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Oil price shocks and stock market activity. (1999). Sadorsky, Perry.
In: Energy Economics.
RePEc:eee:eneeco:v:21:y:1999:i:5:p:449-469.

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  1. Exploring the role of oil shocks on the financial stability of Gulf Cooperation Council countries. (2024). Marco, Chi Keung ; Downing, Gareth ; Elsayed, Ahmed H ; Sheng, Xin.
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  2. Inventory information arrival and the crude oil futures market. (2024). Hmedat, Waleed ; Chebbi, Tarek.
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  3. Effet du ROP, RIP, et R sur RSP: Symétrie ou Asymétrie? Cas des pays exportateurs et importateurs de pétrole.. (2024). Harzallah, Amira ; Neifar, Malika.
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  4. Dynamic volatility among fossil energy, clean energy and major assets: evidence from the novel DCC-GARCH. (2024). Sharif, Arshian ; Abosedra, Salah ; Ozkan, Oktay ; Alola, Andrew Adewale.
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  5. Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach. (2024). Cao, Yan ; Cheng, Sheng ; Liang, Ruibin.
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  6. Interdependence and spillovers between big oil companies and regional and global energy equity markets. (2024). Boako, Gideon ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Hanif, Waqas ; Yoon, Seong-Min.
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  7. How does oil market volatility impact mutual fund performance?. (2024). Vivian, Andrew ; Calice, Giovanni ; Alsubaiei, Bader Jawid.
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  8. Asymmetric dynamic spillover and time-frequency connectedness in the oil-stock nexus under COVID-19 shock: Evidence from African oil importers and exporters. (2024). Wang, Chuwen ; Msofe, Zulkifr Abdallah ; Chen, Yufeng.
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  15. A novel hybrid model with two-layer multivariate decomposition for crude oil price forecasting. (2024). Sun, Jingyun ; Zhao, Zhengling ; Wang, Shouyang.
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  18. Oil price uncertainty and corporate inefficient investment: Evidence from China. (2024). Song, Xinyu ; An, Haokai ; Yang, Baochen.
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  20. The influence of oil price uncertainty on stock liquidity. (2023). Wong, Jin Boon ; Zhang, Qin.
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  22. Global connectivity between commodity prices and national stock markets: A time?varying MIDAS analysis. (2023). Fazio, Giorgio ; Ghoshray, Atanu ; Enilov, Martin.
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  30. A Markov Switching Approach in Assessing Oil Price and Stock Market Nexus in the Last Decade: The Impact of the COVID-19 Pandemic. (2023). Phoong, Seuk Yen ; al Mahi, Masnun.
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  37. Time-varying causality between oil price and exchange rate in five ASEAN economies. (2023). Lim, So Young ; Awan, Ashar ; Kyophilavong, Phouphet ; Kocoglu, Mustafa.
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  38. Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression. (2023). Karlsson, Hyunjoo Kim ; Li, Yushu.
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  69. Asymmetric Effects of Energy Inflation, Agri-inflation and CPI on Agricultural Output: Evidence from NARDL and SVAR Models for the UK. (2023). Sarker, Provash ; Lau, Chi Keung ; Soliman, Alaa M ; Dastgir, Shabbir ; Cai, Yifei.
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  75. Economic policy uncertainty, jump dynamics, and oil price volatility. (2023). Qi, YU ; Pan, NA ; Li, Xin ; Shao, Shuai ; Liu, Feng.
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  76. Examining crude oil price outlook amidst substitute energy price and household energy expenditure in the USA: A novel nonparametric multivariate QQR approach. (2023). Usman, Ojonugwa ; Ozkan, Oktay ; Alola, Andrew Adewale.
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  77. The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Huo, Jiale ; Umar, Muhammad ; Li, Jingpeng.
    In: Energy Economics.
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  78. Does oil price uncertainty affect corporate innovation?. (2023). Aktas, Elvan ; Wang, Xinyu ; Amin, Md Ruhul.
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    RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000117.

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  79. An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian.
    In: Energy Economics.
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  80. Forecasting stock prices with commodity prices: New evidence from Feasible Quasi Generalized Least Squares (FQGLS) with non-linearities. (2023). Adekoya, Oluwasegun ; Sonola, Ridwan ; Fasanya, Ismail O.
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  81. 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.
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  82. How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach. (2023). Chang, Tsangyao.
    In: The North American Journal of Economics and Finance.
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  83. Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid.
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    RePEc:eee:ecanpo:v:78:y:2023:i:c:p:60-83.

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  84. Relationship between Oil Prices and Russia Exchange Indices: Analysis of Frequency Causality. (2023). Muradzada, Imangulu ; Akbulaev, Nurkhodzha ; Hasanov, Ziyadhan.
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  85. Revisiting the Causality between Oil Prices and Stock Markets in Selected MENA Countries: A Bootstrap Rolling-window Approach. (2023). ben Hamouda, Abderrazek.
    In: International Journal of Economics and Financial Issues.
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  86. Do Methane Gas Prices Interact with Stock Indices?. (2023). Wainberg, Dorin ; Iuga, Iulia Cristina ; Hada, Teodor ; Barbuta-Misu, Nicoleta.
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  87. Oil and the Stock Market Revisited: A mixed functional VAR approach. (2023). Bjørnland, Hilde ; Cross, Jamie L ; Chang, Yoosoon ; Bjrnland, Hilde C.
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  88. Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436.

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  89. The Impact of Oil Prices on The Transportation Industry Stock Returns: The Case of the Turkish Equity Market. (2023). Alp, Ozge Sezgin ; Aikgoz, Turker.
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  91. Exploring the dynamics of the equity–commodity nexus: A study of base metal futures. (2022). Padhi, Puja ; Saishree, Ipsita.
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  92. Forecasting the oil price realized volatility: A multivariate heterogeneous autoregressive model. (2022). Ma, Feng ; Tang, Yusui ; Wei, YU ; Zhang, Yaojie.
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  93. Oil price risk and the cross?section of stock returns in Turkey. (2022). Azimli, Asil.
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  94. The impacts of oil price shocks and United States economic uncertainty on global stock markets. (2022). Kwon, Dohyoung.
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  95. If global or local investor sentiments are prone to developing an impact on stock returns, is there an industry effect?. (2022). Zhu, Tingting ; Ausloos, Marcel ; Shi, Jing.
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  96. The oil price crisis and contagion effects on the Canadian economy. (2022). Chawla, Akhila ; Gajurel, Dinesh.
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  97. Jump Dynamics and Leverage Effect: Evidences from Energy Exchange Traded Fund (ETFs). (2022). Hussain, Sabbor.
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  98. Examining the spillover effects of volatile oil prices on Iran’s stock market using wavelet-based multivariate GARCH model. (2022). Sepehri, Elmira ; Yazdani, Sanaz ; Mamipour, Siab.
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  99. Asymmetric Impact of Oil Price Changes on Stock Prices: Evidence from Country and Sectoral Level Data. (2022). Saha, Sujata.
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  100. Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models. (2022). Kielmann, Julia ; Min, Aleksey ; Manner, Hans.
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  101. Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach. (2022). Tiwari, Aviral ; Hille, Erik ; Kumar, Satish ; Jena, Sangram Keshari.
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  102. Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Jana, Rabin K ; Albulescu, Claudiu.
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  103. Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs. (2022). Mirza, Nawazish ; Naqvi, Bushra ; Abbas, Syed Kumail.
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  104. Risk management for crude oil futures: an optimal stopping-timing approach. (2022). Zhan, Yaosong ; Liu, Zhenya ; Boubaker, Sabri.
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  105. Asymmetric Linkages of Oil Prices, Money Supply, and TASI on Sectoral Stock Prices in Saudi Arabia: A Non-Linear ARDL Approach. (2022). Rehman, Mohd Ziaur ; Bin, Md Fouad.
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  106. 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.
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  107. Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data. (2022). Pierdzioch, Christian ; Gupta, Rangan ; Balcilar, Mehmet.
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  108. Connectedness and risk spillovers between crude oil and clean energy stock markets. (2022). Destek, Mehmet ; Bugan, Mehmet Fatih ; Cergibozan, Raif ; Dibooglu, Sel ; Evik, Emrah Smail.
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  109. Empirical Evidence of Associations and Similarities between the National Equity Markets Indexes and Crude Oil Prices in the International Market. (2022). Eduarda, Silva Maria ; de Salles, Andre Assis ; Paulo, Teles.
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  110. The Relationship of Exchange Rate and Oil Price Volatilities with Stock Returns: Evidence from Borsa Istanbul Sector Indexes. (2022). Umut, Alican ; Altinoz, Buket.
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  111. The Impact of COVID-19 on the Relationship between Non-Renewable Energy and Saudi Stock Market Sectors Using Wavelet Coherence Approach and Neural Networks. (2022). Elamer, Ahmed A ; Elbialy, Bassam A ; Alsaab, Kholoud A ; Khashan, Mohamed A.
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  112. Dynamic Co-Movements among Oil Prices and Financial Assets: A Scientometric Analysis. (2022). Marin-Rodriguez, Nini Johana ; Gonzalez-Ruiz, Juan David ; Botero, Sergio Botero.
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  113. Exploring the Trend of Commodity Prices: A Review and Bibliometric Analysis. (2022). Jiao, Jianbin ; Hu, YI ; Zhang, QI ; Wang, Shouyang.
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  114. Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model. (2022). Salisu, Afees ; Demirer, Riza ; Gupta, Rangan.
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  115. Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More Than A Century of Data. (2022). Gupta, Rangan ; Pierdzioch, Christian ; Balcilar, Mehmet.
    In: Energies.
    RePEc:gam:jeners:v:15:y:2022:i:22:p:8436-:d:969735.

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  116. Does Uncertainty Forecast Crude Oil Volatility before and during the COVID-19 Outbreak? Fresh Evidence Using Machine Learning Models. (2022). Zaghdoudi, Taha ; Tissaoui, Kais ; ben Amor, Lamia ; Ben-Salha, Ousama ; Hakimi, Abdelaziz.
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  117. Oil-stock nexus: the role of oil shocks for GCC markets. (2022). McMillan, David G ; Ziadat, Salem Adel.
    In: Studies in Economics and Finance.
    RePEc:eme:sefpps:sef-12-2021-0529.

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  118. Good oil volatility, bad oil volatility, and stock return predictability. (2022). Wang, Yudong ; Xiao, Jihong.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:80:y:2022:i:c:p:953-966.

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  119. What threatens stock markets more - The coronavirus or the hype around it?. (2022). Zykov, Alexander ; Dzhuraeva, Zarnigor ; Egorova, Julia ; Okhrin, Ostap ; Nepp, Alexander.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:78:y:2022:i:c:p:519-539.

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  120. Dependence between renewable energy related critical metal futures and producer equity markets across varying market conditions. (2022). Junttila, Juha ; Uddin, Gazi Salah ; Kits, Ilya ; Borg, Elin.
    In: Renewable Energy.
    RePEc:eee:renene:v:190:y:2022:i:c:p:879-892.

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  121. Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices. (2022). Maghyereh, Aktham ; Virk, Nader S ; Awartani, Basel.
    In: Resources Policy.
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  122. Oil prices and sectoral stock returns in the BRICS-T countries: A time-varying approach. (2022). Akdeniz, Cokun ; Helmi, Mohamad Husam ; Huyuguzel, Gul Serife ; Atik, Abdurrahman Nazif ; Caporale, Guglielmo Maria.
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  123. Volatility spillovers between Turkish energy stocks and fossil fuel energy commodities based on time and frequency domain approaches. (2022). Taspinar, Nigar ; Coskun, Merve.
    In: Resources Policy.
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  124. Oil and gold return spillover and stock market elasticity during COVID-19 pandemic: A comparative study between the stock markets of oil-exporting countries and oil-importing countries in the Middle E. (2022). Taspinar, Nigar ; Bani-Khalaf, Omar.
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  125. Value-at-Risk forecasting: A hybrid ensemble learning GARCH-LSTM based approach. (2022). Jain, Ishan ; Kakade, Kshitij ; Mishra, Aswini Kumar.
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  126. Oil price explosivity and stock return: Do sector and firm size matter?. (2022). Budak, Hilal ; Aktekin, Emine Dilara ; Yagli, Ibrahim ; Haykir, Ozkan.
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  127. Modelling the joint dynamics of financial assets using MGARCH family models: Insights into hedging and diversification strategies. (2022). Ali, Sajid ; Raza, Naveed ; Vo, Xuan Vinh ; Le, Van.
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  128. Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network. (2022). Dolatabadi, Ali ; Doudkanlou, Mohammad Ghasemi ; Rashidi, Muhammad Mahdi ; Adekoya, Oluwasegun Babatunde ; Asl, Mahdi Ghaemi.
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  129. Systemic spillover dynamics of crude oil with Indian Financial indicators in post WPI revision and COVID era. (2022). Singh, Vipul Kumar ; Kumar, Pawan.
    In: Resources Policy.
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  130. The effects of COVID-19 on the interrelationship among oil prices, stock prices and exchange rates in selected oil exporting economies. (2022). Kumeka, Terver ; David-Wayas, Maria Onyinye ; Uzoma-Nwosu, Damian Chidozie.
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  131. Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Resources Policy.
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  132. Extreme dependence between structural oil shocks and stock markets in GCC countries. (2022). Maghyereh, Aktham ; Abdoh, Hussein.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000757.

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  133. Asymmetric pass through of energy commodities to US sectoral returns. (2022). Eraslan, Veysel ; Vo, Xuan Vinh ; Mardani, Abbas ; Zeitun, Rami ; Ur, Mobeen.
    In: Resources Policy.
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  134. Revisiting the relationship between oil prices, exchange rate, and stock prices: An application of quantile ARDL model. (2022). Uche, Emmanuel ; Huang, Liangfang ; Chang, Bisharat Hussain ; Hashmi, Shabir Mohsin.
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  135. Natural resources volatility and South Asian economies: Evaluating the role of COVID-19. (2022). Altunta, Mehmet ; Mustafa, Faisal ; Li, Dongxin ; Zhou, Haonan.
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  136. How the price dynamics of energy resources and precious metals interact with conventional and Islamic Stocks: Fresh insight from dynamic ARDL approach. (2022). Ozturk, Ilhan ; Sharif, Arshian ; Ashraf, Muhammad Sajjad ; Khan, Muhammad Kamran ; Sarwat, Salman ; Godil, Danish Iqbal.
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  137. Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nations. (2022). Herbst, Patrick ; McMillan, David G ; Ziadat, Salem Adel.
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  138. Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets. (2022). Yousaf, Imran ; Vo, Xuan Vinh ; Kang, Sang Hoon ; Mensi, Walid.
    In: Journal of International Financial Markets, Institutions and Money.
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  139. Time-varying causality between stock prices and macroeconomic fundamentals: Connection or disconnection?. (2022). Fromentin, Vincent.
    In: Finance Research Letters.
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  140. 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.
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  141. Oil price uncertainty and corporate cash holdings: Global evidence. (2022). Alsubaiei, Bader Jawid ; Alomran, Abdulaziz Ahmed.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000837.

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  142. Power shortage and firm productivity: Evidence from the World Bank Enterprise Survey. (2022). Xiang, Lijin ; Yin, Zhichao ; Wang, Zongshu ; Gao, Juanhe ; Xiao, Zumian.
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  143. Detrended cross-correlation analysis in quantiles between oil price and the US stock market. (2022). Mokni, Khaled ; Ben-Salha, Ousama.
    In: Energy.
    RePEc:eee:energy:v:242:y:2022:i:c:s0360544221031674.

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  144. The economic value of high-frequency data in equity-oil hedge. (2022). Kuang, Wei.
    In: Energy.
    RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021526.

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  145. Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework. (2022). Basu, Sankarshan ; Dutta, Anupam ; Maitra, Debasish ; Das, Debojyoti.
    In: Energy Economics.
    RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005175.

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  146. 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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  147. Do market conditions interfere with the transmission of uncertainty from oil market to stock market? Evidence from a modified quantile-on-quantile approach. (2022). Tang, Guoqiang ; Xie, Qichang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003929.

