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Interdependence of oil prices and stock market indices: A copula approach. (2014). Wu, Ximing ; Sukcharoen, Kunlapath ; Leatham, David ; Zohrabyan, Tatevik .
In: Energy Economics.
RePEc:eee:eneeco:v:44:y:2014:i:c:p:331-339.

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  1. Oil price volatility and stock returns: Evidence from three oil?price wars. (2023). Mughal, Mazhar ; Ahmed, Junaid ; Khan, Imtiaz Hussain.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3162-3182.

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  2. Analysis of the Impact of Orthogonalized Brent Oil Price Shocks on the Returns of Dependent Industries in Times of the Russian War. (2023). Krahnhof, Philippe ; Au, Cam-Duc ; Friedhoff, Tim.
    In: MUNI ECON Working Papers.
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  3. Dependence Analysis for the Energy Sector Based on Energy ETFs. (2023). Gorka, Joanna ; Kuziak, Katarzyna.
    In: Energies.
    RePEc:gam:jeners:v:16:y:2023:i:3:p:1329-:d:1047966.

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  4. Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios. (2023). Rice, John ; Choi, Sun-Yong ; Usman, Muhammad ; Umar, Zaghum.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000831.

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  5. Linear and nonlinear asymmetric relationship in crude oil, gold, stock market and exchange rates: An evidence from the UAE. (2023). Ray, Subhajyoti.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003446.

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  6. Oil price returns and firms fixed investment: A production pattern. (2023). Yang, Sen ; Yin, Libo.
    In: Energy Economics.
    RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003948.

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  7. Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models. (2023). Virbickait, Audron ; Nguyen, Hoang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002360.

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  8. Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Choi, Ki-Hong ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000487.

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  9. Drivers of risk correlation among financial institutions: A study based on a textual risk disclosure perspective. (2023). Feng, Yuyao ; Li, Jingyu ; Jing, Zhongbo.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002808.

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  10. Oil price uncertainty and the risk?return relation in stock markets: Evidence from oil?importing and oil?exporting countries. (2022). Wen, Fenghua ; Zhang, Guoqing ; Zhou, Fangzhao ; Chen, Jiaqi.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1154-1172.

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  11. Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models. (2022). Kielmann, Julia ; Min, Aleksey ; Manner, Hans.
    In: Empirical Economics.
    RePEc:spr:empeco:v:62:y:2022:i:4:d:10.1007_s00181-021-02073-9.

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  12. Dependence between oil price changes and sectoral stock returns in Pakistan: Evidence from a quantile regression approach. (2022). Mughal, Mazhar ; Ahmed, Junaid ; Khan, Mushtaq Hussain.
    In: Energy & Environment.
    RePEc:sae:engenv:v:33:y:2022:i:2:p:315-331.

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  13. World Commodity Prices and Economic Activity in Advanced and Emerging Economies. (2022). Serletis, Apostolos ; Liu, Jinan.
    In: Open Economies Review.
    RePEc:kap:openec:v:33:y:2022:i:2:d:10.1007_s11079-021-09632-8.

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  14. The dynamic moderating function of the exchange rate market on the oil-stock nexus. (2022). An, Haizhong ; Huang, Shupei ; Xu, Xin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000941.

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  15. Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model. (2022). Yoon, Seong-Min ; Alshater, Muneer M ; Tian, Maoxi.
    In: Energy Economics.
    RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004704.

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  16. High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system. (2022). Hussain, Nazim ; Ji, Qiang ; Fan, Ying ; Liu, Bing-Yue.
    In: Energy Economics.
    RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005946.

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  17. Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries: Evidence from wavelet quantile regression analysis. (2022). Ye, Fangyu ; Wu, Hao ; Hau, Liya ; Yu, Dongwei ; Zhu, Huiming.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000602.

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  18. Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?. (2022). Ye, Wuyi ; Jiang, Kunliang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002838.

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  19. Copula shrinkage and portfolio allocation in ultra-high dimensions. (2022). Anatolyev, Stanislav ; Pyrlik, Vladimir.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922002123.

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  20. Oil price dynamics and firms stock returns in the Nigeria stock market. (2022). Akachukwu, Stanley Uche.
    In: African Development Review.
    RePEc:bla:afrdev:v:34:y:2022:i:4:p:472-486.

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  21. Tail dependence between oil prices and Chinas A?shares: Evidence from firm?level data. (2021). Egan, Paul ; Fang, Sheng.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1469-1487.

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  22. A New Dynamic Mixture Copula Mechanism to Examine the Nonlinear and Asymmetric Tail Dependence Between Stock and Exchange Rate Returns. (2021). Chang, Kuang-Liang.
    In: Computational Economics.
    RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-09981-5.

