":{"id":"doi:10.2202/1558-3708.1079","doi":"https://doi.org/10.2202/1558-3708.1079","is_oa":false,"landing_page_url":"https://doi.org/10.2202/1558-3708.1079","pdf_url":null,"source":{"id":"https://openalex.org/S193530623","display_name":"Studies in Nonlinear Dynamics and Econometrics","issn_l":"1081-1826","issn":["1081-1826","1558-3708"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-scientific","cwts-core","erih-plus","jufo-1","norway-1","poland-100","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310313990","host_organization_name":"De Gruyter","host_organization_lineage":["https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Studies in Nonlinear Dynamics & Econometrics","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5065096741","display_name":"Cetin Ciner","orcid":"https://orcid.org/0000-0001-8675-1814","observed_orcids":["https://orcid.org/0000-0001-8675-1814"]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Cetin Ciner","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5065096741"],"corresponding_institution_ids":[],"apc_list":{"value":2400,"currency":"EUR","value_usd":2712},"apc_paid":null,"fwci":1.7256,"has_fulltext":false,"cited_by_count":349,"citation_normalized_percentile":{"value":0.89460741,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":100},"biblio":{"volume":"5","issue":"3","first_page":"203","last_page":"212"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11898","display_name":"Economics of Agriculture and Food Markets","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/oil-price-shocks","display_name":"oil price shocks","score":0.7670000195503235},{"id":"https://openalex.org/keywords/stock-market","display_name":"stock market","score":0.6520000100135803},{"id":"https://openalex.org/keywords/oil-futures","display_name":"oil futures","score":0.7609999775886536},{"id":"https://openalex.org/keywords/s-p-500","display_name":"S&P 500","score":0.9589999914169312},{"id":"https://openalex.org/keywords/nonlinear-causality","display_name":"nonlinear causality","score":0.9380000233650208},{"id":"https://openalex.org/keywords/financial-market-linkages","display_name":"financial market linkages","score":0.6919999718666077}],"concepts":[{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.7683840990066528},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.6346790790557861},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.6255857944488525},{"id":"https://openalex.org/C2984556133","wikidata":"https://www.wikidata.org/wiki/Q297279","display_name":"Oil price","level":2,"score":0.6105822324752808},{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.583825409412384},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.554178774356842},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.5100570321083069},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4982030391693115},{"id":"https://openalex.org/C31266012","wikidata":"https://www.wikidata.org/wiki/Q6554340","display_name":"Linkage (software)","level":3,"score":0.48765337467193604},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.46507689356803894},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.4592044949531555},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.4591054916381836},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.4564954340457916},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.10895159840583801},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.06427356600761414},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.2202/1558-3708.1079","doi":"https://doi.org/10.2202/1558-3708.1079","is_oa":false,"landing_page_url":"https://doi.org/10.2202/1558-3708.1079","pdf_url":null,"source":{"id":"https://openalex.org/S193530623","display_name":"Studies in Nonlinear Dynamics and Econometrics","issn_l":"1081-1826","issn":["1081-1826","1558-3708"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-scientific","cwts-core","erih-plus","jufo-1","norway-1","poland-100","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310313990","host_organization_name":"De Gruyter","host_organization_lineage":["https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Studies in Nonlinear Dynamics & Econometrics","raw_type":"journal-article"},{"id":"doi:10.1162/10811820160080095","doi":"https://doi.org/10.1162/10811820160080095","is_oa":false,"landing_page_url":"https://doi.org/10.1162/10811820160080095","pdf_url":null,"source":{"id":"https://openalex.org/S193530623","display_name":"Studies in Nonlinear Dynamics and Econometrics","issn_l":"1081-1826","issn":["1081-1826","1558-3708"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-scientific","cwts-core","erih-plus","jufo-1","norway-1","poland-100","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310313990","host_organization_name":"De Gruyter","host_organization_lineage":["https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Studies in Nonlinear Dynamics and Econometrics","raw_type":"journal-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.201.876","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.201.876","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.cba.neu.edu/~cciner/doc/energy2.pdf","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W1499718974","https://openalex.org/W1965818930","https://openalex.org/W1979573251","https://openalex.org/W1989613822","https://openalex.org/W1998334620","https://openalex.org/W2002765661","https://openalex.org/W2005025219","https://openalex.org/W2015244104","https://openalex.org/W2021760340","https://openalex.org/W2025753296","https://openalex.org/W2045564168","https://openalex.org/W2047769094","https://openalex.org/W2049239673","https://openalex.org/W2074988857","https://openalex.org/W2094858492","https://openalex.org/W2108818539","https://openalex.org/W2126689867","https://openalex.org/W2126812464","https://openalex.org/W2132417154","https://openalex.org/W2140584608","https://openalex.org/W2170156577","https://openalex.org/W3123304068","https://openalex.org/W3123974798"],"related_works":["https://openalex.org/W2161900316","https://openalex.org/W7111401860","https://openalex.org/W2414527109","https://openalex.org/W4408771968","https://openalex.org/W1990483680","https://openalex.org/W2890585921","https://openalex.org/W2157098944","https://openalex.org/W1977584276","https://openalex.org/W2984438297","https://openalex.org/W2582844088"],"abstract_inverted_index":{"This":[0,32],"paper":[1],"examines":[2],"the":[3,10,23,38,67,76,80,86,92],"dynamic":[4],"linkages":[5,43],"between":[6,82],"oil":[7,18,57,71,83],"prices":[8,84],"and":[9,22,85],"stock":[11,26,60,87],"market.":[12],"Prior":[13],"work":[14],"argues":[15],"that":[16,40,56,79],"daily":[17],"futures":[19],"price":[20],"changes":[21],"S&P":[24],"500":[25],"index":[27,61],"movements":[28],"are":[29],"not":[30],"related.":[31],"conclusion":[33],"could":[34],"be":[35],"due":[36],"to":[37],"fact":[39],"only":[41],"linear":[42],"have":[44],"been":[45],"examined.":[46],"Relying":[47],"on":[48,72],"nonlinear":[49],"causality":[50],"tests,":[51],"this":[52],"study":[53,77],"provides":[54],"evidence":[55],"shocks":[58],"affect":[59],"returns,":[62],"which":[63],"is":[64],"consistent":[65],"with":[66],"documented":[68],"influence":[69],"of":[70],"economic":[73],"output.":[74],"Moreover,":[75],"finds":[78],"linkage":[81],"market":[88],"was":[89],"stronger":[90],"in":[91],"1990s.":[93]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":9},{"year":2024,"cited_by_count":8},{"year":2023,"cited_by_count":13},{"year":2022,"cited_by_count":20},{"year":2021,"cited_by_count":35},{"year":2020,"cited_by_count":26},{"year":2019,"cited_by_count":26},{"year":2018,"cited_by_count":23},{"year":2017,"cited_by_count":18},{"year":2016,"cited_by_count":23},{"year":2015,"cited_by_count":18},{"year":2014,"cited_by_count":26},{"year":2013,"cited_by_count":25},{"year":2012,"cited_by_count":20}],"updated_date":"2026-11-08T12:12:28.789561","created_date":"2016-06-24T00:00:00"}