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  148. Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data. (2022). Yuan, DI ; Gong, Chenggang ; Zeng, Yan ; Tu, Dalun ; Li, Sufang.
    In: Energy Economics.
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  149. The power play of natural gas and crude oil in the move towards the financialization of the energy market. (2022). Mirza, Nawazish ; Boubaker, Sabri ; Naqvi, Bushra ; Abbas, Syed Kumail.
    In: Energy Economics.
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  150. Oil price uncertainty and stock price crash risk: Evidence from China. (2022). Wen, Fenghua ; Li, Yang ; Chen, Xian ; Xiao, Jihong.
    In: Energy Economics.
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  151. Convergence of per capita energy consumption around the world: New evidence from nonlinear panel unit root tests. (2022). Omay, Tolga ; Romero-Avila, Diego.
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  152. Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis. (2022). Zhang, Feipeng ; Li, Rong ; Yuan, DI.
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  153. Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel.
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  154. 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.
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  155. What matters for consumer sentiment in the euro area? World crude oil price or retail gasoline price?. (2022). Tsouknidis, Dimitris ; Clerides, Sofronis ; Lambertides, Neophytos ; Krokida, Styliani-Iris.
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  156. The asymmetric effects of oil price shocks on the U.S. stock market. (2022). Rahman, Sajjadur.
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  157. The effect of oil price uncertainty on corporate investment in the presence of growth options: Evidence from listed companies in China (1998–2019). (2022). Zhao, NA ; Yuan, Yongna ; Chen, Lingtao.
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  158. Do oil price shocks have any implications for stock return momentum?. (2022). Kang, Sanghoon ; Maitra, Debasish ; Dash, Saumya Ranjan ; Balakumar, Suganya.
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  159. The roles of oil shocks and geopolitical uncertainties on China’s green bond returns. (2022). Li, Ding ; Tang, Huayun ; Lee, Chi-Chuan.
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  160. The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters. (2022). Ali, Syed Riaz Mahmood ; Kang, Sanghoon ; Rahman, Mishkatur ; Anik, Kaysul Islam ; Mensi, Walid ; Mahmood, Syed Riaz.
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  161. Oil price, US stock market and the US business conditions in the era of COVID-19 pandemic outbreak. (2022). Managi, Shunsuke ; ben Lahouel, Bechir ; ben Mabrouk, Nejah ; ben Zaied, Younes ; Yousfi, Mohamed.
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  162. The Causal Nexus between Renewable Energy, CO2 Emissions, and Economic Growth: New Evidence from CIS Countries. (2022). Lau, Wee-Yeap ; Bohdalova, Maria ; Usmonov, Jaloliddin ; Avazkhodjaev, Salokhiddin.
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  163. Analysing Time-frequency Relationship between Oil price and Sectoral Indices in India using Wavelet Techniques. (2022). Datta, Radhika Prosad ; Mandal, Koushik.
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  164. Do Energy and Gold Markets Interact with Islamic Stocks? Evidence from the Asia-Pacific Markets. (2022). Usmonov, Jaloliddin ; Mukhamedov, Farkhod ; Avazkhodjaev, Salokhiddin.
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  169. The lead of oil price rises on US equity market beliefs and preferences. (2021). Dark, Jonathan.
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  170. Should crude oil price volatility receive more attention than the price of crude oil? An empirical investigation via a large?scale out?of?sample forecast evaluation of US macroeconomic data. (2021). Nonejad, Nima.
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  171. Asymmetric volatility spillovers between world oil prices and stock markets of the G7 countries in the presence of structural breaks. (2021). Dritsakis, Nikolaos ; Mademlis, Dimitrios Kartsonakis ; Kartsonakismademlis, Dimitrios.
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  172. U.S. stock prices and macroeconomic fundamentals: Fresh evidence using the quantile ARDL approach. (2021). Ferrer, Roman ; Hurley, Dene ; Hussain, Syed Jawad.
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  173. Dynamic volatility linkages and hedging between commodities and sectoral stock returns in Turkey: Evidence from SVAR?cDCC?GARCH model. (2021). Akko, Uur ; Civcir, rfan .
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  174. Tail dependence between oil prices and Chinas A?shares: Evidence from firm?level data. (2021). Egan, Paul ; Fang, Sheng.
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  175. Oil price volatility and the US stock market. (2021). Rahman, Sajjadur.
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  176. Risk and Return Transmissions From Crude Oil to Latin American Stock Markets During the Crisis: Portfolio Implications. (2021). Adeel, Ifraz ; Naveed, Muhammad ; Ali, Shoaib ; Yousaf, Imran.
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  177. Oil Volatility Spillover into Oil Dependent Equity-Sector Stock Returns: Evidence from Major Oil Producing Countries. (2021). Talukder, Bakhtear ; Robbani, Mohammad ; Bhuyan, Rafiqul.
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  178. Oil Prices and Firm Returns in an Emerging Market. (2021). Ulusoy, Veysel ; Demiralay, Sercan ; Cakan, Esin.
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  179. The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model. (2021). Salisu, Afees ; GUPTA, RANGAN.
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  180. Herding behaviour theory and oil price dispersion: a sectoral analysis of the Gulf Cooperation Council stock market. (2021). Chaffai, Mustapha ; Medhioub, Imed.
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  181. Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia. (2021). Dibooglu, Selahattin ; Çevik, Emrah ; Cevik, Emrah Ismail ; Al-Eisa, Eisa Abdulrahman ; Abdallah, Atif Awad.
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  182. Exploring the nexus between oil price shocks and sectoral stock returns: a new evidence from stock exchange in Malaysia. (2021). solarin, sakiru ; Al-mulali, Usama ; Al-Hajj, Ekhlas.
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  183. Spillovers entre los principales Mercados Accionarios de Latinoamérica, Estados Unidos y el Mercado Petrolero. (2021). Duran, Nancy Muller ; Benavides, Domingo Rodriguez ; Climent, Jose Antonio.
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  184. Spillovers entre los principales Mercados Accionarios de Latinoamérica, Estados Unidos y el Mercado Petrolero. (2021). Climent, Jose Antonio ; Duran, Nancy Muller ; Benavides, Domingo Rodriguez.
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  185. Stock Market Returns and Oil Price Shocks: A CoVaR Analysis based on Dynamic Vine Copula Models. (2021). Manner, Hans ; Kielmann, Julia ; Min, Aleksey.
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  186. Changes in Human Mobility under the COVID-19 Pandemic and the Tokyo Fuel Market. (2021). Aruga, Kentaka.
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  187. The role of gold futures in mitigating the impact of economic uncertainty on spot prices: Evidence from China. (2021). Zhu, Heliang ; Xie, Xiaoyu.
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  188. Crude oil shocks and African stock markets. (2021). Odei-Mensah, Jones ; Junior, Peterson Owusu ; Enwereuzoh, Precious Adaku.
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  189. Network diffusion of international oil volatility risk in Chinas stock market: Quantile interconnectedness modelling and shock decomposition analysis. (2021). Xia, Xiaohua ; Li, Ziruo ; Huang, Jionghao.
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  190. Effect of oil price uncertainty on clean energy metal stocks in China: Evidence from a nonparametric causality-in-quantiles approach. (2021). Zhu, Xuehong ; Chen, Jinyu ; Zhang, Hua ; Shao, Liuguo.
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  191. Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model. (2021). Wang, Gang-Jin ; Yang, Xiaoguang ; Ma, Chaoqun ; Jiang, Yong.
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  192. Geopolitical risk and volatility spillovers in oil and stock markets. (2021). Smales, Lee.
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  193. Analysis of oil price fluctuation under the influence of crude oil stocks and US dollar index — Based on time series network model. (2021). Gao, Cuixia ; Han, Dun ; Sun, Mei ; Zhou, Jie.
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  194. Non-linear ARDL approach to the oil-stock nexus: Detailed sectoral analysis of the Turkish stock market. (2021). Civcir, İrfan ; Akkoc, Ugur.
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  195. Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic. (2021). Owusu Junior, Peterson ; Adam, Anokye M ; Boateng, Ebenezer.
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  196. Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach. (2021). Shi, Xunpeng ; Zhou, Yuqin ; Ding, Zhihua ; Wu, Shan ; Zhai, Pengxiang ; Liu, Zhenhua.
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  197. Volatility linkages between stock and commodity markets revisited: Industry perspective and portfolio implications. (2021). Wang, Yudong ; Wen, Danyan.
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  198. Exploring diversification opportunities across commodities and financial markets: Evidence from time-frequency based spillovers. (2021). Dar, Arif ; Shah, Adil Ahmad.
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  199. Effects of non-ferrous metal prices and uncertainty on industry stock market under different market conditions. (2021). Chen, Jinyu ; Zhu, Xuehong.
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  200. The impacts of oil price shocks and jumps on Chinas nonferrous metal markets. (2021). Tang, Mengying ; Zhang, Chuanguo ; Liu, Feng.
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  201. Precious metals, oil, and ASEAN stock markets: From global financial crisis to global health crisis. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid.
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  202. Managing exposure to volatile oil prices: Evidence from U.S. sectoral and industry-level data. (2021). Selmi, Refk ; bouoiyour, jamal ; Wohar, Mark E ; Miftah, Amal.
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  203. Do iron ore, scrap steel, carbon emission allowance, and seaborne transportation prices drive steel price fluctuations?. (2021). Ma, Yiqun.
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  204. Counterfactual shock in energy commodities affects stock market dynamics: Evidence from the United States. (2021). Sarkodie, Samuel Asumadu ; Ahmed, Maruf Yakubu.
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  205. The financial impacts of jump processes in the crude oil price: Evidence from G20 countries in the pre- and post-COVID-19. (2021). Selmi, Refk ; Alqahtani, Abdullah ; Hongbing, Ouyang.
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  206. Do energy prices interact with global Islamic stocks? Fresh insights from quantile ARDL approach. (2021). Aman, Ameenullah ; Zaighum, Isma ; Suleman, Muhammad Tahir ; Sharif, Arshian.
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  207. Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen.
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  208. The linkage between clean energy stocks and the fluctuations in oil price and financial stress in the US and Europe? Evidence from QARDL approach. (2021). Shahbaz, Muhammad ; Mishra, Shekhar ; Sharif, Arshian ; Razzaq, Asif ; Aman, Ameenullah ; He, Xiaojuan.
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  209. Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Shafiullah, Muhammad ; Mensi, Walid.
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  210. Spillovers between natural gas, gasoline, oil, and stock markets: Evidence from MENA countries. (2021). Vo, Xuan Vinh ; Hammoudeh, Shawkat ; Ur, Mobeen ; Mensi, Walid.
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  211. Exploring shock and volatility transmission between oil and Chinese industrial raw materials. (2021). Safarzadeh, Omid ; Kirkulak-Uludag, Berna.
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  212. Pass-through of commodity price to Mongolian stock price: Symmetric or asymmetric?. (2021). Kakinaka, Makoto ; Islam, Moinul ; Badamvaanchig, Mungunzul.
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  213. 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.
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  214. Are Indian sectoral indices oil shock prone? An empirical evaluation. (2021). Mishra, Shekhar.
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  215. The effect of oil supply shocks on industry returns. (2021). Wu, Kai ; Li, Jay Y ; Huang, Dayong.
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  216. 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.
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  217. Economic activity, and financial and commodity markets’ shocks: An analysis of implied volatility indexes. (2021). Ndubuisi, Gideon ; Ozor, Jude ; Urom, Christian.
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  218. Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality. (2021). Sanin Restrepo, Sebastian ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian.
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  219. Causality-in-quantiles between crude oil and stock markets: Evidence from emerging economies. (2021). Basu, Sankarshan ; Bhatia, Vaneet.
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  220. Measuring Trump: The Volfefe Index and its impact on European financial markets. (2021). Koser, Christoph ; Klaus, Jurgen.
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  221. Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Ma, Feng ; Wang, LU ; Gao, Xinxin ; Hao, Jianyang.
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  222. Does online investor attention drive the co-movement of stock-, commodity-, and energy markets? Insights from Google searches. (2021). Prange, Philipp.
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  223. 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.
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  224. Does oil price uncertainty affect corporate leverage? Evidence from China. (2021). Zhao, Yanfei ; Zhang, Zongyi ; Fan, Zhenjun.
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  225. How does corporate investment react to oil prices changes? Evidence from China. (2021). Wang, Yudong ; Wu, XI.
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  226. The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US. (2021). Fatemian, Farhad ; You, Wanhai ; Li, Yehua ; Guo, Yawei.
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  227. Economic policy uncertainty, oil price shocks and corporate investment: Evidence from the oil industry. (2021). Suleman, Muhammad Tahir ; Nadeem, Muhammad ; Khan, Aamir ; Ilyas, Muhammad.
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  228. Oil shocks and stock market: Revisiting the dynamics. (2021). B, Anand ; Paul, Sunil ; Anand, .
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  229. The role of oil as a determinant of stock market interdependence: The case of the USA and GCC. (2021). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G.
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  230. Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China. (2021). Huo, Rui ; Ahmed, Abdullahi D.
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  231. Financial stress, economic policy uncertainty, and oil price uncertainty. (2021). Apostolakis, George ; Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos.
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  232. Reserve currency and the volatility of clean energy stocks: The role of uncertainty. (2021). Soytas, Ugur ; Kocaarslan, Baris.
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  233. Oil shocks and stock market volatility: New evidence. (2021). Zhu, BO ; Wang, Jiqian ; Ma, Feng ; Lu, Xinjie.
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  234. Oil price volatility and the logistics industry: Dynamic connectedness with portfolio implications. (2021). Kang, Sanghoon ; Dash, Saumya Ranjan ; Ur, Mobeen ; Maitra, Debasish.
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  235. The nexus, downside risk and asset allocation between oil and Islamic stock markets: A cross-country analysis. (2021). Hadhri, Sinda.
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  236. The impact of oil price volatility on stock markets: Evidences from oil-importing countries. (2021). Park, Sung Y. ; Joo, Young C.
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  237. Running out of energy: The Price effect of energy deficiency. (2021). Li, Shuo ; Wang, Brian Yutao ; Yang, Zhiqing ; Liu, Guangqiang.
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  238. Oil price uncertainty, CSR and institutional quality: A cross-country evidence. (2021). Nguyen, Dat ; Bach, Dinh Hoang ; Tee, Chwee Ming ; Tran, Vuong Thao.
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  239. Oil price shocks and the US stock market: A nonlinear approach. (2021). Kim, Jaebeom ; Hwang, Inwook.
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  240. Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Yoon, Seong-Min ; Lee, Yun-Jung.
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  241. The asymmetric effect of crude oil prices on stock prices in major international financial markets. (2021). Liu, Yan ; Jiang, Wei.
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  242. Dynamic spillover and connectedness between oil futures and European bonds. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid.
    In: The North American Journal of Economics and Finance.
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  243. Investigating the asymmetric impact of oil prices on GCC stock markets. (2021). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Kanaan, Oussama ; ben Naceur, Sami ; Bennaceur, Sami .
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  244. Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid.
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  245. The economics of COVID-19 pandemic: A survey. (2021). Prabheesh, K P ; Padhan, Rakesh.
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  246. Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach. (2021). Sisodia, Gyanendra Singh ; Tellez, Jesus Cuauhtemoc ; Daffodils, Jennifer ; Rafiuddin, Aqila.
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  247. Volatility Spillovers between Oil Prices and Stock Returns in Developing Countries. (2021). Massadikov, Khairulla.
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  248. Changes in Demand for Crude Oil and its Correlation with Crude Oil and Stock Market Returns Volatilities: Evidence from Three Asian Oil Importing Countries. (2021). Hadhek, Zouhaier ; Lafi, Mosbah ; Mrad, Fatma ; Bouazizi, Tarek.
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  249. Oil Price Fluctuation and Firm Performance in Developing Economy: Evidence from Oman. (2021). Ali, Yassir Yaqoub ; Mohammed, Shariq ; Bilal, Zaroug Osman.
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  250. The Influence of Oil Price Fluctuations on Stock Market of Developing Economies: A Focus on Nigeria. (2021). Iyoha, Francis O ; Agbo, Elias Igwebuike ; Eluyela, Damilola Felix ; Nwude, Chuke.
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  251. The Impact of Oil Price Shocks on Economic Growth: The Case of Taiwan. (2021). Chen, Kuan-Chieh.
    In: International Journal of Economics and Financial Issues.
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  252. Economic activity, and financial and commodity markets’ shocks: An analysis of implied volatility indexes. (2021). Ozor, Jude ; Ndubuisi, Gideon ; Urom, Christian.
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  253. Oil Prices, Exchange Rates and Sectoral Stock Returns in the BRICS-T Countries: A Time-Varying Approach. (2021). Akdeniz, Coskun ; Helmi, Mohamad Husam ; Huyuguzel, Gul Serife ; Catik, Abdurrahman Nazif ; Caporale, Guglielmo Maria.
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  254. Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains. (2021). Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun ; Adrangi, Bahram.
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  255. On the asymmetric effects of changes in crude oil prices on economic growth: New evidence from Chinas 31 provinces. (2021). Baek, Jungho ; Nam, Soojoong ; Lu, Guimin.
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  256. COVID-19 and the Oil Price – Stock Market Nexus - Evidence From Net Oil-Importing Countries. (2021). Garg, Bhavesh ; Padhan, Rakesh ; Prabheesh, K P.
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  257. Oil Price Shocks During the COVID-19 Pandemic - Evidence From United Kingdom Energy Stocks. (2021). Tekin, Hasan ; Dogan, Abdullah ; Polat, Ali Yavuz ; Mugaloglu, Erhan.
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  258. Cov?d-19 Krizinin Petrol Fiyatlar? Üzerine Etkisi. (2021). Kulolu, Ayhan.
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  261. Liner and nonliner sectoral response of stock markets to oil price movements: The case of Saudi Arabia. (2020). Hamdan, Reem Khamis.
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  262. Impacts of Oil Price Volatility and Monetary Policy on Economic Performance Of Non-Oil Producing Countries in Africa. (2020). Fawehinmi, Festus Olumide ; Ilugbemi, Albert Olusanmi.
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  263. What matters for consumer sentiment? World oil price or retail gasoline price?. (2020). Clerides, Sofronis ; Tsouknidis, Dimitris ; Lambertides, Neophytos ; Krokida, Styliani-Iris.
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  264. Commodity Futures Return Predictability and Intertemporal Asset Pricing. (2020). Eyiah-Donkor, Emmanuel ; Cotter, John ; Pot, Valerio.
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  265. Is Exchange Rate Volatility Symmetric to Oil Price Volatility? An Investigation for India. (2020). Sabat, Jyotirmayee ; Kathuria, Vinish.
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  266. Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries. (2020). Mo, Bin ; Tian, Gengyu ; Jiang, Yonghong.
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  267. Does the price of crude oil help predict the conditional distribution of aggregate equity return?. (2020). Nonejad, Nima.
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  268. What matters for consumer sentiment? World oil price or retail gasoline price?. (2020). Tsouknidis, Dimitris ; Lambertides, Neophytos ; Krokida, Styliani-Iris ; Clerides, Sofronis.
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  269. Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data. (2020). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
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  270. An empirical analysis of the Co-movement of Crude, Gold, Rupee-Dollar Exchange rate and Nifty 50 Stock Index during Sub-prime and Coronavirus crisis periods. (2020). Paliwal, Riya ; Shahani, Rakesh.
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  271. The effects of oil prices on equity market returns in BRICS grouping: A quantile-on-quantile approach. (2020). Bonga-Bonga, Lumengo ; Mabanga, Chris.
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  272. Oil Price Volatility and Stock Returns: Evidence from Three Oil-price Wars. (2020). Mughal, Mazhar ; Ahmed, Junaid ; Khan, Mushtaq Hussain.
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  273. Asymmetric Responses of Economic Growth to Daily Oil Price Changes: New Global Evidence from Mixed-data Sampling Approach. (2020). Basel, Awartani ; Osama, Sweidan ; Aktham, Maghyereh .
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  274. Investigating the Asymmetric Impact of Oil Prices on GCC Stock Markets. (2020). Rault, Christophe ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami ; ben Cheikh, Nidhaleddine.
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  275. Brent Prices and Its Impact on Financial Markets of BRIC Nations. (2020). Kumar, Narayanan Krishna.
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  276. The Crude Oil Market and US Economic Activity: Revisiting the Empirical Evidence. (2020). Ersoy, Erkal.
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  277. Volatility transmission between oil prices and banks’ stock prices as a new source of instability: Lessons from the United States experience. (2020). Ehouman, Yao Axel.
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  278. Dynamic Interrelationship and Volatility Spillover among Sustainability Stock Markets, Major European Conventional Indices, and International Crude Oil. (2020). Bein, Murad ; Maraqa, Basel.
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  279. The Exposure of European Union Productive Sectors to Oil Price Changes. (2020). PEREIRA, EDER JOHNSON DE AREA ; Ferreira, Paulo.
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  280. Oil Price and Energy Depletion Nexus in GCC Countries: Asymmetry Analyses. (2020). Mahmood, Haider ; Yousef, Tarek Tawfik.
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  281. Estimating the Price and Income Elasticities of Crude Oil Import Demand for Turkey. (2020). Kavaz, Ismail.
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  282. Does the tea market require a futures contract? Evidence from the Sri Lankan tea market. (2020). Biakowski, Jdrzej ; Perera, Devmali ; Bohl, Martin T.
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  283. The non-linear relationship between oil prices and stock prices: Evidence from oil-importing and oil-exporting countries. (2020). Lenin, Bruno Felipe ; de Jesus, Diego Pitta ; da Nobrega, Cassio.
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  284. The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns: A quantile regression approach. (2020). Das, Debojyoti ; Kannadhasan, M.
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  285. Oil price shocks and Chinese economy revisited: New evidence from SVAR model with sign restrictions. (2020). Wang, Yudong ; Meng, Lingjie ; Liu, Donghui.
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  286. Jumps in the convenience yield of crude oil. (2020). Wilmot, Neil ; Mason, Charles.
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  287. Multifractal analysis of the WTI crude oil market, US stock market and EPU. (2020). Ju, Wei-Jia ; Liu, Cheng ; Yao, Can-Zhong.
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  288. The relationship between oil prices and the Brazilian stock market. (2020). Ferreira, Paulo ; Silva, Marcus ; Pereira, Eder.
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  289. Crude oil price forecasting based on a novel hybrid long memory GARCH-M and wavelet analysis model. (2020). Lin, Ling ; Zhou, Zhongbao ; Xiao, Helu ; Jiang, Yong.
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  290. Do sharp movements in oil prices matter for stock markets?. (2020). Huang, Paoyu ; Day, Min-Yuh ; Wu, Manhwa ; Ni, Yensen.
    In: Physica A: Statistical Mechanics and its Applications.
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  291. Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices. (2020). Zoubi, Taisier A ; Alkhazali, Osamah M.
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  292. An investigation of the financial resource curse hypothesis in oil-exporting countries: The threshold effect of democratic accountability. (2020). Yacouba, kassouri ; Bilgili, Faik ; Altinta, Halil ; Kassouri, Yacouba.
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  293. Switching dependence and systemic risk between crude oil and U.S. Islamic and conventional equity markets: A new evidence. (2020). Selmi, Refk ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid.
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  294. Time-varying impact of oil prices on sectoral stock returns: Evidence from Turkey. (2020). Akdeniz, Cokun ; Kila, Gul Huyuguzel ; Atik, Abdurrahman Nazif.
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  295. A new insight into oil price-inflation nexus. (2020). Raheem, Ibrahim ; Agboola, Yusuf H ; Bello, Ajide Kazeem.
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  296. Dynamic connectedness and portfolio strategies: Energy and metal markets. (2020). Takin, Dilvin ; Cagli, Efe Aglar ; Mandaci, Pinar Evrim.
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  297. How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique. (2020). Sharif, Arshian ; Jermsittiparsert, Kittisak ; Sarwat, Salman ; Godil, Danish Iqbal.
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  298. Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects. (2020). Ding, Zhihua ; Wu, Jy S ; Tseng, Hui-Kuan ; Liu, Zhenhua.
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  299. Analyzing volatility spillovers between oil market and Asian stock markets. (2020). Tiwari, Aviral ; Tingqiu, Cao ; Sarwar, Suleman.
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  300. 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.
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  301. The impact of oil price shocks on Tehran Stock Exchange returns: Application of the Markov switching vector autoregressive models. (2020). Rafei, Meysam ; Shahrestani, Parnia.
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  302. Oil prices, stock market returns and volatility spillovers: Evidence from Turkey. (2020). Dibooglu, Selahattin ; Çevik, Emrah.
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  303. Oil price dynamics and airline earnings predictability. (2020). Gao, Xiang ; Wang, Huabing .
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  304. Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns. (2020). Onwuka, Kevin O ; Urom, Christian ; Yuni, Denis N ; Uma, Kalu E.
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  305. Crude oil price volatility and equity return predictability: A comparative out-of-sample study. (2020). Nonejad, Nima.
    In: International Review of Financial Analysis.
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  306. Explaining the nonlinear response of stock markets to oil price shocks. (2020). Sharma, Shahil ; Escobari, Diego.
    In: Energy.
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  307. A dynamic quantile regression model for the relationship between oil price and stock markets in oil-importing and oil-exporting countries. (2020). Mokni, Khaled.
    In: Energy.
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  308. The oil price risk and global stock returns. (2020). Azimli, Asil.
    In: Energy.
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  309. The impact of oil price shocks on clean energy stocks: Fresh evidence from multi-scale perspective. (2020). Cai, Guixin ; Zhang, Hao ; Yang, Dongxiao.
    In: Energy.
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  310. Dynamic complexity and causality of crude oil and major stock markets. (2020). Wang, Jun ; Xiao, DI.
    In: Energy.
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  311. Islamic stocks, conventional stocks, and crude oil: Directional volatility spillover analysis in BRICS. (2020). Gasbarro, Dominic ; Wali, Muammer ; Hoque, Ariful ; Hassan, Kamrul.
    In: Energy Economics.
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  312. Impact of proved reserves on stock returns of U.S. oil and gas corporations using firm-level data. (2020). Equiza-Goñi, Juan ; de Gracia, Fernando Perez ; Equiza-Goi, Juan.
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  313. 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.
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  314. The importance of managerial ability on crude oil price uncertainty-firm performance relationship. (2020). Le, Anh ; Nguyen, Dat Thanh ; Tran, Vuong Thao ; Bach, Dinh Hoang.
    In: Energy Economics.
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  315. Oil price shocks, global financial markets and their connectedness. (2020). Demirer, Riza ; Hussain, Syed Jawad ; Ferrer, Roman.
    In: Energy Economics.
    RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301110.