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  23. Dependence structure between oil price volatility and sovereign credit risk of oil exporters : Evidence using a Copula Approach. (2021). Ehouman, Yao Axel.
    In: Post-Print.
    RePEc:hal:journl:hal-03348410.

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  24. Stock Market Returns and Oil Price Shocks: A CoVaR Analysis based on Dynamic Vine Copula Models. (2021). Manner, Hans ; Kielmann, Julia ; Min, Aleksey.
    In: Graz Economics Papers.
    RePEc:grz:wpaper:2021-01.

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  25. Do energy prices interact with global Islamic stocks? Fresh insights from quantile ARDL approach. (2021). Aman, Ameenullah ; Zaighum, Isma ; Suleman, Muhammad Tahir ; Sharif, Arshian.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000842.

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  26. Asymmetric effect of oil prices on stock market prices: New evidence from oil-exporting and oil-importing countries. (2021). Bhutto, Niaz Ahmed ; Chang, Bisharat Hussain ; Hashmi, Shabir Mohsin.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309752.

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  27. Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Hammoudeh, Shawkat ; Mensi, Walid.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001657.

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  28. Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a copula approach. (2021). Ehouman, Yao Axel.
    In: International Economics.
    RePEc:eee:inteco:v:168:y:2021:i:c:p:76-97.

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  29. Economic activity, and financial and commodity markets’ shocks: An analysis of implied volatility indexes. (2021). Ndubuisi, Gideon ; Ozor, Jude ; Urom, Christian.
    In: International Economics.
    RePEc:eee:inteco:v:165:y:2021:i:c:p:51-66.

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  30. Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic. (2021). Lu, Tuantuan ; Wei, YU ; Tang, Yong ; Zhu, Pengfei.
    In: Energy.
    RePEc:eee:energy:v:231:y:2021:i:c:s036054422101197x.

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  31. Relationships and portfolios between oil and Chinese stock sectors: A study based on wavelet denoising-higher moments perspective. (2021). Lu, Tuantuan ; Dai, Yimin ; Wei, YU ; Tang, Yong ; Zhu, Pengfei.
    In: Energy.
    RePEc:eee:energy:v:217:y:2021:i:c:s0360544220325238.

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  32. Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; al Rababa, Abdel Razzaq ; Mensi, Walid.
    In: Energy Economics.
    RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001675.

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  33. Oil shocks and stock market volatility: New evidence. (2021). Zhu, BO ; Wang, Jiqian ; Ma, Feng ; Lu, Xinjie.
    In: Energy Economics.
    RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004394.

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  34. Linkages between the international crude oil market and the Chinese stock market: A BEKK-GARCH-AFD approach. (2021). Li, Jingyu ; Qian, Tao ; Liu, Ranran ; Xie, Qiwei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003704.

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  35. Revisiting value-at-risk and expected shortfall in oil markets under structural breaks: The role of fat-tailed distributions. (2021). Patra, Saswat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003406.

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  36. The impact of oil price volatility on stock markets: Evidences from oil-importing countries. (2021). Park, Sung Y. ; Joo, Young C.
    In: Energy Economics.
    RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003091.

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  37. The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market. (2021). Xie, Wenhao ; Cao, Guangxi.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001327.

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  38. Identifying bubbles and the contagion effect between oil and stock markets: New evidence from China. (2021). Li, KE ; Wen, Huwei ; Zhao, Zhao.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:94:y:2021:i:c:p:780-788.

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  39. Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions. (2021). Anatolyev, Stanislav ; Pyrlik, Vladimir .
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp699.

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  40. The effects of oil prices on equity market returns in BRICS grouping: A quantile-on-quantile approach. (2020). Bonga-Bonga, Lumengo ; Mabanga, Chris.
    In: MPRA Paper.
    RePEc:pra:mprapa:101403.

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  41. Oil Price Volatility and Stock Returns: Evidence from Three Oil-price Wars. (2020). Mughal, Mazhar ; Ahmed, Junaid ; Khan, Mushtaq Hussain.
    In: PIDE-Working Papers.
    RePEc:pid:wpaper:2020:22.

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  42. Conditional dependence between oil prices and CEE stock markets: a copula-GARCH approach Abstract: This study investigates both the constant and time-varying conditional dependency between crude oil a. (2020). Hung, Ngo Thai.
    In: Eastern Journal of European Studies.
    RePEc:jes:journl:y:2020:v:11:p:62-86.

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  43. Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade. (2020). Benlagha, Noureddine.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531918311115.

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  44. The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach. (2020). Sharif, Arshian ; Chang, Bisharat Hussain ; Rehman, Syed Abdul ; Salman, Asma ; Suki, Norazah Mohd ; Aman, Ameenullah.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719304751.

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  45. Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models. (2020). Liu, Jia ; He, Kaijian ; Stafylas, Dimitrios ; Zha, Rui ; Yu, Lean.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304964.

