Which hormone causes dilation of blood vessels, increased oxygen consumption and glycogenolysis?

Adrenal medulla secretes the adrenaline. 

The stress responses generated by the body is mainly due to adrenaline. 

It mainly acts on blood vessels, cardiac muscles, skeletal muscles, smooth muscles and fat cells. 

It increases heart rate, blood pressure, metabolic rate, dilates blood vessels, increases breathing rate and hence oxygen consumption and initiates formation of glucose by the breakdown of liver glycogen i.e. glycogenolysis, increasing the blood glucose levels.