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  316. The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach. (2020). Lin, Boqiang ; Su, Tong.
    In: Energy Economics.
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  317. The effect of oil and stock price volatility on firm level investment: The case of UK firms. (2020). Alaali, Fatema.
    In: Energy Economics.
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  318. An analysis of the global oil market using SVARMA models. (2020). Raghavan, Mala.
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  319. Risk appetite and oil prices. (2020). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud.
    In: Energy Economics.
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  320. Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish.
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  321. Economic indicators and stock market volatility in an emerging economy. (2020). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun.
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  322. The impact of oil on equity returns of Canadian and U.S. Railways and airlines. (2020). Killins, Robert N.
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  323. Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches. (2020). Nie, HE ; Mo, Bin ; Feng, Qidi ; Jiang, Yonghong.
    In: The North American Journal of Economics and Finance.
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  324. The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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  325. Dynamic relations between oil and stock market returns: A multi-country study. (2020). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Gamboa-Arbelaez, Juliana.
    In: The North American Journal of Economics and Finance.
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  326. 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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  327. 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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  328. Price effects of steel commodities on worldwide stock market returns. (2020). Vianna, Andre ; Gutierrez, Juan P.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301451.

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  329. Volatility transmission between oil prices and banks stock prices as a new source of instability: Lessons from the United States experience. (2020). Ehouman, Yao Axel.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:91:y:2020:i:c:p:198-217.

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  330. Crude oil and BRICS stock markets under extreme shocks: New evidence. (2020). He, Chengting ; Niu, Tianjiao ; Ma, Feng ; Wang, LU.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:86:y:2020:i:c:p:54-68.

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  331. The effects of futures markets on oil spot price volatility in regional US markets. (2020). Miljkovic, Dragan ; Goetz, Cole.
    In: Applied Energy.
    RePEc:eee:appene:v:273:y:2020:i:c:s030626192030800x.

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  332. Does Crude Oil Prices have Effect on Exports, Imports and GDP on BRICS Countries? - An Empirical Evidence. (2020). Raju, Guntur Anjana ; Marathe, Shripad Ramchandra.
    In: International Journal of Energy Economics and Policy.
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  333. Does the Choice of the Multivariate GARCH Model on Volatility Spillovers Matter? Evidence from Oil Prices and Stock Markets in G7 Countries. (2020). Dritsakis, Nikolaos ; Kartsonakis-Mademlis, Dimitrios.
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    RePEc:eco:journ2:2020-05-21.

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  334. Did the US Shale Oil Revolution Ruin Oil Industry Stock Market Returns?. (2020). Barrows, Samuel D.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2020-04-1.

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  335. Causal Nexus between the Anamolies in the Crude Oil Price and Stock Market. (2020). Sarea, Adel M ; Lokesha, Lokesha ; Rajesha, T M ; Hawaldar, Iqbal Thonse.
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  336. Long run Association of Stock Prices and Crude Oil Prices: Evidence from Saudi Arabia. (2020). , Abdulrahman ; Rahman, Abdul.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2020-02-16.

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  337. Dynamic Linkages Between the Oil Spot, Oil Futures, and Stock Markets: Evidence from Dubai. (2020). Alawi, Suha Mahmoud ; Lamouchi, Rim Ammar.
    In: International Journal of Energy Economics and Policy.
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  338. The Relationship Between the Returns and Volatility of Stock and Oil Markets in the Last Two Decades: Evidence from Saudi Arabia. (2020). Alsharif, Mohammad.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2020-04-1.

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  339. Corporate Performance in Nigeria: The Effect of Oil Price and Exchange Rate Fluctuations. (2020). Olofin, Sodik Adejonwo ; Omoregie, Osaretin Kayode.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2020-01-21.

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  340. Comovement of dairy product futures and firm value: returns and volatility. (2020). Leung, Henry ; Furfaro, Frank.
    In: Australian Journal of Agricultural and Resource Economics.
    RePEc:bla:ajarec:v:64:y:2020:i:3:p:632-654.

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  341. If Global or Local Investor Sentiments are Prone to Developing an Impact on Stock Returns, is there an Industry Effect?. (2020). Zhu, Tingting ; Ausloos, Marcel ; Shi, Jing.
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  342. The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. (2020). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei.
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  343. Comovement of dairy product futures and firm value: returns and volatility. (2020). Furfaro, Frank ; Leung, Henry.
    In: Australian Journal of Agricultural and Resource Economics.
    RePEc:ags:aareaj:338504.

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  344. Optimal Asset Allocation for Commodity Sovereign Wealth Funds. (2020). Parra-Alvarez, Juan ; Ma, Lin ; Irarrazabal, Alfonso A.
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  345. An analysis of the global oil market using SVARMA models. (2019). Raghavan, Mala.
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  346. Financial factors affecting oil price change and oil-stock interactions: a review and future perspectives. (2019). Lv, Tao ; Ding, Zhihua ; Liu, Zhenhua ; Qiang, Wei ; Wu, Jy S.
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  347. A cointegrating stock trading strategy: application to listed tanker shipping companies. (2019). Michail, Nektarios ; Melas, Konstantinos D.
    In: Journal of Shipping and Trade.
    RePEc:spr:josatr:v:4:y:2019:i:1:d:10.1186_s41072-019-0049-2.

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  348. Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysis. (2019). Fazelabdolabadi, Babak.
    In: Financial Innovation.
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  349. The US oil supply revolution and the global economy. (2019). Mohaddes, Kamiar ; Raissi, Mehdi.
    In: Empirical Economics.
    RePEc:spr:empeco:v:57:y:2019:i:5:d:10.1007_s00181-018-1505-9.

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  350. Dynamic Effects of Crude Oil Price Movements: a Sectoral Examination. (2019). Wada, Isah.
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    RePEc:rej:journl:v:22:y:2019:i:71:p:17-28.

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  351. What is new? The role of asymmetry and breaks in oil price–output growth volatility nexus. (2019). Raheem, Ibrahim ; Olabisi, Nafisat.
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  352. Asymmetric impact of oil prices on stock returns in Shanghai stock exchange: Evidence from asymmetric ARDL model. (2019). Khan, Muhammad Imran ; Teng, Jian-Zhou.
    In: PLOS ONE.
    RePEc:plo:pone00:0218289.

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  353. Oil price shocks, economic policy uncertainty and industrial economic growth in China. (2019). Wen, Fenghua ; Ouyang, Jian ; Jin, Faqi ; Chen, Jingyu.
    In: PLOS ONE.
    RePEc:plo:pone00:0215397.

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  354. Oil Prices and GCC Stock Markets: New Evidence from Vector Smooth Transition Models. (2019). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami .
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  355. Stock market behavior of pharmaceutical industry in Iran and macroeconomic factors. (2019). Mohammadzadeh, Yousef ; Kahriz, Arash Refah ; Heidari, Hassan.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:52:y:2019:i:3:d:10.1007_s10644-018-9228-7.

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  356. Volatility transmission between oil prices and banks stock prices as a new source of instability: Lessons from the US Experience. (2019). Ehouman, Yao Axel.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141868.

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  357. Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China. (2019). McAleer, Michael ; Chang, Chia-Lin ; Tian, Jiarong .
    In: Energies.
    RePEc:gam:jeners:v:12:y:2019:i:8:p:1475-:d:224091.

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  358. The Impact of International Oil Prices on the Stock Price Fluctuations of China’s Renewable Energy Enterprises. (2019). Hsiao, Cody Yu-Ling ; Lin, Weishun ; Sheng, NI ; Yan, Gaoyun ; Wei, Xinyang.
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    RePEc:gam:jeners:v:12:y:2019:i:24:p:4630-:d:294742.

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  359. Determinants of the Long-Term Correlation between Crude Oil and Stock Markets. (2019). Yang, Lu ; Hamori, Shigeyuki ; Ho, Kung-Cheng.
    In: Energies.
    RePEc:gam:jeners:v:12:y:2019:i:21:p:4123-:d:281377.

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  360. Oil Price and Stock Prices of EU Financial Companies: Evidence from Panel Data Modeling. (2019). BELASCU, LUCIAN ; Vrinceanu, Georgiana ; Horobet, Alexandra ; Popescu, Consuela.
    In: Energies.
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  361. The Effects of Commodity Discoveries on Small Open Economies: Empirical Evidence from the Falkland Islands. (2019). Morley, Bruce.
    In: Economies.
    RePEc:gam:jecomi:v:7:y:2019:i:4:p:106-:d:279428.

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  362. The Nexus between Stock Returns of Oil Companies and Oil Price Fluctuations after Heavy Oil Upgrading: Toward Theoretical Progress. (2019). Fard, Saeed Farahani ; Mohammadi, Majid ; Sedighi, Mojtaba.
    In: Economies.
    RePEc:gam:jecomi:v:7:y:2019:i:3:p:71-:d:247280.

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  363. Do Crude Oil Prices Drive the Relationship between Stock Markets of Oil-Importing and Oil-Exporting Countries?. (2019). Mokni, Khaled ; Youssef, Manel.
    In: Economies.
    RePEc:gam:jecomi:v:7:y:2019:i:3:p:70-:d:247077.

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  364. Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets. (2019). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat.
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  365. Oil price shocks and the equity market: Evidence for the S&P 500 sectoral indices. (2019). Sakaki, Hamid.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:49:y:2019:i:c:p:137-155.

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  366. Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models?. (2019). He, Ling-Yun ; Ripple, Ronald ; Yao, Ting ; Zhang, Yue-Jun.
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    RePEc:eee:reveco:v:59:y:2019:i:c:p:302-317.

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  367. Oil prices and corporate high-yield spreads: Evidence from panels of nonenergy and energy European firms. (2019). Apergis, Nicholas.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:72:y:2019:i:c:p:34-40.

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  368. Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach. (2019). Mokni, Khaled ; Youssef, Manel .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:72:y:2019:i:c:p:14-33.

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  369. The impact of oil prices on the stock returns in Turkey: A TVP-VAR approach. (2019). catik, nazif ; Balcilar, Mehmet ; Toparli, Elif Akay.
    In: Physica A: Statistical Mechanics and its Applications.
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  370. Energy shocks pricing model: A non-linear US sectoral based analysis. (2019). Ur, Mobeen.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313196.

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  371. Trading as sharp movements in oil prices and technical trading signals emitted with big data concerns. (2019). Huang, Paoyu ; Ni, Yensen ; Day, Min-Yuh.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:525:y:2019:i:c:p:349-372.

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  372. Time-varying lead–lag structure between the crude oil spot and futures markets. (2019). Yang, Yan-Hong ; Shao, Ying-Hui ; Stanley, Eugene H.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:523:y:2019:i:c:p:723-733.

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  373. Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis. (2019). Ferreira, Paulo ; Pereira, Hernane Borges ; da Silva, Marcus Fernandes ; de Area, Eder Johson.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:517:y:2019:i:c:p:86-96.

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  374. Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective. (2019). Hadhri, Sinda ; Ftiti, Zied.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:53:y:2019:i:c:p:40-55.

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  375. The investment-uncertainty relationship in the oil and gas industry. (2019). Manera, Matteo ; Sadeghzadeh, Mehdi ; Ahmadi, Maryam.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:63:y:2019:i:c:52.

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  376. Does oil prices impede Islamic stock indices? Fresh insights from wavelet-based quantile-on-quantile approach. (2019). Mishra, Shekhar ; Meo, Muhammad Saeed ; Sharif, Arshian ; Rehman, Syed Abdul ; Khuntia, Sashikanta.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:292-304.

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  377. Correlations and volatility spillovers between oil, natural gas, and stock prices in India. (2019). Tiwari, Aviral ; Pradhan, Ashis ; Kumar, Satish ; Kang, Sang Hoon.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:282-291.

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  378. Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model. (2019). Civcir, Ä°rfan ; Akkoc, Ugur.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:231-239.

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  379. Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management. (2019). Tiwari, Aviral ; Sarwar, Suleman ; Khalfaoui, Rabeh.
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  380. Volatility spillovers and hedging: Evidence from Asian oil-importing countries. (2019). Khalfaoui, Rabeh ; Sarwar, Suleman ; Dastgerdi, Hamidreza Ghorbani ; Waheed, Rida.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:61:y:2019:i:c:p:479-488.

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  381. Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico. (2019). Biswal, Pratap Chandra ; Choudhary, Sangita ; Singhal, Shelly .
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    RePEc:eee:jrpoli:v:60:y:2019:i:c:p:255-261.

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  382. Asymmetric linkages among precious metals, global equity and bond yields: The role of volatility and business cycle factors. (2019). Idume, Gabriel ; Yuni, Denis ; Anochiwa, Lasbrey ; Urom, Christian.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300246.

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  383. Oil price increases and the predictability of equity premium. (2019). Wu, Chongfeng ; Liu, LI ; Pan, Zhiyuan ; Wang, Yudong.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:102:y:2019:i:c:p:43-58.

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  384. Text-based crude oil price forecasting: A deep learning approach. (2019). Wang, Shouyang ; Shang, Wei ; Li, Xuerong.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:4:p:1548-1560.

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  385. Visiting effects of crude oil price on economic growth in BRICS countries: Fresh evidence from wavelet-based quantile-on-quantile tests. (2019). Chen, Cuiqiong ; Mo, Bin ; Jiang, Yonghong ; Nie, HE.
    In: Energy.
    RePEc:eee:energy:v:178:y:2019:i:c:p:234-251.

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  386. Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets. (2019). Goutte, Stéphane ; Jamali, Ibrahim ; Guesmi, Khaled ; Abid, Ilyes.
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    RePEc:eee:enepol:v:134:y:2019:i:c:s0301421519305403.

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  387. 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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  388. The impact of OPEC on East Asian oil import security: A multidimensional analysis. (2019). Zhang, Dayong ; Ji, Qiang.
    In: Energy Policy.
    RePEc:eee:enepol:v:126:y:2019:i:c:p:99-107.

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  389. Dynamic correlations between oil prices and the stock prices of clean energy and technology firms: The role of reserve currency (US dollar). (2019). Soytas, Ugur ; Kocaarslan, Baris.
    In: Energy Economics.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s014098831930283x.

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  390. Oil prices and stock market anomalies. (2019). Scrimgeour, Frank ; Cheema, Muhammad A.
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    RePEc:eee:eneeco:v:83:y:2019:i:c:p:578-587.

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  391. Linkages between oil price shocks and stock returns revisited. (2019). Doko Tchatoka, Firmin ; Parry, Sean ; Masson, Virginie.
    In: Energy Economics.
    RePEc:eee:eneeco:v:82:y:2019:i:c:p:42-61.

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  392. Energy contagion analysis: A new perspective with application to a small petroleum economy. (2019). Mahadeo, Scott ; Heinlein, Reinhold ; Legrenzi, Gabriella D.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:890-903.

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  393. Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes. (2019). Rahman, Md Lutfur ; Uddin, Gazi Salah ; Ahmed, Ali ; Hedstrom, Axel.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:743-759.

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  394. Energy price shocks, household location patterns and housing crises: Theory and implications. (2019). Sexton, Steven ; Wu, Junjie ; Zilberman, David.
    In: Energy Economics.
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  395. Risk spillovers between oil and stock markets: A VAR for VaR analysis. (2019). Wang, Yudong ; Wen, Danyan ; Ma, Chaoqun.
    In: Energy Economics.
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  396. Feedback spillover dynamics of crude oil and global assets indicators: A system-wide network perspective. (2019). Kumar, Pawan ; Singh, Vipul Kumar ; Nishant, Shreyank.
    In: Energy Economics.
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  397. Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach. (2019). Hu, Chunyan ; Xiao, Jihong ; Wen, Fenghua ; Ouyang, Guangda.
    In: Energy Economics.
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  398. Crude oil price uncertainty and corporate investment: New global evidence. (2019). Nguyen, Dat Thanh ; Tran, Vuong Thao ; Bach, Dinh Hoang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:77:y:2019:i:c:p:54-65.