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  46. Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS. (2020). Fan, Ying ; Zhao, Wan-Li ; Liu, Bing-Yue ; Ji, Qiang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304605.

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  47. Explaining the nonlinear response of stock markets to oil price shocks. (2020). Sharma, Shahil ; Escobari, Diego.
    In: Energy.
    RePEc:eee:energy:v:213:y:2020:i:c:s0360544220318855.

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  48. Volatility spillovers for energy prices: A diagonal BEKK approach. (2020). Faghihian, Fatemeh ; Ghoddusi, Hamed ; Zolfaghari, Mehdi.
    In: Energy Economics.
    RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303054.

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  49. Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis. (2020). Yoon, Seong-Min ; Jiang, Zhuhua.
    In: Energy Economics.
    RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301754.

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  50. Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches. (2020). Tiwari, Aviral ; Raheem, Ibrahim ; Trabelsi, Nader ; Alqahtani, Faisal.
    In: Energy Economics.
    RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304438.

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  51. Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?. (2020). Yoon, Seong-Min ; Sadorsky, Perry ; Hernandez, Jose Arreola ; Hanif, Waqas.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302335.

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  52. A quantile-copula approach to dependence between financial assets. (2020). Jung, Hojin ; Tabacu, Lucia ; Kim, Jong-Min.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300105.

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  53. Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a Copula Approach. (2020). Ehouman, Yao Axel.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2020-31.

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  55. Structural change in the link between oil and the European stock market: implications for risk management. (2019). Ojea, Ferreiro Javier.
    In: Dependence Modeling.
    RePEc:vrs:demode:v:7:y:2019:i:1:p:53-125:n:4.

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  56. Oil speculation and herding behavior in emerging stock markets. (2019). Marfatia, Hardik ; GUPTA, RANGAN ; Demirer, Riza ; Cakan, Esin.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:43:y:2019:i:1:d:10.1007_s12197-018-9427-0.

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  57. Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets. (2019). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:emu:wpaper:15-48.pdf.

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  58. A sectoral analysis of asymmetric nexus between oil price and stock returns. (2019). Salisu, Afees ; Raheem, Ibrahim ; Ndako, Umar.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:61:y:2019:i:c:p:241-259.

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  59. Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets. (2019). Demirer, Riza ; Hammoudeh, Shawkat ; Balcilar, Mehmet.
    In: Energy Policy.
    RePEc:eee:enepol:v:134:y:2019:i:c:s030142151930518x.

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  60. Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach. (2019). Wen, Fenghua ; Li, Steven ; Hou, Yang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:83:y:2019:i:c:p:119-143.

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  61. Using nonparametric copulas to measure crude oil price co-movements. (2019). Jacho-Chávez, David ; Huynh, Kim ; Jacho-Chavez, David T.
    In: Energy Economics.
    RePEc:eee:eneeco:v:82:y:2019:i:c:p:211-223.

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  62. Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis. (2019). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:950-969.

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  63. Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets. (2019). Yin, Libo ; Su, Zhi ; Mo, Xuan.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301007.

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  64. The Conditional Relationship between Oil Price Risk and Return Stock Market: a Comparative Study of Advanced and Emerging Countries. (2018). Abdelfatteh, Bouri ; Algia, Hammami .
    In: Journal of the Knowledge Economy.
    RePEc:spr:jknowl:v:9:y:2018:i:4:d:10.1007_s13132-016-0421-5.

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  65. New Insights into the US Stock Market Reactions to Energy Price Shocks. (2018). Shahbaz, Muhammad ; miloudi, anthony ; Lahiani, Amine ; Benkraiem, Ramzi.
    In: MPRA Paper.
    RePEc:pra:mprapa:84778.

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  66. Modeling the Dependence Structure of Share Prices among Three Chinese City Banks. (2018). Hamori, Shigeyuki ; Cai, Xiao-Jing ; Liu, Guizhou.
    In: JRFM.
    RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:57-:d:172899.

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  67. Measuring contagion effects between crude oil and Chinese stock market sectors. (2018). Fang, Sheng ; Egan, Paul.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:68:y:2018:i:c:p:31-38.

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  68. New insights into the US stock market reactions to energy price shocks. (2018). Shahbaz, Muhammad ; Miloudi, Anthony ; Lahiani, Amine ; Benkraiem, Ramzi.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:56:y:2018:i:c:p:169-187.

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  69. Analysis of the international propagation of contagion between oil and stock markets. (2018). Zhang, Guofu ; Liu, Wei.
    In: Energy.
    RePEc:eee:energy:v:165:y:2018:i:pa:p:469-486.

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  70. Investigating dependencies among oil price and tanker market variables by copula-based multivariate models. (2018). Zhang, YI.
    In: Energy.
    RePEc:eee:energy:v:161:y:2018:i:c:p:435-446.