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  399. Do oil prices predict Indonesian macroeconomy?. (2019). Iyke, Bernard ; Bach, Dinh Hoang ; Sharma, Susan Sunila.
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    RePEc:eee:ecmode:v:82:y:2019:i:c:p:2-12.

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  400. Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K.
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    RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

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  401. Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables. (2019). Salisu, Afees ; Oloko, Tirimisiyu F ; Swaray, Raymond.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:76:y:2019:i:c:p:153-171.

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  402. Asymmetric causality between oil price and stock returns:A sectoral analysis. (2019). Bahmani-Oskooee, Mohsen ; Ghodsi, Seyed Hesam ; Hadzic, Muris.
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  403. Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data. (2019). van Eyden, Renee ; Wohar, Mark E ; Gupta, Rangan ; Difeto, Mamothoana.
    In: Applied Energy.
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  404. Energy Prices and the Nigerian Stock Market. (2019). Ezeaku, Hillary Chijindu ; Egbo, Obiamaka P ; Okolo, Victor O ; Alio, Felix Chukwubuzo.
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  405. Oil Price Predictors: Machine Learning Approach. (2019). Moiseev, Nikita ; Mikhaylov, Alexey ; An, Jaehyung.
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  406. The Impact of Oil Prices on Stocks Markets: New Evidence During and After the Arab Spring in Gulf Cooperation Council Economies. (2019). El-Chaarani, Hani.
    In: International Journal of Energy Economics and Policy.
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  407. Portfolio Diversification and Oil Price Shocks: A Sector Wide Analysis. (2019). Khan, Aftab Parvez ; Azmi, Wajahat ; Ali, Mohsin.
    In: International Journal of Energy Economics and Policy.
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  408. Dynamic Nexus between Oil Revenues and Economic Growth in Nigeria. (2019). Raifu, Isiaka ; Aminu, Alarudeen.
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  409. Volatility transmission between oil prices and banks stock prices as a new source of instability: Lessons from the US Experience. (2019). Ehouman, Yao Axel.
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    RePEc:drm:wpaper:2019-19.

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  410. Contagion Testing in Embryonic Markets under Alternative Stressful US Market Scenarios. (2019). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold.
    In: CESifo Working Paper Series.
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  411. EFFECT OF OIL PRICES ON STOCK MARKETS: EVIDENCE FROM NEW GENERATION OF STAR MODEL. (2019). Abdelsalam, Mamdouh ; Abdelmoula, Mamdouh ; Harb, Nermeen.
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    RePEc:bla:buecrs:v:71:y:2019:i:3:p:466-482.

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  412. Sanction or Financial Crisis? An Artificial Neural Network-Based Approach to model the impact of oil price volatility on Stock and industry indices. (2019). Yaghoubi, Nourmohammad ; Tehrani, Reza ; Ezazi, Mohammadesmaeil ; Kokabisaghi, Somayeh.
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  413. A Regulated Market Under Sanctions: On Tail Dependence Between Oil, Gold, and Tehran Stock Exchange Index. (2019). Volchenkov, Dimitri ; Shirvani, Abootaleb.
    In: Papers.
    RePEc:arx:papers:1911.01826.

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  414. Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017. (2019). Stanuszek, Marek ; O'Swicecimka, Pawel ; Zd, Stanislaw Dro ; Wkatorek, Marcin.
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  415. .

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  416. Impact of Oil Price on Australian Stock Market Returns. (2018). Li, Hui ; Paraco, Raul.
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  417. Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states. (2018). Shahzad, Syed Jawad Hussain ; Jareño, Francisco ; Jareo, Francisco ; Ferrer, Roman ; Umar, Zaghum.
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    RePEc:taf:applec:v:50:y:2018:i:42:p:4500-4521.

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  418. The Conditional Relationship between Oil Price Risk and Return Stock Market: a Comparative Study of Advanced and Emerging Countries. (2018). Abdelfatteh, Bouri ; Algia, Hammami .
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  419. Oil and equity: too deep into each other. (2018). Singh, Harmeet ; Delcoure, Natalya.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:42:y:2018:i:1:d:10.1007_s12197-017-9387-9.

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  420. Brent prices and oil stock behaviors: evidence from Nigerian listed oil stocks. (2018). Adenikinju, Adeola ; Laniran, Temitope ; Uzo-Peters, Amarachi.
    In: Financial Innovation.
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  421. Shock transmission and volatility spillover in stock and commodity markets: evidence from advanced and emerging markets. (2018). coskun, yener ; Yelkenci, Tezer ; Cokun, Yener ; Vardar, Gulin.
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  422. Can oil prices help predict US stock market returns? Evidence using a dynamic model averaging (DMA) approach. (2018). Naser, Hanan ; Alaali, Fatema.
    In: Empirical Economics.
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  423. Impact of oil prices on firm stock return: industry-wise analysis. (2018). Wei, Chen ; Waheed, Rida ; Lv, Yulan ; Sarwar, Suleman.
    In: Empirical Economics.
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  424. Volatility Spillovers between Crude Oil Prices and New Energy Stock Price in China. (2018). Chen, Yufeng ; Jin, XI ; Li, Wenqi.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2018:i:2:p:43-62.

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  425. Macroeconomic Structural Changes in a Leading Emerging Market: The Effects of the Asian Financial Crisis. (2018). Chun, Dohyun ; Ryu, Doojin ; Cho, Hoon.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2018:i:2:p:22-42.

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  426. Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data. (2018). Wohar, Mark ; GUPTA, RANGAN ; van Eyden, Renee ; Difeto, Mamothoana.
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  427. Oil Price Shocks and Uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia.
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    RePEc:pra:mprapa:96271.

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  428. Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin.
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  429. The impact of oil and gold price fluctuations on the South African equity market: volatility spillovers and implications for portfolio management. (2018). Bonga-Bonga, Lumengo ; Morema, Kgotso.
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  430. New Insights into the US Stock Market Reactions to Energy Price Shocks. (2018). Shahbaz, Muhammad ; miloudi, anthony ; Lahiani, Amine ; Benkraiem, Ramzi.
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    RePEc:pra:mprapa:84778.

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  431. The Predictive Power of Oil and Commodity Prices for Equity Markets. (2018). Dagher, Leila ; Badra, Nasser ; Jamali, Ibrahim.
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    RePEc:pra:mprapa:116055.

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  432. Is there any causal link between shariah index and islamic unit trust growth ? Malaysian evidence. (2018). Masih, Abul ; Farid, Hazim.
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  433. Granger-causal relationship between islamic stock markets and oil prices: a case study of Malaysia. (2018). Masih, Abul ; Musaeva, Gulzhan.
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  434. The role of global economic policy uncertainty in long-run volatilities and correlations of U.S. industry-level stock returns and crude oil. (2018). Sun, Boyang ; Fang, Libing ; Yu, Honghai.
    In: PLOS ONE.
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  435. The dynamic relationship between freight markets and commodity prices revealed. (2018). Tsioumas, Vangelis ; Papadimitriou, Stratos.
    In: Maritime Economics & Logistics.
    RePEc:pal:marecl:v:20:y:2018:i:2:d:10.1057_s41278-016-0005-0.

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  436. US stocks in the presence of oil price risk: Large cap vs. Small cap. (2018). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond.
    In: Economics and Business Letters.
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  437. Oil Prices and the Stock Market*. (2018). Ready, Robert C.
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  438. Asymmetric effects of oil shocks on stock market returns in Saudi Arabia: evidence from industry level analysis. (2018). Alshehri, Abdulrahman F ; Onochie, Joseph ; Mohanty, Sunil K.
    In: Review of Quantitative Finance and Accounting.
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  439. Symmetric and asymmetric nonlinear causalities between oil prices and the U.S. economic sectors. (2018). Ngene, Geoffrey ; Wang, Jinghua.
    In: Review of Quantitative Finance and Accounting.
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  440. Oil prices implied volatility or direction: Which matters more to financial markets?. (2018). Shank, Corey A ; Dupoyet, Brice V.
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    RePEc:kap:fmktpm:v:32:y:2018:i:3:d:10.1007_s11408-018-0314-7.

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  441. Oil price changes and stock market returns: cointegration evidence from emerging market. (2018). Kisswani, Khalid ; Elian, Mohammad I.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:51:y:2018:i:4:d:10.1007_s10644-016-9199-5.

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  442. Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models. (2018). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami .
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  443. The Lead–Lag Relationship between Oil Futures and Spot Prices—A Literature Review. (2018). Coughlan, Joseph ; Morales, Lucia ; Zavadska, Miroslava.
    In: IJFS.
    RePEc:gam:jijfss:v:6:y:2018:i:4:p:89-:d:179491.

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  444. Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis. (2018). Çevik, Emrah ; Atukeren, Erdal ; Korkmaz, Turhan.
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    RePEc:gam:jeners:v:11:y:2018:i:10:p:2848-:d:177242.

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  445. Stock Prices of Renewable Energy Firms: Are There Asymmetric Responses to Oil Price Changes?. (2018). Baek, Jungho ; Lee, Dong Gyu.
    In: Economies.
    RePEc:gam:jecomi:v:6:y:2018:i:4:p:59-:d:180657.

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  446. A Multivariate Kernel Approach to Forecasting the Variance Covariance of Stock Market Returns. (2018). Clements, Adam ; Becker, Ralf ; O'Neill, Robert.
    In: Econometrics.
    RePEc:gam:jecnmx:v:6:y:2018:i:1:p:7-:d:132320.

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  447. The Interaction between Oil Price and Financial Stress: Evidence from the U.S. Data. (2018). Polat, Onur.
    In: Fiscaoeconomia.
    RePEc:fis:journl:180302.

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  448. The zero lower bound and market spillovers: Evidence from the G7 and Norway. (2018). Serletis, Apostolos ; Kyritsis, Evangelos .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:44:y:2018:i:c:p:100-123.

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  449. Risk contribution of crude oil to industry stock returns. (2018). Yu, Honghai ; Yan, Panpan ; Fang, Libing ; Du, Donglei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:58:y:2018:i:c:p:179-199.

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  450. A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries. (2018). Pavlova, Ivelina ; Parhizgari, Ali M ; de Boyrie, Maria E.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:68:y:2018:i:c:p:10-22.

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  451. Oil shocks and stock return volatility. (2018). Bachmeier, Lance ; Nadimi, Soheil R.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:68:y:2018:i:c:p:1-9.

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  452. The interactions between OPEC oil price and sectoral stock returns: Evidence from China. (2018). Kirkulak-Uludag, Berna ; Safarzadeh, Omid.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:508:y:2018:i:c:p:631-641.

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  453. Common and fundamental risk factors in shareholder returns of Norwegian salmon producing companies. (2018). Misund, Brd.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:12:y:2018:i:c:p:19-30.

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  454. The impact of oil-market shocks on stock returns in major oil-exporting countries. (2018). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:86:y:2018:i:c:p:264-280.

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  455. 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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  456. Can economic policy uncertainty predict stock returns? Global evidence. (2018). Bach, Dinh Hoang ; Tran, Vuong Thao ; Sharma, Susan Sunila.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:55:y:2018:i:c:p:134-150.

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  457. A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus. (2018). Salisu, Afees ; Swaray, Raymond.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:37:y:2018:i:c:p:199-218.

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  458. Déjà vol oil? Predicting S&P 500 equity premium using crude oil price volatility: Evidence from old and recent time-series data. (2018). Nonejad, Nima.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:58:y:2018:i:c:p:260-270.

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  459. What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:57:y:2018:i:c:p:148-156.

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  460. Is the demand for crude oil inelastic for India? Evidence from structural VAR analysis. (2018). Dash, Devi Prasad ; Bal, Debi Prasad ; Sethi, Narayan.
    In: Energy Policy.
    RePEc:eee:enepol:v:118:y:2018:i:c:p:552-558.

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  461. Sectoral exposure of financial markets to oil risk factors in BRICS countries. (2018). Dogah, Kingsley E ; Premaratne, Gamini.
    In: Energy Economics.
    RePEc:eee:eneeco:v:76:y:2018:i:c:p:228-256.

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  462. Time-varying rare disaster risks, oil returns and volatility. (2018). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Suleman, Tahir.
    In: Energy Economics.
    RePEc:eee:eneeco:v:75:y:2018:i:c:p:239-248.

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  463. Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index. (2018). Xiao, Jihong ; Wen, Fenghua ; Zhou, Min.
    In: Energy Economics.
    RePEc:eee:eneeco:v:74:y:2018:i:c:p:777-786.

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  464. Selection of Value at Risk Models for Energy Commodities. (2018). Laporta, Alessandro G ; Petrella, Lea ; Merlo, Luca.
    In: Energy Economics.
    RePEc:eee:eneeco:v:74:y:2018:i:c:p:628-643.

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  465. The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method. (2018). Li, Xiafei ; Wei, YU.
    In: Energy Economics.
    RePEc:eee:eneeco:v:74:y:2018:i:c:p:565-581.

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  466. Automobile manufacturers, electric vehicles and the price of oil. (2018). Baur, Dirk G ; Todorova, Neda.
    In: Energy Economics.
    RePEc:eee:eneeco:v:74:y:2018:i:c:p:252-262.

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  467. The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies. (2018). Ratti, Ronald ; Kang, Wensheng ; Ewing, Bradley T.
    In: Energy Economics.
    RePEc:eee:eneeco:v:72:y:2018:i:c:p:505-516.

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  468. The prediction of oil price turning points with log-periodic power law and multi-population genetic algorithm. (2018). Cheng, Fangzheng ; Li, Shanling ; Fan, Dandan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:72:y:2018:i:c:p:341-355.

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  469. Impact of oil price risk on sectoral equity markets: Implications on portfolio management. (2018). Tiwari, Aviral ; Yoon, Seong-Min ; Mitra, Amarnath ; Jena, Sangram Keshari.
    In: Energy Economics.
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  470. 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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  471. Oil volatility, oil and gas firms and portfolio diversification. (2018). Pérez de Gracia, Fernando ; Gabauer, David ; Filis, George ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal.
    In: Energy Economics.
    RePEc:eee:eneeco:v:70:y:2018:i:c:p:499-515.

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  472. Dynamic jumps in global oil price and its impacts on Chinas bulk commodities. (2018). Zhang, Chuanguo ; Yu, Danlin ; Liu, Feng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:70:y:2018:i:c:p:297-306.

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  473. Identifying price bubble periods in the energy sector. (2018). Escobari, Diego ; Sharma, Shahil.
    In: Energy Economics.
    RePEc:eee:eneeco:v:69:y:2018:i:c:p:418-429.

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  474. 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.
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  475. Mutual excitation between OECD stock and oil markets: A conditional intensity extreme value approach. (2018). Clements, Adam ; Herrera, Rodrigo ; Gonzalez, Sergio.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:46:y:2018:i:c:p:70-88.

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  476. The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico. (2018). Bermudez, Nancy Areli ; Saucedo, Eduardo ; Delgado, Estefania Bermudez.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:45:y:2018:i:c:p:266-275.

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  477. Cross herding between American industries and the oil market. (2018). Ben Mabrouk, Houda ; Litimi, Houda ; Benmabrouk, Houda.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:45:y:2018:i:c:p:196-205.

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  478. Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States. (2018). Bai, Shuming ; Koong, Kai S.
    In: The North American Journal of Economics and Finance.
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  479. Oil price shocks and uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia.
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  480. Do macroeconomic conditions and oil prices influence corporate risk-taking?. (2018). Gupta, Kartick ; Krishnamurti, Chandrasekhar.
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  481. Do all sectors respond to oil price shocks simultaneously?. (2018). Huang, Shupei ; Wang, Yue.
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  482. Co-movement of coherence between oil prices and the stock market from the joint time-frequency perspective. (2018). Huang, Shupei ; Jia, Xiaoliang .
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  483. The Role of Macroeconomic Factors on Sukuk Market Development of Gulf Cooperation Council (GCC) Countries. (2018). Al-Raeai, Arafat Mansoor ; Bin, Ahmad Khilmy ; Zainol, Zairy.
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  484. 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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  485. Role of Energy on Economy The Case of Micro to Macro Level Analysis. (2018). Sarwar, Suleman ; Khalid, Muqaddas ; Amir, Mehnoor ; Waheed, Rida.
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  486. Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold.
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  487. Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models. (2018). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami .
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  488. Time-varying correlations and Sharpe ratios during quantitative easing. (2018). Haley, Osteen ; Paul, Jones .
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  489. Uncovered Return Parity: Equity Returns and Currency Returns. (2018). Dunbar, Geoffrey ; Djeutem, Edouard.
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  490. Responses of macroeconomy and stock markets to structural oil price shocks: New evidence from Asian oil refinery. (2018). Disegna, Marta ; Le, Hong Thai.
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  491. Nexus between crude oil and stock market return: case of India. (2018). Mitra, Pradip Kumar.
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  492. How does stock market volatility react to oil shocks?. (2018). Manera, Matteo ; Bastianin, Andrea.
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  493. MODELING NONLINEAR GRANGER CAUSALITY AND CO-INTEGRATION BETWEEN GOLD PRICE RETURNS AND CRUDE OIL PRICE RETURNS. (2018). Rafi, Syed ; Tariq, Muhammad ; Ahmad, Nawaz.
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  494. MODELING NONLINEAR GRANGER CAUSALITY AND CO-INTEGRATION BETWEEN GOLD PRICE RETURNS AND CRUDE OIL PRICE RETURNS. (2018). Rafi, Syed Kashif ; Ahmad, Nawaz ; Tariq, Muhammad.
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  495. Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin.
    In: The Energy Journal.
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  496. Linkages Between Oil Price Shocks and Stock Returns Revisited. (2018). Masson, Virginie ; Doko Tchatoka, Firmin ; Parry, Sean.
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  498. RETURN AND VOLATILITY SPILLOVER BETWEEN SECTORAL STOCK AND OIL PRICE: EVIDENCE FROM PAKISTAN STOCK EXCHANGE. (2017). Malik, Muhammad Irfan ; Rashid, Abdul.
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  499. How do oil supply and demand shocks affect Asian stock markets?. (2017). Koh, Wee Chian.
    In: Macroeconomics and Finance in Emerging Market Economies.
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  500. The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests. (2017). Roca, Eduardo ; Hatemi-J, Abdulnasser ; Al Shayeb, Abdulrahman .
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  501. Research on differences of spillover effects between international crude oil price and stock markets in China and America. (2017). Li, Rui ; Ding, Zhihua ; Liu, Zhenhua ; Lv, Tao ; Wu, Jy S ; Jiang, Xin.
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  502. Dynamics of oil price shocks and stock market behavior in Pakistan: evidence from the 2007 financial crisis period. (2017). Zeb, Alam ; Saeed, Gohar ; Chen, Shihua ; Jebran, Khalil.
    In: Financial Innovation.
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  503. The impact of oil price volatility on net-oil exporter and importer countries’ stock markets. (2017). Yelkenci, Tezer ; Tun, Goke ; Aydoan, Berna.
    In: Eurasian Economic Review.
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  504. Oil price effects over individual Portuguese stock returns. (2017). Teixeira, Rui F ; Vieira, Elisabete S ; Madaleno, Mara.
    In: Empirical Economics.
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  505. Dynamic responses and tail-dependence among commodities, the US real interest rate and the dollar. (2017). Mollick, Andre ; Huang, Wanling ; Nguyen, Khoa Huu.
    In: Empirical Economics.
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  506. Examining the Dynamic and Non-linear Linkages between Crude Oil Price and Indian Stock Market Volatility. (2017). .
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  507. SHOCK AND VOLATILITY SPILLOVERS BETWEEN OIL AND SOME BALKAN STOCK MARKETS. (2017). Kurshid, Muzammil ; Uludag, Berna Kirkulak .
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  508. Identifying Price Bubble Periods in the Energy Sector. (2017). Escobari, Diego ; Sharma, Shahil.
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  509. Is the Recent Low Oil Price Attributable to the Shale Revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat.
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  510. The Impact of Oil Shocks on the Housing Market: Evidence from Canada and U.S.. (2017). Escobari, Diego ; Egly, Peter V ; Killins, Robert N.
    In: MPRA Paper.
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  511. Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. (2017). Filis, George ; Degiannakis, Stavros ; Boldanov, Rustam .
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  512. Analysing the Effect of Oil Price Shocks on Asset Prices: evidence from UK firms. (2017). Alaali, Fatema.
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  513. Divesting Fossil Fuels: The Implications for Investment Portfolios. (2017). Trinks, Arjan ; Scholtens, Bert ; Mulder, Machiel ; Dam, Lammertjan.
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  514. The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach. (2017). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
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  515. Impact of the Selected Domestic and Foreign Markets Returns on Stock Price in Iran. (2017). Shahabadi, Abolfazl ; Khezri, Mohsen ; Mowlaei, Mohammad ; Argha, Leila.
    In: Journal of Money and Economy.
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  516. Is the Recent Low Oil Price Attributable to the Shale Revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat.
    In: Discussion Paper Series.
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  517. The Zero Lower Bound and Market Spillovers: Evidence from the G7 and Norway. (2017). Serletis, Apostolos ; Kyritsis, Evangelos.
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  518. Divesting Fossil Fuels. (2017). Trinks, Arjan ; Scholtens, Bert ; Mulder, Machiel ; Dam, Lammertjan.
    In: Research Report.
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  519. The asymmetric effects of oil price on economic growth in Turkey and Saudi Arabia: new evidence from nonlinear ARDL approach. (2017). Gangopadhyay, Partha ; Mrabet, Zouhair ; Alsamara, Mouyad Kassm ; Elafif, Mohamed .
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  520. Forecasting Long-Term Crude Oil Prices Using a Bayesian Model with Informative Priors. (2017). Huh, Sung-Yoon ; Lee, Chul-Yong.
    In: Sustainability.
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  521. Historical and Variance Decomposition for Oil Price, Oil Consumption, OPEC and Non-OPEC Oil Production. (2017). Rezaei, Mehdi ; Fattahi, Shahram ; Azami, Somayeh.
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  522. Commodity Prices, Exchange Rates and Investment on Firms Value Mediated by Business Risk: A Case from Indonesian Stock Exchange. (2017). Risman, Asep ; Indrawati, Nur Khusniyah ; Sumiati, Sumiati ; Salim, Ubud.
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  523. How Do Oil Prices, Macroeconomic Factors and Policies Affect the Market for Renewable Energy?. (2017). Shah, Imran Hussain ; Morley, Bruce ; Hiles, Carlie .
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  524. On the dynamic interactions between energy and stock markets under structural shifts: Evidence from Egypt. (2017). Ahmed, Walid.
    In: Research in International Business and Finance.
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  525. Stock return predictability in emerging markets: Does the choice of predictors and models matter across countries?. (2017). Ftiti, Zied ; Hadhri, Sinda.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:39-60.

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  526. Oil price shocks and American depositary receipt stock returns. (2017). Sharma, Shahil.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:1040-1056.

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  527. Time-varying impacts of demand and supply oil shocks on correlations between crude oil prices and stock markets indices. (2017). Nadal, Raquel ; Lucena, Andre ; Szklo, Alexandre.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:1011-1020.

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  528. The behaviour of asset return and volatility spillovers in Turkey: A tale of two crises. (2017). Berke, Burcu ; Bajo-Rubio, Oscar ; McMillan, David.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:41:y:2017:i:c:p:577-589.

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  529. Oil vs. gasoline: The dark side of volatility and taxation. (2017). Chevallier, Julien ; Aboura, Sofiane.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:39:y:2017:i:pb:p:976-989.

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  530. Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?. (2017). Shahzad, Syed Jawad Hussain ; Jareño, Francisco ; Hussain, Syed Jawad ; Jareo, Francisco ; Ferrer, Roman ; Jammazi, Rania.
    In: International Review of Economics & Finance.
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  531. Metal prices and stock market performance: Is there an empirical link?. (2017). Irandoust, Manuchehr.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:52:y:2017:i:c:p:389-392.

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  532. Real options and the value of oil and gas firms: An empirical analysis. (2017). Heaney, Richard ; Sabet, Amir H.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:6:y:2017:i:c:p:50-65.

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  533. Variability in the effects of uncertainty shocks: New stylized facts from OECD countries. (2017). Choi, Sangyup.
    In: Journal of Macroeconomics.
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  534. The effects of oil price shocks on U.S. stock order flow imbalances and stock returns. (2017). Tsouknidis, Dimitris ; Savva, Christos ; Lambertides, Neophytos.
    In: Journal of International Money and Finance.
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  535. The impact of oil shocks on the housing market: Evidence from Canada and U.S. (2017). Escobari, Diego ; Egly, Peter V ; Killins, Robert N.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:93:y:2017:i:c:p:15-28.

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  536. Do oil futures prices predict stock returns?. (2017). I-Hsuan Ethan Chiang, ; Hughen, Keener W.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:79:y:2017:i:c:p:129-141.

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  537. Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Mensi, walid ; Hussain, Syed Jawad ; Hammoudeh, Shawkat.
    In: Journal of Banking & Finance.
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  538. Oil price shocks and stock returns of oil and gas corporations. (2017). Pérez de Gracia, Fernando ; Diaz, Elena Maria .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:20:y:2017:i:c:p:75-80.

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  539. Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis. (2017). Shahzad, Syed Jawad Hussain ; Umar, Zaghum ; Ballester, Laura ; Ferrer, Roman ; Hussain, Syed Jawad.
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  540. Revisiting driving factors of oil price shocks across time scales. (2017). An, Feng ; Huang, Shupei ; Wen, Shaobo.
    In: Energy.
    RePEc:eee:energy:v:139:y:2017:i:c:p:617-629.

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  541. Fuel prices impacts on stock market of metallurgical industry under the EU emissions trading system. (2017). Moreno, Blanca ; Fonseca, Ana Rosa ; Garcia-Alvarez, Maria Teresa.
    In: Energy.
    RePEc:eee:energy:v:125:y:2017:i:c:p:223-233.

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  542. Impact of oil price uncertainty on Middle East and African stock markets. (2017). Dutta, Anupam ; Rothovius, Timo ; Nikkinen, Jussi .
    In: Energy.
    RePEc:eee:energy:v:123:y:2017:i:c:p:189-197.

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  543. Influential factors in crude oil price forecasting. (2017). Miao, Hong ; Yang, Dongxiao ; Wang, Tianyang ; Ramchander, Sanjay.
    In: Energy Economics.
    RePEc:eee:eneeco:v:68:y:2017:i:c:p:77-88.

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  544. Oil and stock market momentum. (2017). Demirer, Riza ; Cheng, Chiao-Ming .
    In: Energy Economics.
    RePEc:eee:eneeco:v:68:y:2017:i:c:p:151-159.

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  545. Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei.
    In: Energy Economics.
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  546. How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell.
    In: Energy Economics.
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  547. Is the recent low oil price attributable to the shale revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:67:y:2017:i:c:p:72-82.

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  548. Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. (2017). Smyth, Russell ; Zhang, Xibin ; Silvapulle, Param ; Fenech, Jean-Pierre.
    In: Energy Economics.
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  549. Oil prices and the global economy: Is it different this time around?. (2017). Pesaran, M ; Mohaddes, Kamiar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:65:y:2017:i:c:p:315-325.

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  550. Do economic and societal factors influence the financial performance of alternative energy firms?. (2017). Gupta, Kartick.
    In: Energy Economics.
    RePEc:eee:eneeco:v:65:y:2017:i:c:p:172-182.

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  551. Diversifying away the risk of war and cross-border political crisis. (2017). , Ayman ; Nolte, Sandra ; Wisniewski, Tomasz Piotr .
    In: Energy Economics.
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  552. A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets. (2017). Raza, Syed ; Boubaker, Heni.
    In: Energy Economics.
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  553. Modelling asymmetric volatility in oil prices under structural breaks. (2017). Ewing, Bradley T ; Malik, Farooq .
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  554. The long-run price sensitivity dynamics of industrial and residential electricity demand: The impact of deregulating electricity prices. (2017). ADOM, PHILIP.
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  555. Oil shocks and stock markets revisited: Measuring connectedness from a global perspective. (2017). Zhang, Dayong.
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  556. Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data. (2017). Wohar, Mark ; GUPTA, RANGAN ; Balcilar, Mehmet.
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  557. Oil prices and stock markets: Does the effect of uncertainty change over time?. (2017). Park, Sung Y. ; Joo, Young C.
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  558. Spillovers from the oil sector to the housing market cycle. (2017). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca ; Hammoudeh, Shawkat.
    In: Energy Economics.
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  559. Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach. (2017). Salisu, Afees ; Isah, Kazeem.
    In: Economic Modelling.
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  560. Can asymmetric conditional volatility imply asymmetric tail dependence?. (2017). Kim, Jong-Min ; Jung, Hojin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:64:y:2017:i:c:p:409-418.

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  561. The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia. (2017). Huang, Shupei ; Hao, Xiaoqing ; Wen, Shaobo ; Gao, Xiangyun.
    In: Applied Energy.
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  562. Response pattern of stock returns to international oil price shocks: From the perspective of China’s oil industrial chain. (2017). Li, Qiming ; Cheng, KE ; Yang, Xiaoguang.
    In: Applied Energy.
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  563. Do oil price asymmetric effects on the stock market persist in multiple time horizons?. (2017). Sun, Xiaoqi ; Gao, Xiangyun ; An, Haizhong ; Huang, Shupei.
    In: Applied Energy.
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  564. Effects of Gasoline Price Changes on Short Term Market Behavior of Energy and Non-Energy Sector: Evidence from Saudi Arabia. (2017). Shahid, Humera ; Usman, Muhammad ; Mahmood, Faiq.
    In: International Journal of Energy Economics and Policy.
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  565. Does Oil Prices Uncertainty Affect Stock Returns in Russia: A Bivariate Generalized Autoregressive Conditional Heteroskedasticity-in-Mean Approach. (2017). Bass, Alexander.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2017-04-27.

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  566. The Dynamics of Financial and Macroeconomic Determinants in Natural Gas and Crude Oil Markets: Evidence from Organization for Economic Cooperation and Development/Gulf Cooperation Council/Organization. (2017). Karacaer-Ulusoy, Merve ; Kapusuzoglu, Ayhan .
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  567. The threshold effect of oil-price shocks on economic growth. (2017). Alimi, Nabil ; Aflouk, Nabil.
    In: Economics Bulletin.
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  568. Revisiting Crude Oil Price and Chinas Stock Market. (2017). Ding, Haoyuan ; Xie, Wenjing ; Wang, Huanhuan ; Fan, Haichao.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2017:v:18:i:1:dingfan.

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  569. Analysing the Relationship between Oil Prices and Islamic Stock Markets. (2017). Arshad, Shaista.
    In: Economic Papers.
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  570. Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study. (2017). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose.
    In: Borradores de Economia.
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  571. Crude Oil Price Volatility Spillovers and Agricultural Commodities: A Study in Time and Frequency Domains. (2017). Adrangi, Bahram ; Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun .
    In: Review of Economics & Finance.
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  572. The Impact of Petrol Prices on Stock Prices of Energy Companies: A Panel Data Analysis for Turkey. (2017). Soylemez, Seda Yavuzaslan ; Alacahan, Nur Dilbaz .
    In: EconWorld Working Papers.
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  573. Revisiting the Effect of Crude Oil Price Movements on US Stock Market Returns and Volatility. (2017). Cauvel, Michael ; Sonenshine, Ralph.
    In: Working Papers.
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  574. The Impact of Liberalization and Environmental Policy on the Financial Returns of European Energy Utilities. (2017). Premachandra, I M ; Daniel, Ivan Diaz-Rainey .
    In: The Energy Journal.
    RePEc:aen:journl:ej38-2-tulloch.

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  575. Extreme dependence between crude oil and stock markets in Asia-Pacific regions: Evidence from quantile regression. (2016). Zhu, Huiming ; Yang, Yan ; Peng, Cheng ; Huang, Hui.
    In: Economics Discussion Papers.
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  576. Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China. (2016). McAleer, Michael ; Chang, Chia-Lin ; Tian, Jiarong .
    In: Documentos de Trabajo del ICAE.
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  577. Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China. (2016). McAleer, Michael ; Chang, Chia-Lin ; Tian, Jiarong .
    In: Tinbergen Institute Discussion Papers.
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  578. Causality in EU macroeconomic variables. (2016). Kanas, Angelos ; Gkouvakis, Michalis ; Agiakloglou, Christos.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:23:y:2016:i:4:p:264-277.

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  579. Semi-parametric estimation and forecasting for exogenous log-GARCH models. (2016). Chen, Ming ; Song, Qiongxia.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:25:y:2016:i:1:p:93-112.

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  580. Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging. (2016). Wang, Yudong ; Liu, LI.
    In: Empirical Economics.
    RePEc:spr:empeco:v:50:y:2016:i:4:d:10.1007_s00181-015-0983-2.

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  581. Will the oil price change damage the stock market in a bull market? A re-examination of their conditional relationships. (2016). Chen, Sheng Tung ; Huang, Mao-Lung ; Liao, Shu-Yi.
    In: Empirical Economics.
    RePEc:spr:empeco:v:50:y:2016:i:3:d:10.1007_s00181-015-0972-5.

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  582. On the Linkage between the International Crude Oil Price and Stock Markets: Evidence from the Nordic and Other European Oil Importing and Oil Exporting Countries. (2016). Bein, murad ; Aga, Mehmet .
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2016:i:4:p:115-134.

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  583. The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Gen, Smail H.
    In: Working Papers.
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  584. How Do Different Oil Price Shocks Affect the Relationship Between Oil and Stock Markets?. (2016). Babaei Balderlou, Saharnaz ; Torki, Mahyar Ebrahimi ; Heidari, Hassan.
    In: MPRA Paper.
    RePEc:pra:mprapa:80273.

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  585. Oil Price Shocks and Stock Market Performance in Emerging Economies: Some Evidence using FAVAR Models. (2016). Naser, Hanan ; Ahmed, Abdul Rashid .
    In: MPRA Paper.
    RePEc:pra:mprapa:77868.

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  586. Oil Price Shock and Effects on Stock Markets of Emerging Economies. (2016). Chatterjee, Susmita ; Dandapat, Dhrubaranjan ; Bagchi, Bhaskar .
    In: MPRA Paper.
    RePEc:pra:mprapa:75883.

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  587. Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight. (2016). Ben Rejeb, Aymen ; Arfaoui, Mongi .
    In: MPRA Paper.
    RePEc:pra:mprapa:70452.

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  588. The infernal couple China-Oil Price and the Responses of G7 Equities: A QQ Approach. (2016). Selmi, Refk ; bouoiyour, jamal.
    In: MPRA Paper.
    RePEc:pra:mprapa:70379.

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  589. Forecasting oil price realized volatility: A new approach. (2016). Filis, George ; Degiannakis, Stavros.
    In: MPRA Paper.
    RePEc:pra:mprapa:69105.

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  590. Macroeconomic variables and oil price: evidence from Turkey. (2016). Masih, Mansur ; Khasanov, Khush.
    In: MPRA Paper.
    RePEc:pra:mprapa:110192.

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  591. Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution. (2016). Roussanov, Nikolai ; Ready, Robert ; Gilje, Erik .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22914.

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  592. Oil Curse and Finance-Growth Nexus in Malaysia: The Role of Investment. (2016). Smyth, Russell ; Lean, Hooi Hooi ; Badeeb, Ramez.
    In: Monash Economics Working Papers.
    RePEc:mos:moswps:2016-26.

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  593. On the Time Varying Relationship between Oil Price and G7 Equity index: a Multivariate Approach. (2016). Guesmi, Khaled ; Abid, Ilyes ; Fiti, Zied .
    In: European Journal of Comparative Economics.
    RePEc:liu:liucej:v:13:y:2016:i:1:p:67-79.

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  594. Impact of crude oil prices on the Bombay stock exchange. (2016). Najaf, Rabia .
    In: International Journal of Academic Research in Management and Business.
    RePEc:iap:ijarmb:v:1:y:2016:i:2:p:55-62.

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  595. Common and Fundamental Risk Factors in Shareholder Returns of Norwegian Salmon Producing Companies. (2016). Misund, BÃ¥rd.
    In: UiS Working Papers in Economics and Finance.
    RePEc:hhs:stavef:2016_017.

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  596. The Asymmetric Effects of Oil Price Shocks on the Chinese Stock Market: Evidence from a Quantile Impulse Response Perspective. (2016). Guo, Yawei ; Su, Xianfang ; Zhu, Huiming ; Ren, Yinghua.
    In: Sustainability.
    RePEc:gam:jsusta:v:8:y:2016:i:8:p:766-:d:75561.

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  597. The U.S. oil supply revolution and the global economy. (2016). Raissi, Mehdi ; Mohaddes, Kamiar.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:263.

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  598. Modelación de las dinámicas, volatilidades e interrelaciones de los rendimientos del petróleo mexicano, BRENT y WTI.. (2016). Ruiz-Porras, Antonio ; Anguiano, Javier Emmanuel .
    In: Ensayos Revista de Economia.
    RePEc:ere:journl:v:xxxv:y:2016:i:2:p:175-194.

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  599. A copula-TGARCH approach of conditional dependence between oil price and stock market index: the case of Mexico. (2016). Valdes, Arturo Lorenzo ; Vazquez, Rocio Duran ; Fraire, Leticia Armenta .
    In: Estudios Económicos.
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  600. The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Genb, Smail H.
    In: Working Papers.
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  601. Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China. (2016). McAleer, Michael ; Chang, Chia-Lin ; Tian, J.
    In: Econometric Institute Research Papers.
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  602. Analysis of the Effect of Oil Price Shock on Industry Stock Returns in Nigeria. (2016). Abeng, Magnus .
    In: EcoMod2016.
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  603. Spikes and crashes in the oil market. (2016). Chevallier, Julien ; Aboura, Sofiane.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:36:y:2016:i:c:p:615-623.

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  604. Gold, oil, and stocks: Dynamic correlations. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even ; Barunik, Jozef.
    In: International Review of Economics & Finance.
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  605. The source of stock return fluctuation in Taiwan. (2016). Liu, De-Chih .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:61:y:2016:i:c:p:77-88.

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  606. U.S. stock markets and the role of real interest rates. (2016). Mollick, Andre ; Huang, Wanling ; Nguyen, Khoa Huu .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:59:y:2016:i:c:p:231-242.

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  607. Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models. (2016). Singhal, Shelly ; Ghosh, Sajal .
    In: Resources Policy.
    RePEc:eee:jrpoli:v:50:y:2016:i:c:p:276-288.

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  608. A novel grey wave forecasting method for predicting metal prices. (2016). Chen, Yanhui ; Zhang, Chuan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:49:y:2016:i:c:p:323-331.

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  609. Steel scrap and equity market in Japan. (2016). Omura, Akihiro ; Chung, Richard ; Li, Bin ; Todorova, Neda.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:47:y:2016:i:c:p:115-124.

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  610. Volatility spillovers between oil prices and the stock market under structural breaks. (2016). Ewing, Bradley ; Malik, Farooq .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:29:y:2016:i:c:p:12-23.