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  71. Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances. (2018). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yanghuiting .
    In: Energy.
    RePEc:eee:energy:v:151:y:2018:i:c:p:984-997.

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  72. Asymmetric impact of oil price on Islamic sectoral stocks. (2018). Lean, Hooi Hooi ; Badeeb, Ramez.
    In: Energy Economics.
    RePEc:eee:eneeco:v:71:y:2018:i:c:p:128-139.

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  73. Extreme dependence and risk spillovers between oil and Islamic stock markets. (2018). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis H ; Ur, Mobeen ; Hammoudeh, Shawkat ; Mensi, Walid.
    In: Emerging Markets Review.
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  74. Do all sectors respond to oil price shocks simultaneously?. (2018). Huang, Shupei ; Wang, Yue.
    In: Applied Energy.
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  75. Crude oil and equity markets in major European countries: New evidence. (2018). miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine ; van Hoang, Thi Hong.
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  76. Reinvestigating the Oil Price–Stock Market Nexus: Evidence from Chinese Industry Stock Returns. (2018). Fang, Sheng ; Egan, Paul G ; Lu, Xinsheng.
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    RePEc:bla:chinae:v:26:y:2018:i:3:p:43-62.

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  77. Asymmetric effects of oil price shocks on stock returns: evidence from a two-stage Markov regime-switching approach. (2017). Zhu, Huiming ; Ren, Yinghua ; You, Wanhai ; Su, Xianfang .
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  78. Oil Speculation and Herding Behavior in Emerging Stock Markets. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Demirer, Riza ; Cakan, Esin.
    In: Working Papers.
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  79. Oil and stock market momentum. (2017). Demirer, Riza ; Cheng, Chiao-Ming .
    In: Energy Economics.
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    RePEc:eee:eneeco:v:34:y:2012:i:6:p:1951-1958.

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  37. Oil shocks and their impact on energy related stocks in China. (2012). Zhang, Dayong ; Cao, Hong ; Broadstock, David.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:6:p:1888-1895.

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  38. Measuring contagion between energy market and stock market during financial crisis: A copula approach. (2012). Huang, Dengshi ; Wei, YU ; Wen, Xiaoqian.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:5:p:1435-1446.

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  39. On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness. (2012). Nguyen, Duc Khuong ; AROURI, Mohamed ; Arouri, Mohamed El Hedi, ; Jouini, Jamel.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:2:p:611-617.

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  40. Oil prices, exchange rates and emerging stock markets. (2012). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:1:p:227-240.

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  41. Natural gas prices and stock prices: Evidence from EU-15 countries. (2012). Ozturk, Ilhan ; Acaravcı, Ali ; Acaravci, Ali ; Kandir, Serkan Yilmaz .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:5:p:1646-1654.

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  42. Oil prices, exchange rates and emerging stock markets. (2011). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
    In: MPRA Paper.
    RePEc:pra:mprapa:30140.

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  43. Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management. (2011). Nguyen, Duc Khuong ; AROURI, Mohamed ; Jouini, Jamel ; El Hedi Arouri, Mohamed, .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:7:p:1387-1405.

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  44. Crude oil shocks and stock markets: A panel threshold cointegration approach. (2011). Zhu, Hui-Ming ; Li, Su-Fang ; Yu, Keming.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:5:p:987-994.

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  45. Does crude oil move stock markets in Europe? A sector investigation. (2011). AROURI, Mohamed ; Arouri, Mohamed El Hedi, .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:4:p:1716-1725.

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  46. Economic Effects of Oil and Food Price Shocks in Asia and Pacific Countries: An Application of SVAR Model. (2011). Alom, Fardous.
    In: 2011 Conference, August 25-26, 2011, Nelson, New Zealand.
    RePEc:ags:nzar11:115346.

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  47. Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade. (2010). Nguyen, Duc Khuong ; AROURI, Mohamed ; Hedi Arouri, Mohamed El, .
    In: Energy Policy.
    RePEc:eee:enepol:v:38:y:2010:i:8:p:4528-4539.

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  48. Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns. (2010). JAMMAZI, RANIA ; Aloui, Chaker.
    In: Energy Policy.
    RePEc:eee:enepol:v:38:y:2010:i:3:p:1415-1435.

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  49. Short and long-term links between oil prices and stock markets in Europe. (2010). JAWADI, Fredj ; AROURI, Mohamed ; El Hedi, AROURI Mohamed ; Fredj, Jawadi.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-09-00534.

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  50. Do Oil Prices Affect Kuwait Sectoral Stock Prices? Non-Linear Cointegration Evidence. (2003). Kisswani, Khalid ; Elian, Mohammad I.
    In: Working Papers.
    RePEc:erg:wpaper:1141.

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