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  611. Real oil prices and the international sign predictability of stock returns. (2016). Pönkä, Harri ; Ponka, Harri .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:17:y:2016:i:c:p:79-87.

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  612. Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. (2016). Filis, George ; Degiannakis, Stavros ; Boldanov, Rustam .
    In: International Review of Financial Analysis.
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  613. Oil price and stock market co-movement: What can we learn from time-scale approaches?. (2016). Guesmi, Khaled ; Ftiti, Zied ; Abid, Ilyes .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:46:y:2016:i:c:p:266-280.

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  614. Global oil market and the U.S. stock returns. (2016). Manera, Matteo ; Sadeghzadeh, Mehdi ; Ahmadi, Maryam .
    In: Energy.
    RePEc:eee:energy:v:114:y:2016:i:c:p:1277-1287.

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  615. Oil price risk exposure: A comparison of financial and non-financial subsectors. (2016). KATIRCIOGLU, SALIH ; Adaoglu, Cahit ; Shaeri, Komeil .
    In: Energy.
    RePEc:eee:energy:v:109:y:2016:i:c:p:712-723.

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  616. Dependence and risk management in oil and stock markets. A wavelet-copula analysis. (2016). Reboredo, Juan ; Jammazi, Rania.
    In: Energy.
    RePEc:eee:energy:v:107:y:2016:i:c:p:866-888.

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  617. The global interdependence among oil-equity nexuses. (2016). An, Haizhong ; Huang, Shupei ; Jia, Xiaoliang ; Wen, Shaobo ; Gao, Xiangyun.
    In: Energy.
    RePEc:eee:energy:v:107:y:2016:i:c:p:259-271.

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  618. International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear cointegration tests with unknown structural breaks. (2016). Kanjilal, Kakali ; Bondia, Ripsy ; Ghosh, Sajal .
    In: Energy.
    RePEc:eee:energy:v:101:y:2016:i:c:p:558-565.

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  619. The impacts of oil price shocks on stock market volatility: Evidence from the G7 countries. (2016). Manera, Matteo ; Bastianin, Andrea ; Conti, Francesca .
    In: Energy Policy.
    RePEc:eee:enepol:v:98:y:2016:i:c:p:160-169.

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  620. Crude oil and stock markets: Causal relationships in tails?. (2016). Park, Sung Y. ; Kim, Hyung-Gun ; Ding, Haoyuan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:59:y:2016:i:c:p:58-69.

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  621. Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model. (2016). Alsalman, Zeina .
    In: Energy Economics.
    RePEc:eee:eneeco:v:59:y:2016:i:c:p:251-260.

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  622. The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes. (2016). Bouri, Elie ; Awartani, Basel ; Maghyereh, Aktham I.
    In: Energy Economics.
    RePEc:eee:eneeco:v:57:y:2016:i:c:p:78-93.

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  623. An event study analysis of oil and gas firm acreage and reserve acquisitions. (2016). Sabet, Amir H ; Heaney, Richard.
    In: Energy Economics.
    RePEc:eee:eneeco:v:57:y:2016:i:c:p:215-227.

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  624. Oil curse and finance–growth nexus in Malaysia: The role of investment. (2016). Smyth, Russell ; Lean, Hooi Hooi ; Badeeb, Ramez.
    In: Energy Economics.
    RePEc:eee:eneeco:v:57:y:2016:i:c:p:154-165.

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  625. Oil price shocks, competition, and oil & gas stock returns — Global evidence. (2016). Gupta, Kartick.
    In: Energy Economics.
    RePEc:eee:eneeco:v:57:y:2016:i:c:p:140-153.

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  626. What the investors need to know about forecasting oil futures return volatility. (2016). Wang, Yudong ; Wu, Chongfeng ; Ma, Feng ; Liu, LI.
    In: Energy Economics.
    RePEc:eee:eneeco:v:57:y:2016:i:c:p:128-139.

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  627. The relationships between petroleum and stock returns: An asymmetric dynamic equi-correlation approach. (2016). Liu, LI ; Pan, Zhiyuan ; Wang, Yudong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:56:y:2016:i:c:p:453-463.

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  628. Asymmetric oil shocks and external balances of major oil exporting and importing countries. (2016). Sgro, Pasquale ; Rafiq, Shuddhasattwa ; Apergis, Nicholas.
    In: Energy Economics.
    RePEc:eee:eneeco:v:56:y:2016:i:c:p:42-50.

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  629. Changes in the global oil market. (2016). Osborn, Denise ; Bataa, Erdenebat ; Izzeldin, Marwan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:56:y:2016:i:c:p:161-176.

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  630. The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach. (2016). Xu, Yaqin ; Guo, Yawei ; Zhu, Huiming ; You, Wanhai.
    In: Energy Economics.
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  631. Oil price volatility and stock returns in the G7 economies. (2016). Pérez de Gracia, Fernando ; Molero, Juan Carlos ; Diaz, Elena Maria .
    In: Energy Economics.
    RePEc:eee:eneeco:v:54:y:2016:i:c:p:417-430.

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  632. Quantile dependence of oil price movements and stock returns. (2016). Ugolini, Andrea ; Reboredo, Juan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:54:y:2016:i:c:p:33-49.

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  633. Recent hikes in oil-equity market correlations: Transitory or permanent?. (2016). Li, Xiao-Ming ; Zhang, Bing.
    In: Energy Economics.
    RePEc:eee:eneeco:v:53:y:2016:i:c:p:305-315.

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  634. Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests. (2016). Kanjilal, Kakali ; Ghosh, Sajal .
    In: Energy Economics.
    RePEc:eee:eneeco:v:53:y:2016:i:c:p:111-117.

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  635. The dark side of the black gold shock onto Europe: One stocks joy is another stocks sorrow. (2016). MKAOUAR, Farid ; Abid, Ilyes ; Kaabia, Olfa.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:58:y:2016:i:c:p:642-654.

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  636. Are natural gas spot and futures prices predictable?. (2016). Smyth, Russell ; Mishra, Vinod.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:54:y:2016:i:c:p:178-186.

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  637. Volatile oil and the U.S. economy. (2016). Gormus, Alper N ; Atinc, Guclu .
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:50:y:2016:i:c:p:62-73.

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  638. Impact of fuel price fluctuations on airline stock returns. (2016). Concha, Diego ; Kristjanpoller, Werner D.
    In: Applied Energy.
    RePEc:eee:appene:v:178:y:2016:i:c:p:496-504.

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  639. Carbon Future Price Return, Oil Future Price Return and Stock Index Future Price Return in the U.S.. (2016). Wei, Ching-Chun ; Lin, Ya-Ling .
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2016-04-01.

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  640. The Effect of Crude Oil Price Moments on Socially Responsible Firms in Eurozone. (2016). Sariannidis, Nikolaos ; Billias, Ioannis ; Zafeiriou, Eleni ; Giannarakis, Grigoris.
    In: International Journal of Energy Economics and Policy.
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  641. The U.S. Oil Supply Revolution and the Global Economy. (2016). Raissi, Mehdi ; Mohaddes, Kamiar.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1605.

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  642. An empirical analysis of the relationships between crude oil, gold and stock markets. (2016). Rojas, Omar ; Coronado, Semei ; Jim, Rebeca .
    In: Papers.
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  643. Impact of Crude Oil Prices on the Bombay Stock Exchange. (2016). Najaf, Khakan .
    In: Indian Journal of Commerce and Management Studies.
    RePEc:aii:ijcmss:v:07:y:2016:i:3:p:56-59.

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  644. Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar ; Barunik, Jozef.
    In: FinMaP-Working Papers.
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  645. Modeling and forecasting crude oil price volatility: Evidence from historical and recent data. (2015). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas.
    In: FinMaP-Working Papers.
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  646. Analyzing time-frequency relationship between oil price and exchange rate in Pakistan through wavelets. (2015). Tiwari, Aviral ; Shahbaz, Muhammad ; Tahir, Mohammad Iqbal .
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:42:y:2015:i:4:p:690-704.

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  647. Responses of international stock markets to oil price surges: a regime-switching perspective. (2015). Nguyen, Duc Khuong ; Jammazi, Rania.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:41:p:4408-4422.

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  648. Volatility spillovers and macroeconomic announcements: evidence from crude oil markets. (2015). Guesmi, Khaled ; Belgacem, Aymen ; Lahiani, Amine ; Creti, Anna.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:28:p:2974-2984.

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  649. Oil prices and UK industry-level stock returns. (2015). Xu, Bing.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:25:p:2608-2627.

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  650. The response of state employment to oil price volatility. (2015). Zietz, Joachim ; Penn, David ; Kang, Wei.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:39:y:2015:i:3:p:478-500.

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  651. Oil price shocks and stock markets: testing for non-linearity. (2015). Jiménez-Rodríguez, Rebeca ; Jimenez-Rodriguez, Rebeca.
    In: Empirical Economics.
    RePEc:spr:empeco:v:48:y:2015:i:3:p:1079-1102.

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  652. Modelling Asymmetry in Oil, Gold and Stock Markets by a Hidden Cointegration Technique. - Modelli di asimmetria nel mercato del petrolio, dell’oro e nei mercati azionari attraverso una tecnica di co. (2015). Hatemi-J, Abdulnasser ; Irandoust, Manuchehr.
    In: Economia Internazionale / International Economics.
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  653. An Empirical Investigation into the Relationship of Crude Oil Price, Exchange Rate and BSE Sensex. (2015). .
    In: Bulletin of Business and Economics (BBE).
    RePEc:rfh:bbejor:v:4:y:2015:i:3:p:149-157.

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  654. US stock market regimes and oil price shocks. (2015). Filis, George ; Degiannakis, Stavros ; Angelidis, Timotheos.
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    RePEc:pra:mprapa:80436.

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  655. Oil Prices and African Stock Markets Co-movement: A Time and Frequency Analysis. (2015). Zamereith, Grakolet Arnold ; Mendy, Pierre .
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    RePEc:pra:mprapa:75852.

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  656. Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. (2015). Filis, George ; Degiannakis, Stavros ; Boldanov, Rustam .
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  657. Real oil prices and the international sign predictability of stock returns. (2015). Pönkä, Harri.
    In: MPRA Paper.
    RePEc:pra:mprapa:68330.

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  658. Revising empirical linkages between direction of Canadian stock price index movement and Oil supply and demand shocks: Artificial neural network and support vector machines approaches. (2015). DHAOUI, Abderrazak ; Audi, Mohamed ; Ahmed, Raja Ouled .
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  659. Can Oil Prices Help Predict US Stock Market Returns: An Evidence Using a DMA Approach. (2015). Naser, Hanan ; Alaali, Fatema.
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    RePEc:pra:mprapa:65295.

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  660. Islamic versus conventional stock market and its co-movement with crude oil: a wavelet analysis. (2015). Masih, Abul ; Kamarudin, Eka Azrin .
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    RePEc:pra:mprapa:65261.

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  661. Oil supply and demand shocks and stock price: Evidence for some OECD countries. (2015). SAIDI, Youssef ; DHAOUI, Abderrazak.
    In: MPRA Paper.
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  662. Oil Prices and Stock Market: A Philippine Perspective. (2015). Di, Sheevun .
    In: Business and Economic Research.
    RePEc:mth:ber888:v:5:y:2015:i:2:p:122-135.

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  663. How Does Stock Market Volatility React to Oil Shocks?. (2015). .
    In: Departmental Working Papers.
    RePEc:mil:wpdepa:2015-09.

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  664. RELATION BETWEEN RISK AND RETURN IN TUNISIAN’S STOCK MARKET AFTER THE REVOLUTION (DURING POLITICAL INSTABILITY). (2015). Hammami, Algia ; Bouri, Abdelfattah ; Ghenimi, Ameni.
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  665. RELATION BETWEEN RISK AND RETURN IN TUNISIAN’S STOCK MARKET AFTER THE REVOLUTION (DURING POLITICAL INSTABILITY). (2015). Bouri, Abdelfattah ; Ghenimi, Ameni ; Hammami, Algia.
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  666. The U.S. Oil Supply Revolution and the Global Economy. (2015). Mohaddes, Kamiar ; Raissi, Mehdi.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/259.

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  667. The dynamic correlation between energy commodities and Islamic stock market: analysis and forecasting. (2015). Derbali, Abdelkader ; Chebbi, Tarek.
    In: International Journal of Trade and Global Markets.
    RePEc:ids:ijtrgm:v:8:y:2015:i:2:p:112-126.

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  668. Reserves Replacement and Oil and Gas Company Shareholder returns. (2015). Misund, BÃ¥rd.
    In: UiS Working Papers in Economics and Finance.
    RePEc:hhs:stavef:2015_011.

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  669. Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics. (2015). Joets, Marc.
    In: Post-Print.
    RePEc:hal:journl:hal-01609889.

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  670. Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2015). Mignon, Valérie ; Allegret, Jean-Pierre ; Sallenave, Audrey.
    In: Post-Print.
    RePEc:hal:journl:hal-01385980.

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  671. Global Oil Market and the U.S. Stock Returns. (2015). Manera, Matteo ; Ahmad, Maryam ; Sadeghzadeh, Mehdi .
    In: Working Papers.
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  672. How Does Stock Market Volatility React to Oil Shocks?. (2015). Manera, Matteo ; Bastianin, Andrea.
    In: Working Papers.
    RePEc:fem:femwpa:2014.110.

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  673. Reinvestigation of Oil Price-Stock Market Nexus in Iran: A SVAR Approach. (2015). Shokri, Khashayar Seyyed ; Maboudian, Eisa.
    In: Iranian Economic Review.
    RePEc:eut:journl:v:19:y:2015:i:1:p:81.

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  674. Time-varying effect of oil market shocks on the stock market. (2015). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2015-35.

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  675. The extreme-value dependence between the crude oil price and Chinese stock markets. (2015). Chen, Qian ; Lv, Xin ; Xin Lv, .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:39:y:2015:i:c:p:121-132.

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  676. Time-varying effect of oil market shocks on the stock market. (2015). Ratti, Ronald ; Yoon, Kyung Hwan ; Kang, Wensheng .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s150-s163.

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  677. Oil prices, US stock return, and the dependence between their quantiles. (2015). Sim, Nicholas ; Zhou, Hongtao .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:55:y:2015:i:c:p:1-8.

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  678. The impact of oil price shocks on the stock market return and volatility relationship. (2015). Yoon, Kyung Hwan ; Ratti, Ronald.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:34:y:2015:i:c:p:41-54.

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  679. Oil price and stock returns of consumers and producers of crude oil. (2015). Sharma, Susan ; Narayan, Paresh ; Phan, Dinh Hoang Bach, .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:34:y:2015:i:c:p:245-262.

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  680. US stock market regimes and oil price shocks. (2015). Filis, George ; Degiannakis, Stavros ; Angelidis, Timotheos.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:28:y:2015:i:c:p:132-146.

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  681. Stock return forecasting: Some new evidence. (2015). Sharma, Susan ; Narayan, Paresh ; Phan, Dinh Hoang Bach, .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:40:y:2015:i:c:p:38-51.

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  682. Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time. (2015). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Carcel, Hector.
    In: Energy Economics.
    RePEc:eee:eneeco:v:52:y:2015:i:pa:p:240-245.

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  683. Value-at-Risk estimation of energy commodities: A long-memory GARCH–EVT approach. (2015). Mokni, Khaled ; Youssef, Manel ; Belkacem, Lotfi.
    In: Energy Economics.
    RePEc:eee:eneeco:v:51:y:2015:i:c:p:99-110.

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  684. Extreme risk spillovers between crude oil and stock markets. (2015). Du, Limin ; He, Yanan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:51:y:2015:i:c:p:455-465.

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  685. Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:51:y:2015:i:c:p:31-44.

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  686. Effects of oil price shocks on the stock market performance: Do nature of shocks and economies matter?. (2015). LE, Thai-Ha ; Chang, Youngho.
    In: Energy Economics.
    RePEc:eee:eneeco:v:51:y:2015:i:c:p:261-274.

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  687. How do U.S. stock returns respond differently to oil price shocks pre-crisis, within the financial crisis, and post-crisis?. (2015). Tsai, Chun-Li.
    In: Energy Economics.
    RePEc:eee:eneeco:v:50:y:2015:i:c:p:47-62.

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  688. Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach. (2015). Salisu, Afees ; Oloko, Tirimisiyu.
    In: Energy Economics.
    RePEc:eee:eneeco:v:50:y:2015:i:c:p:1-12.

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  689. Regime switching model of US crude oil and stock market prices: 1859 to 2013. (2015). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Energy Economics.
    RePEc:eee:eneeco:v:49:y:2015:i:c:p:317-327.

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  690. The dynamics of returns on renewable energy companies: A state-space approach. (2015). Trueck, Stefan ; Inchauspe, Julian ; Truck, Stefan ; Ripple, Ronald D..
    In: Energy Economics.
    RePEc:eee:eneeco:v:48:y:2015:i:c:p:325-335.

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  691. Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2015). Mignon, Valérie ; Allegret, Jean-Pierre ; Sallenave, Audrey.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:49:y:2015:i:c:p:232-247.

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  692. Oil price uncertainty and sectoral stock returns in China: A time-varying approach. (2015). Spagnolo, Nicola ; Menla Ali, Faek ; Caporale, Guglielmo Maria.
    In: China Economic Review.
    RePEc:eee:chieco:v:34:y:2015:i:c:p:311-321.

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  693. Sustainable Energy Development in Nigeria: Overcoming Energy Poverty. (2015). Smeets, Dieter ; Cueppers, Laura .
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2015-02-24.

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  694. How Do Oil Price Changes Affect German Stock Returns?. (2015). Smeets, Dieter ; Cueppers, Laura .
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2015-01-24.

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  695. Gold, Oil, and Stocks: Dynamic Correlations. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef.
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  696. Oil shocks, policy uncertainty and stock returns in China. (2015). Ratti, Ronald ; Kang, Wensheng .
    In: The Economics of Transition.
    RePEc:bla:etrans:v:23:y:2015:i:4:p:657-676.

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  697. Forecasting crude oil market volatility: can the Regime Switching GARCH model beat the single-regime GARCH models?. (2015). Zhang, Yue-Jun ; He, Ling-Yun ; Yao, Ting.
    In: Papers.
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  698. Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar.
    In: Papers.
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  699. Oil Price Shocks and the U.S. Stock Market: Do Sign and Size Matter?. (2015). Herrera, Ana María ; Ana, Zeina Alsalman .
    In: The Energy Journal.
    RePEc:aen:journl:ej36-3-herrera.

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  700. Gold, Oil, and Stocks. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even.
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  701. Oil Price-Macroeconomic Relationship in Australia and New Zealand: Application of a Hidden Cointegration Technique. (2014). Alom, Fardous.
    In: Institutions and Economies (formerly known as International Journal of Institutions and Economies).
    RePEc:umk:journl:v:6:y:2014:i:2:p:105-128.

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  702. Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations. (2014). Lin, Edward ; Chen, Cathy W. S. ; Cathy W. S. Chen, ; S. T. Boris Choy, ; Edward M. H. Lin, ; Cathy W. S. Chen, .
    In: Quantitative Finance.
    RePEc:taf:quantf:v:14:y:2014:i:7:p:1297-1313.

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  703. Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; El Montasser, Ghassen ; Ajmi, Ahdi Noomen ; El-Montasser, Ghassen .
    In: Applied Economics.
    RePEc:taf:applec:v:46:y:2014:i:18:p:2167-2177.

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  704. The direct and indirect effects of oil shocks on energy related stocks. (2014). Zhang, Dayong ; Broadstock, David ; Wang, Rui.
    In: Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS).
    RePEc:sur:seedps:146.

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  705. Does Oil Price Uncertainty Matter for Stock Returns in South Africa?. (2014). Aye, Goodness C..
    In: Working Papers.
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  706. The effects of oil price shocks on stock market volatility: Evidence from European data. (2014). Filis, George ; Degiannakis, Stavros ; Kizys, Renatas.
    In: MPRA Paper.
    RePEc:pra:mprapa:96296.

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  707. Links Between Commodity Futures And Stock Market: Diversification Benefits, Financialization And Financial Crises. (2014). Ulusoy, Veysel ; demiralay, sercan.
    In: MPRA Paper.
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  708. Testing for weak-form efficiency of Crude Palm Oil Spot and Futures Markets: New Evidence from a GARCH Unit Root Test with Multiple Structural Breaks. (2014). Smyth, Russell ; Lean, Hooi Hooi.
    In: MPRA Paper.
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  709. Does Indian Stock Market Provide Diversification Benefits Against Oil Price Shocks? A Sectoral Analysis. (2014). Masih, Abul ; Ali, Mohsin.
    In: MPRA Paper.
    RePEc:pra:mprapa:58828.

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  710. Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds. (2014). Chang, Chia-Lin ; Ke, Yu-Pei .
    In: MPRA Paper.
    RePEc:pra:mprapa:57625.

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  711. Does oil price uncertainty transmit to the Thai stock market?. (2014). Jiranyakul, Komain.
    In: MPRA Paper.
    RePEc:pra:mprapa:57395.

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  712. Does oil price uncertainty transmit to the Thai stock market?. (2014). Jiranyakul, Komain .
    In: MPRA Paper.
    RePEc:pra:mprapa:57350.

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  713. Does oil price uncertainty transmit to the Thai stock market?. (2014). Jiranyakul, Komain .
    In: MPRA Paper.
    RePEc:pra:mprapa:57262.

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  714. Oil price shocks and GCC capital markets: who drives whom?. (2014). Rizvi, Syed Aun R. ; Masih, Abul.
    In: MPRA Paper.
    RePEc:pra:mprapa:56993.

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  715. Correlation between Islamic stock and Commodity markets: An investigation into the impact of financial crisis and financialization of commodity markets. (2014). Masih, Abul ; Khan, Aftab .
    In: MPRA Paper.
    RePEc:pra:mprapa:56979.

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  716. Does oil price uncertainty transmit to the Thai stock market?. (2014). Jiranyakul, Komain.
    In: MPRA Paper.
    RePEc:pra:mprapa:56527.

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  717. Stock markets and energy prices. (2014). Basher, Syed ; Abul, Basher Syed .
    In: MPRA Paper.
    RePEc:pra:mprapa:53863.

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  718. Unit root properties of natural gas spot and futures prices: The relevance of heteroskedasticity in high frequency data. (2014). Smyth, Russell ; Mishra, Vinod.
    In: Monash Economics Working Papers.
    RePEc:mos:moswps:2014-20.

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  719. Volatility Spillover between Oil and Stock Market Returns. (2014). Ramachandran, M ; Paul, Sunil ; ANAND, B.
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  720. Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries. (2014). Filis, George ; Chatziantoniou, Ioannis.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:42:y:2014:i:4:p:709-729.

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  721. Measuring contagion effects between crude oil and OECD stock markets. (2014). Guesmi, Khaled ; Fattoum, Salma.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-90.

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  722. Responses of international stock markets to oil price surges: a regimeswitching perspective. (2014). Nguyen, Duc Khuong ; Jammazi, Rania.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-80.

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  723. Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period. (2014). Nguyen, Duc Khuong ; El Montasser, Ghassen ; Ajmi, Ahdi Noomen ; Hammoudeh, Shawkat.
    In: Working Papers.
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  724. Asymmetric and nonlinear passthrough of crude oil prices to gasoline and natural gas prices. (2014). Atil, Ahmed .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-569.

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  725. Instabilities in the relationships and hedging strategies between crude oil and US stock markets: do long memory and asymmetry matter?. (2014). Aloui, Chaker.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-549.

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  726. Testing for asymmetric causality from U.S. equity returns to commodity futures returns. (2014). Uddin, Gazi Salah.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-545.

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  727. Volatility spillovers and macroeconomic announcements: evidence from crude oil markets. (2014). Lahiani, Amine ; Guesmi, Khaled ; Belgacem, Aymen ; Creti, Anna.
    In: Working Papers.
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  728. Oil prices impact on stock markets: what we learned for the case of oil exporting countries?. (2014). GUESMI, Khaled ; Fattoum, Salma.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-443.

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  729. Gauging the nonstationarity and asymmetries in the oil-stock price links: a multivariate analysis. (2014). GUESMI, Khaled ; Boubaker, Heni.
    In: Working Papers.
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  730. The time scale behavior of oil-stock relationships: what we learn from the ASEAN-5 countries. (2014). Uddin, Gazi Salah.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-441.

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  731. Conditional Correlations and Volatility Spillovers between Crude Oil and Oil- exporting and importing countries. (2014). GUESMI, Khaled ; Abid, Ilyes ; Kaabia, Olfa.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-334.

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  732. Oil Price and Financial Markets: Multivariate Dynamic Frequency Analysis. (2014). Guesmi, Khaled ; Creti, Anna ; Ftiti, Zied.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-121.

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  733. Measuring contagion effects between crude oil and OECD stock markets. (2014). GUESMI, Khaled ; Fattoum, Salma.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-090.

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  734. Evaluation of the profitability of companies financed by venture capital (CVC) listed on the French market. (2014). Moschetto, Bruno-Laurent ; Khalfallah, Moez .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-085.

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  735. Responses of international stock markets to oil price surges: a regimeswitching perspective. (2014). .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-080.

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  736. Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period. (2014). el Montasser, Ghassen ; Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-079.

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  737. Conditional Correlations and Volatility Spillovers between Oil Price and OECD Stock index: a Multivariate Analysis. (2014). GUESMI, Khaled ; Creti, Anna ; Abid, Ilyes .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-065.

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  738. Volatility spillovers and macroeconomic announcements evidence from crude oil markets. (2014). GUESMI, Khaled ; Lahiani, Amine ; Creti, Anna.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-050.

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  739. Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices. (2014). Nguyen, Duc Khuong ; Lahiani, Amine ; Atil, Ahmed .
    In: Post-Print.
    RePEc:hal:journl:halshs-01022598.

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  740. The Impact of Oil Price Fluctuations on the Sudanese Stock Market Performance. (2014). Zakaria, Suliman .
    In: Working Papers.
    RePEc:erg:wpaper:887.

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  741. The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship. (2014). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2014-71.

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  742. A view to the long-run dynamic relationship between crude oil and the major asset classes. (2014). Turhan, Ibrahim ; Sensoy, Ahmet ; Ozturk, Kevser ; Hacihasanoglu, Erk ; Åžensoy, Ahmet.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:33:y:2014:i:c:p:286-299.

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  743. Oil shocks, stock market prices, and the U.S. dividend yield decomposition. (2014). Chortareas, Georgios ; Noikokyris, Emmanouil .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:29:y:2014:i:c:p:639-649.

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  744. The impact of oil price shocks on the large emerging countries stock prices: Evidence from China, India and Russia. (2014). Fang, Chung-Rou ; You, Shih-Yi .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:29:y:2014:i:c:p:330-338.

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  745. Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns. (2014). Zhu, Hui-Ming ; Li, Sufang .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:29:y:2014:i:c:p:208-223.

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  746. Wavelet-based evidence of the impact of oil prices on stock returns. (2014). Reboredo, Juan ; Rivera-Castro, Miguel A..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:29:y:2014:i:c:p:145-176.

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  747. How does public information affect the frequency of trading in airline stocks?. (2014). Nowak, Sylwia ; Anderson, Heather.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:44:y:2014:i:c:p:26-38.

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  748. Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?. (2014). Nguyen, Duc Khuong ; Chkili, Walid ; Aloui, Chaker.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:33:y:2014:i:c:p:354-366.

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  749. Volatility transmission between energy-related asset classes. (2014). Soytas, Ugur ; Gormus, Alper N. ; Diltz, David J..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:25:y:2014:i:3:p:246-259.

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  750. Oil price and financial markets: Multivariate dynamic frequency analysis. (2014). Guesmi, Khaled ; Ftiti, Zied ; Creti, Anna.
    In: Energy Policy.
    RePEc:eee:enepol:v:73:y:2014:i:c:p:245-258.

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  751. Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices. (2014). Nguyen, Duc Khuong ; Lahiani, Amine ; Atil, Ahmed .
    In: Energy Policy.
    RePEc:eee:enepol:v:65:y:2014:i:c:p:567-573.

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  752. Jump processes in natural gas markets. (2014). Wilmot, Neil ; Mason, Charles.
    In: Energy Economics.
    RePEc:eee:eneeco:v:46:y:2014:i:s1:p:s69-s79.

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  753. Oil price shocks in a data-rich environment. (2014). Aastveit, Knut Are.
    In: Energy Economics.
    RePEc:eee:eneeco:v:45:y:2014:i:c:p:268-279.

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  754. 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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  755. The differential effects of oil demand and supply shocks on the global economy. (2014). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul.
    In: Energy Economics.
    RePEc:eee:eneeco:v:44:y:2014:i:c:p:113-134.

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  756. Daily seasonality in crude oil returns and volatilities. (2014). Auer, Benjamin R..
    In: Energy Economics.
    RePEc:eee:eneeco:v:43:y:2014:i:c:p:82-88.

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  757. The relationship between energy and equity markets: Evidence from volatility impulse response functions. (2014). Wohar, Mark ; Olson, Eric ; Vivian, Andrew J..
    In: Energy Economics.
    RePEc:eee:eneeco:v:43:y:2014:i:c:p:297-305.

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  758. Oil price shocks and stock market returns: Evidence for some European countries. (2014). Pérez de Gracia, Fernando ; Cuñado, Juncal ; Cunado, Juncal.
    In: Energy Economics.
    RePEc:eee:eneeco:v:42:y:2014:i:c:p:365-377.

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  759. Oil price fluctuation, volatility spillover and the Ghanaian equity market: Implication for portfolio management and hedging effectiveness. (2014). Lin, Boqiang ; Wesseh, Presley K. ; Appiah, Michael Owusu .
    In: Energy Economics.
    RePEc:eee:eneeco:v:42:y:2014:i:c:p:172-182.

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  760. Oil price risk exposure: The case of the U.S. Travel and Leisure Industry. (2014). Juhabi, Eid ; Mohanty, Sunil ; Nandha, Mohan ; Habis, Essam .
    In: Energy Economics.
    RePEc:eee:eneeco:v:41:y:2014:i:c:p:117-124.

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  761. Energy price transmissions during extreme movements. (2014). Joëts, Marc ; Joets, Marc.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:40:y:2014:i:c:p:392-399.

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  762. Return and volatility transmission between oil prices and oil-exporting and oil-importing countries. (2014). Guesmi, Khaled ; Fattoum, Salma.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:38:y:2014:i:c:p:305-310.

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  763. Oil price risk in the Spanish stock market: An industry perspective. (2014). Escribano Sotos, Francisco ; Escribano-Sotos, Francisco ; Ferrer-Lapea, Roman ; Moya-Martinez, Pablo .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:37:y:2014:i:c:p:280-290.

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  764. Extreme value statistics and recurrence intervals of NYMEX energy futures volatility. (2014). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:36:y:2014:i:c:p:8-17.

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  765. Volatility spillovers between the oil market and the European Union carbon emission market. (2014). Reboredo, Juan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:36:y:2014:i:c:p:229-234.

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  766. Volatility Transmissions between Oil Prices and Emerging Market Sectors: Implications for Portfolio Management and Hedging Strategies. (2014). demiralay, sercan ; Gencer, Hatice Gaye.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2014-03-13.

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  767. Conditional Correlations and Volatility Links Among Gold, Oil and Istanbul Stock Exchange Sector Returns. (2014). Kilic, Erdem ; Gencer, Hatice Gaye.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2014-01-16.

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  768. The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach. (2014). Guesmi, Khaled ; Fattoum, Salma.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-13-00576.

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  769. Jump Processes in Natural Gas Markets. (2014). Wilmot, Neil ; Mason, Charles.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4604.

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  770. THE CONTINUOUS WAVELET TRANSFORM: MOVING BEYOND UNI- AND BIVARIATE ANALYSIS. (2014). Aguiar-Conraria, Luís ; Soares, Maria Joana.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:28:y:2014:i:2:p:344-375.

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  771. FORECASTING CRUDE OIL PRICE MOVEMENTS WITH OIL-SENSITIVE STOCKS. (2014). Chen, Shiu-Sheng.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:52:y:2014:i:2:p:830-844.

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  772. Gold, Oil, and Stocks. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef.
    In: Papers.
    RePEc:arx:papers:1308.0210.

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  773. The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data. (2014). Filis, George ; Degiannakis, Stavros ; Stavros Degiannakis, George Filis,, ; Kizys, Renatas.
    In: The Energy Journal.
    RePEc:aen:journl:ej35-1-03.

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  774. Extreme Dependence between Crude Oil and the Stock Markets in China: A Sector. (2013). Zhao, Jing ; He, Yanan.
    In: Working Papers.
    RePEc:wyi:wpaper:002210.

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  775. The Turkish Stock Market Integration with Oil Prices: Cointegration Analysis with Unknown Regime Shifts. (2013). Cagli, Efe ; aala, Efe aalar ; Hala, Umut ; Takan, Fatma Dilvin .
    In: Panoeconomicus.
    RePEc:voj:journl:v:60:y:2013:i:4:p:499-513.

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  776. The Relationships Among Stocks, Bonds and Gold: Safe Haven, Hedge or Neither?. (2013). Lin, Chi-Tai ; Huang, Chien-Ming .
    In: Diversity, Technology, and Innovation for Operational Competitiveness: Proceedings of the 2013 International Conference on Technology Innovation and I.
    RePEc:tkp:tiim13:s2_164-180.

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  777. Sectoral stock return sensitivity to oil price changes: a double-threshold FIGARCH model. (2013). Odusami, Babatunde ; Mansur, Iqbal ; Elyasiani, Elyas.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:13:y:2013:i:4:p:593-612.

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  778. Economic significance of oil price changes on Russian and Chinese stock markets. (2013). Soucek, Michael ; Todorova, Neda.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:23:y:2013:i:7:p:561-571.

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  779. Return, Volatility and Risk Spillover from Oil Prices and the US Dollar Exchange Rate to the Indian Industrial Sectors. (2013). Kumar, Dilip.
    In: Margin: The Journal of Applied Economic Research.
    RePEc:sae:mareco:v:7:y:2013:i:1:p:61-91.

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  780. A Study of Intercept Adjusted Markov Switching Vector Autoregressive Model in Economic Time Series Data. (2013). Sek, Siok Kun ; Ismail, Mohd Tahir ; Wai, Seuk.
    In: Information Management and Business Review.
    RePEc:rnd:arimbr:v:5:y:2013:i:8:p:379-384.

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  781. Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment. (2013). Floros, Christos ; Filis, George ; Degiannakis, Stavros.
    In: MPRA Paper.
    RePEc:pra:mprapa:96298.

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  782. Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment. (2013). Floros, Christos ; Filis, George ; Degiannakis, Stavros.
    In: MPRA Paper.
    RePEc:pra:mprapa:80495.

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  783. Stock market and crude oil relationship: A wavelet analysis. (2013). Masih, Abul ; shafaai, Shafizal .
    In: MPRA Paper.
    RePEc:pra:mprapa:62363.

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  784. Forecasting Crude Oil Price Movements with Oil-Sensitive Stocks. (2013). Chen, Shiu-Sheng.
    In: MPRA Paper.
    RePEc:pra:mprapa:49240.

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  785. Oil Price Shocks and Volatility in Australian Stock Returns ‎. (2013). Ratti, Ronald ; Hasan, Zahid M..
    In: MPRA Paper.
    RePEc:pra:mprapa:49043.

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  786. Oil shocks, policy uncertainty and stock market return. (2013). Ratti, Ronald.
    In: MPRA Paper.
    RePEc:pra:mprapa:49008.

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  787. Analyzing Time-Frequency Relationship between Oil Price and Exchange Rate in Pakistan through Wavelets. (2013). Tiwari, Aviral ; Shahbaz, Muhammad ; Tahir, Mohammad Iqbal .
    In: MPRA Paper.
    RePEc:pra:mprapa:48086.

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  788. Does the price of oil interact with clean energy prices in the stock market?. (2013). Okimoto, Tatsuyoshi ; Managi, Shunsuke.
    In: MPRA Paper.
    RePEc:pra:mprapa:46067.

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  789. Relationships among Energy Price Shocks, Stock Market, and the Macroeconomy: Evidence from China. (2013). Cong, Rong-Gang ; Shen, Shaochuan.
    In: MPRA Paper.
    RePEc:pra:mprapa:112211.

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  790. Oil and stock market activity when prices go up and down: the case of the oil and gas industry. (2013). Bugshan, Turki ; Al-Khyal, Tawfeek ; Mohanty, Sunil ; Akhigbe, Aigbe.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:41:y:2013:i:2:p:253-272.

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  791. Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics. (2013). Jots, Marc .
    In: Working Papers.
    RePEc:ipg:wpaper:31.

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  792. Energy price transmissions during extreme movements. (2013). Jots, Marc .
    In: Working Papers.
    RePEc:ipg:wpaper:28.

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  793. Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics. (2013). Joets, Marc.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-31.

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  794. Energy price transmissions during extreme movements. (2013). Joets, Marc.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-28.

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  795. Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics. (2013). Joets, Marc.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-031.

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  796. Energy price transmissions during extreme movements. (2013). Jeunet, Jully ; Joets, Marc.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-028.

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  797. The Economic Impact of Oil on Industry Portfolios. (2013). Casassus, Jaime ; Higuera, Freddy .
    In: Documentos de Trabajo.
    RePEc:ioe:doctra:433.

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  798. Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries. (2013). Guesmi, Khaled ; Creti, Anna ; Ftiti, Zied.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00822070.

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  799. On the relationship between world oil prices and GCC stock markets. (2013). Nguyen, Duc Khuong ; AROURI, Mohamed ; Jouini, Jamel ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
    In: Working Papers.
    RePEc:hal:wpaper:hal-00798037.

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  800. Heterogeneous Beliefs, Regret, and Uncertainty: The Role of Speculation in Energy Price Dynamics. (2013). Joëts, Marc ; Joets, Marc.
    In: Working Papers.
    RePEc:fem:femwpa:2013.32.

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  801. The Impact of Oil Prices on Sectoral Returns: An Empirical Analysis from Borsa Istanbul. (2013). demiralay, sercan ; Gencer, Gaye .
    In: EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey.
    RePEc:eyd:cp2013:245.

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  802. Return and volatility interaction between oil prices and stock markets in Saudi Arabia. (2013). JOUINI, Jamel.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:35:y:2013:i:6:p:1124-1144.

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  803. Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries. (2013). Yang, Li ; Wu, Chongfeng ; Wang, Yudong.
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:41:y:2013:i:4:p:1220-1239.

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  804. Does the price of oil interact with clean energy prices in the stock market?. (2013). Okimoto, Tatsuyoshi ; Managi, Shunsuke.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:27:y:2013:i:c:p:1-9.

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  805. Oil shocks, policy uncertainty and stock market return. (2013). Ratti, Ronald.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:26:y:2013:i:c:p:305-318.

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  806. Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment. (2013). Floros, Christos ; Filis, George ; Degiannakis, Stavros.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:26:y:2013:i:c:p:175-191.

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  807. Oil and stock returns: Frequency domain evidence. (2013). Ciner, Cetin .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:23:y:2013:i:c:p:1-11.

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  808. The impact of global oil price shocks on the Lebanese stock market. (2013). Dagher, Leila ; El Hariri, Sadika .
    In: Energy.
    RePEc:eee:energy:v:63:y:2013:i:c:p:366-374.

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  809. Persistence in crude oil spot and futures prices. (2013). Ozdemir, Zeynel ; Ekinci, Cagdas ; Gokmenoglu, Korhan .
    In: Energy.
    RePEc:eee:energy:v:59:y:2013:i:c:p:29-37.

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  810. Jump dynamics in the relationship between oil prices and the stock market: Evidence from Nigeria. (2013). Fowowe, Babajide .
    In: Energy.
    RePEc:eee:energy:v:56:y:2013:i:c:p:31-38.

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  811. The impact of peak oil on tourism in Spain: An input–output analysis of price, demand and economy-wide effects. (2013). van den Bergh, Jeroen ; Logar, Ivana ; van den Bergh, Jeroen C. J. M., .
    In: Energy.
    RePEc:eee:energy:v:54:y:2013:i:c:p:155-166.

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  812. Crude oil–corn–ethanol – nexus: A contextual approach. (2013). McKenzie, Andrew M. ; Natanelov, Valeri ; van Huylenbroeck, Guido.
    In: Energy Policy.
    RePEc:eee:enepol:v:63:y:2013:i:c:p:504-513.

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  813. Does the source of oil price shocks matter for South African stock returns? A structural VAR approach. (2013). GUPTA, RANGAN ; Modise, Mampho P..
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:825-831.

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  814. The effects of terrorism and war on the oil price–stock index relationship. (2013). Papadamou, Stephanos ; KYRTSOU, Catherine ; Kollias, Christos.
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:743-752.

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  815. Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach. (2013). Soucek, Michael ; Souek, Michael ; Todorova, Neda.
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:586-597.

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  816. Crude oil, equity and gold futures open interest co-movements. (2013). Soucek, Michael ; Souek, Michael .
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:306-315.

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  817. The causal nexus between oil prices and equity market in the U.S.: A regime switching model. (2013). Ozdemir, Zeynel ; Balcilar, Mehmet.
    In: Energy Economics.
    RePEc:eee:eneeco:v:39:y:2013:i:c:p:271-282.

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  818. A time-varying copula approach to oil and stock market dependence: The case of transition economies. (2013). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Aloui, Riadh.
    In: Energy Economics.
    RePEc:eee:eneeco:v:39:y:2013:i:c:p:208-221.

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  819. Does crude oil price play an important role in explaining stock return behavior?. (2013). Yu, Shih-Ti ; Chang, Kuang-Liang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:39:y:2013:i:c:p:159-168.

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  820. Assessing the impact of oil returns on emerging stock markets: A panel data approach for ten Central and Eastern European Countries. (2013). Asteriou, Dimitrios ; Bashmakova, Yuliya .
    In: Energy Economics.
    RePEc:eee:eneeco:v:38:y:2013:i:c:p:204-211.

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  821. Oil price asymmetric effects: Answering the puzzle in international stock markets. (2013). Veiga, Helena ; Ramos, Sofia.
    In: Energy Economics.
    RePEc:eee:eneeco:v:38:y:2013:i:c:p:136-145.

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  822. On the links between stock and commodity markets volatility. (2013). Mignon, Valérie ; Joëts, Marc ; Creti, Anna ; Joets, Marc.
    In: Energy Economics.
    RePEc:eee:eneeco:v:37:y:2013:i:c:p:16-28.

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  823. Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries. (2013). Awartani, Basel ; Maghyereh, Aktham Issa .
    In: Energy Economics.
    RePEc:eee:eneeco:v:36:y:2013:i:c:p:28-42.

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  824. The high-frequency asymmetric response of stock returns to monetary policy for high oil price events. (2013). Tsai, Chun-Li.
    In: Energy Economics.
    RePEc:eee:eneeco:v:36:y:2013:i:c:p:166-176.

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  825. Conditional correlations and volatility spillovers between crude oil and stock index returns. (2013). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:25:y:2013:i:c:p:116-138.

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  826. An asymmetric analysis of the relationship between oil prices and output: The case of Turkey. (2013). Önder, A. Özlem ; catik, nazif ; atak, Nazif A..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:884-892.

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  827. Stock markets in GCC countries and global factors: A further investigation. (2013). JOUINI, Jamel.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:31:y:2013:i:c:p:80-86.

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  828. Testing for Granger causality in distribution tails: An application to oil markets integration. (2013). Tokpavi, Sessi ; Joëts, Marc ; Candelon, Bertrand ; Joets, Marc.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:31:y:2013:i:c:p:276-285.

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  829. The relationship between Market Size, Inflation and Energy. (2013). Behname, Mehdi.
    In: Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016).
    RePEc:eac:articl:17/12.

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  830. Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries. (2013). Guesmi, Khaled ; Creti, Anna ; Ftiti, Zied.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2013-11.

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  831. On the links between stock and commodity markets volatility. (2013). Creti, Anna ; Mignon, Valerie ; Joets, Marc.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/14980.

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  832. ¿Tiene un Impacto el Precio de las Materias Primas Sobre las Bolsas de América Latina?. (2013). Muñoz Saavedra, Ercio ; Ercio Muñoz S., ; Siravegna, Mariel C..
    In: Notas de Investigación Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchni:v:16:y:2013:i:3:p:102-118.

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  833. Oil price shocks and stock market volatility: evidence from European data. (2013). Filis, George ; Degiannakis, Stavros ; Kizys, Renatas.
    In: Working Papers.
    RePEc:bog:wpaper:161.

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  834. Oil Price Shocks and Volatility in Australian Stock Returns. (2013). Ratti, Ronald ; Hasan, Zahid M..
    In: The Economic Record.
    RePEc:bla:ecorec:v:89:y:2013:i::p:67-83.

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  835. Heterogeneous Beliefs, Regret, and Uncertainty: The Role of Speculation in Energy Price Dynamics. (2013). Joets, Marc.
    In: Energy: Resources and Markets.
    RePEc:ags:feemer:148918.

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  836. Oil Price Shocks and the Stock Market: Evidence from Japan. (2013). Xu, Bing ; Wang, Jiayue ; Abhay Abhyankar, Bing Xu,, .
    In: The Energy Journal.
    RePEc:aen:journl:ej34-2-07.

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  837. Jump Processes in the Market for Crude Oil. (2013). Wilmot, Neil ; Mason, Charles.
    In: The Energy Journal.
    RePEc:aen:journl:ej34-1-02.

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  838. Oil Shocks and their Impact on Energy Related Stocks in China. (2012). Zhang, Dayong ; Broadstock, David ; Cao, Hong.
    In: Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS).
    RePEc:sur:seedps:137.

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  839. DAMPAK FLUKTUASI HARGA MINYAK DUNIA TERHADAP PEREKONOMIAN INDONESIA. (2012). Nizar, Muhammad.
    In: MPRA Paper.
    RePEc:pra:mprapa:65601.

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  840. Reverse Globalization: Does High Oil Price Volatility Discourage International Trade?. (2012). Chen, Shiu-Sheng ; Hsu, Kai-Wei .
    In: MPRA Paper.
    RePEc:pra:mprapa:36182.

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  841. The impact of global oil price shocks on the Lebanese stock market. (2012). Dagher, Leila ; el Hariri, Sadika.
    In: MPRA Paper.
    RePEc:pra:mprapa:116123.

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  842. On the Relationship between World Oil Prices and GCC Stock Markets. (2012). Nguyen, Duc Khuong ; AROURI, Mohamed ; Le, Nhu Tuyen ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, ; Jouini, Jamel.
    In: Journal of Quantitative Economics.
    RePEc:jqe:jqenew:v:10:y:2012:i:1:p:98-120.

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  843. Asymmetric Fractionally Integrated Volatility Modelling of Asian Equity Markets under the Subprime Mortgage Crisis. (2012). cheong, chin ; Nurul Afidah Mohmad Yusof, ; Lai, Ng Sew ; Ying, Khor Chia .
    In: Journal of Quantitative Economics.
    RePEc:jqe:jqenew:v:10:y:2012:i:1:p:70-84.

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  844. Analysis of Extreme Dependence Between Istanbul Stock Exchange and Oil Returns. (2012). Unal, Gozde ; Korman, Derya .
    In: The International Journal of Business and Finance Research.
    RePEc:ibf:ijbfre:v:6:y:2012:i:4:p:113-124.

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  845. Mood-misattribution effect on energy markets: a biorhythm approach. (2012). Joets, Marc.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141071.

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  846. Testing for crude oil markets globalization during extreme price movements. (2012). Tokpavi, Sessi ; Joets, Marc ; Candelon, Bertrand.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141065.

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  847. Energy price transmissions during extreme movements. (2012). Joets, Marc.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141047.

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  848. On the links between stock and commodity markets volatility. (2012). Mignon, Valerie ; Joets, Marc ; Creti, Anna.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141042.

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  849. A review on utilisation of biomass from rice industry as a source of renewable energy. (2012). Hashim, Haslenda ; Manan, Zainuddin Abdul ; Wan Alwi, Sharifah Rafidah, ; Lim, Jeng Shiun.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:16:y:2012:i:5:p:3084-3094.

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  850. The effect of 107th OPEC Ordinary Meeting on oil prices and economic performances in Japan. (2012). Hanabusa, Kunihiro.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:16:y:2012:i:3:p:1666-1672.

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  851. Co-movement of oil and stock prices in the GCC region: A wavelet analysis. (2012). Akoum, Ibrahim ; Omran, Mohammed ; Graham, Michael ; Nikkinen, Jussi ; Kivihaho, Jarno .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:4:p:385-394.

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  852. The value of fiscal discipline for oil-exporting countries. (2012). Pieschacon, Anamaria ; Pieschacn, Anamara .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:59:y:2012:i:3:p:250-268.

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  853. Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam. (2012). NGUYEN, CUONG ; Bhatti, Ishaq M..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:4:p:758-773.

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  854. Cross dynamics of oil-stock interactions: A redundant wavelet analysis. (2012). JAMMAZI, RANIA.
    In: Energy.
    RePEc:eee:energy:v:44:y:2012:i:1:p:750-777.

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  855. Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach. (2012). JAMMAZI, RANIA.
    In: Energy.
    RePEc:eee:energy:v:37:y:2012:i:1:p:430-454.

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  856. Biodiesel as a motor fuel price stabilization mechanism. (2012). serra, teresa ; Gil, Jose M..
    In: Energy Policy.
    RePEc:eee:enepol:v:50:y:2012:i:c:p:689-698.

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  857. Asymmetric impacts of international energy shocks on macroeconomic activities. (2012). Hu, Jin-Li ; Lin, Cheng-Hsun ; Yeh, Fang-Yu .
    In: Energy Policy.
    RePEc:eee:enepol:v:44:y:2012:i:c:p:10-22.

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  858. Oil prices and stock market in China: A sector analysis using panel cointegration with multiple breaks. (2012). Zhu, Hui-Ming ; Li, Su-Fang ; Yu, Keming.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:6:p:1951-1958.

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  859. 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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  860. Reverse globalization: Does high oil price volatility discourage international trade?. (2012). Chen, Shiu-Sheng ; Hsu, Kai-Wei .
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:5:p:1634-1643.

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  861. Oil price shocks and transportation firm asset prices. (2012). Aggarwal, Raj ; Akhigbe, Aigbe ; Mohanty, Sunil K..
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:5:p:1370-1379.

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  862. Oil price movements and stock markets revisited: A case of sector stock price indexes in the G-7 countries. (2012). Lee, Bi-Juan ; Yang, Chin Wei ; Huang, Bwo-Nung .
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:5:p:1284-1300.

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  863. Oil price shocks and European industries. (2012). Scholtens, Bert ; Yurtsever, Cenk .
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:4:p:1187-1195.

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  864. 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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  865. 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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  866. Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis. (2012). Matsuda, Akimi ; Managi, Shunsuke ; Kumar, Surender.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:1:p:215-226.

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  867. Assessing the impacts of oil price fluctuations on stock returns in emerging markets. (2012). Nguyen, Duc Khuong ; Aloui, Chaker ; Njeh, Hassen .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2686-2695.

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  868. Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis. (2012). Wang, Yudong ; Wu, Chongfeng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2289-2297.

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  869. 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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  870. Oil and S&P 500 Markets: Evidence from the Nonlinear Model. (2012). Hao, Fang ; Lee, Yen-Hsien.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2012-03-5.

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  871. Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration?. (2012). Nguyen, Duc Khuong ; JAWADI, Fredj ; AROURI, Mohamed.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-12-00201.

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  872. On the links between stock and commodity markets volatility. (2012). Mignon, Valérie ; Joëts, Marc ; Creti, Anna ; Joets, Marc.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2012-42.

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  873. Energy price transmissions during extreme movements. (2012). Joëts, Marc ; Joets, Marc.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2012-38.

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  874. Testing for crude oil markets globalization during extreme price movements. (2012). Tokpavi, Sessi ; Joëts, Marc ; Candelon, Bertrand.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2012-28.

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  875. Mood-misattribution effect on energy markets: a biorhythm approach. (2012). Joëts, Marc.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2012-24.

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  876. Asymmetric long-run effects in the oil industry. (2012). Veiga, Helena ; Ramos, Sofia ; Wang, Chih-Wei.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws120502.

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  877. Oil Price Shocks and Gold Returns. (2012). Le, Thai-Ha ; Chang, Youngho.
    In: Economie Internationale.
    RePEc:cii:cepiei:2012-q3-131-4.

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  878. On the links between stock and commodity markets volatility. (2012). Mignon, Valérie ; Joëts, Marc ; Creti, Anna ; Joets, Marc.
    In: Working Papers.
    RePEc:cii:cepidt:2012-20.

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  879. Extreme value statistics and recurrence intervals of NYMEX energy futures volatility. (2012). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie.
    In: Papers.
    RePEc:arx:papers:1211.5502.

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  880. Biodiesel as a motor fuel price stabilization mechanism. (2012). serra, teresa ; Gil, Jose Maria.
    In: 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil.
    RePEc:ags:iaae12:126056.

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  881. The volatility of world crude oil prices. (2011). Kuncoro, Haryo.
    In: Economic Journal of Emerging Markets.
    RePEc:uii:journl:v:3:y:2011:i:1:p:1-15.

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  882. Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2011). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1134.

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  883. Testing for Linear and Nonlinear Causality between Crude Oil Price Changes and Stock Market Returns. (2011). Anoruo, Emmanuel.
    In: International Journal of Business and Economic Sciences Applied Research (IJBESAR).
    RePEc:tei:journl:v:4:y:2011:i:3:p:75-92.

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  884. The dynamic influence of advanced stock market risk on international crude oil returns: an empirical analysis. (2011). Zhang, Yue-Jun ; Wei, Yi-Ming.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:11:y:2011:i:7:p:967-978.

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  885. Fractional Cointegration Relationship between Oil Prices and Stock Markets: An Empirical Analysis from G7 Countries. (2011). Kiran, Burcu .
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2011:y:2011:i:2:id:395:p:177-189.

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  886. The impact of oil price fluctuations on stock markets in developed and emerging economies. (2011). LE, Thai-Ha ; Chang, Youngho.
    In: MPRA Paper.
    RePEc:pra:mprapa:31753.

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  887. 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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  888. The Impact of Oil Price Fluctuations on Stock Markets in Developed and Emerging Economies. (2011). LE, Thai-Ha ; Chang, Youngho.
    In: Economic Growth Centre Working Paper Series.
    RePEc:nan:wpaper:1103.

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  889. How do international stock markets respond to oil demand and supply shocks?. (2011). Güntner, Jochen ; Jochen H. F. Guntner, .
    In: FEMM Working Papers.
    RePEc:mag:wpaper:110028.

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  890. Oil Price Shocks and Stock Markets in BRICs. (2011). Ono, Shigeki.
    In: European Journal of Comparative Economics.
    RePEc:liu:liucej:v:8:y:2011:i:1:p:29-45.

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  891. Stock Return Predictability and Oil Prices. (2011). Casassus, Jaime ; Higuera, Freddy .
    In: Documentos de Trabajo.
    RePEc:ioe:doctra:406.

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  892. How Inflation, Market Capitalization, Industrial Production and the Economic Sentiment Indicator Affect the EU-12 Stock Markets. (2011). Tampakoudi, Athina ; Tampakoudis, Ioannis ; Subeniotis, Dimitrios ; Papadopoulos, Dimitrios .
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xiv:y:2011:i:1:p:105-120.

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  893. Return and volatility transmission between world oil prices and stock markets of the GCC countries. (2011). Nguyen, Duc Khuong ; Lahiani, Amine ; AROURI, Mohamed.
    In: EcoMod2011.
    RePEc:ekd:002625:2820.

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  894. Recent advances in flat plate photovoltaic/thermal (PV/T) solar collectors. (2011). Ibrahim, Adnan ; Mat, Sohif ; Othman, Mohd Yusof ; Ruslan, Mohd Hafidz ; Sopian, Kamaruzzaman.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:15:y:2011:i:1:p:352-365.

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  895. The impact of oil price shocks on stock market activities: Asymmetric effect with quantile regression. (2011). Lee, Chien-Chiang ; Zeng, Jhih-Hong .
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:81:y:2011:i:9:p:1910-1920.

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  896. 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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  897. Asset market linkages: Evidence from financial, commodity and real estate assets. (2011). Brooks, Robert ; Chan, Kam Fong ; Gray, Stephen ; Treepongkaruna, Sirimon.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:6:p:1415-1426.

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  898. Oil price movements and stock market returns: Evidence from Gulf Cooperation Council (GCC) countries. (2011). Turkistani, Abdullah Q. ; Mohanty, Sunil K. ; Alaitani, Muhammed Y. ; Nandha, Mohan .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:22:y:2011:i:1:p:42-55.

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  899. Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries. (2011). Floros, Christos ; Filis, George ; Degiannakis, Stavros.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:20:y:2011:i:3:p:152-164.

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  900. The effects of oil prices on inflation, interest rates and money. (2011). Wu, Man-Hwa .
    In: Energy.
    RePEc:eee:energy:v:36:y:2011:i:7:p:4158-4164.

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  901. Revisions of international firms’ energy reserves and the reaction of the stock market. (2011). Scholtens, Bert ; Wagenaar, Robert .
    In: Energy.
    RePEc:eee:energy:v:36:y:2011:i:5:p:3541-3546.

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  902. Minimum variance hedging with bivariate regime-switching model for WTI crude oil. (2011). Kao, Hsiu-Hsueh ; Wang, Yi-Hsien ; Chang, Matthew C. ; Shih, Kuang-Hsun ; Hung, Jui-Cheng .
    In: Energy.
    RePEc:eee:energy:v:36:y:2011:i:5:p:3050-3057.

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  903. Oil sensitivity and its asymmetric impact on the stock market. (2011). Chiou, Jer-Shiou ; Lee, Yen-Hsien.
    In: Energy.
    RePEc:eee:energy:v:36:y:2011:i:1:p:168-174.

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  904. A model of carbon price interactions with macroeconomic and energy dynamics. (2011). Chevallier, Julien.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:6:p:1295-1312.

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  905. What has driven oil prices since 2000? A structural change perspective. (2011). Xu, Jin-Hua ; Fan, Ying.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:6:p:1082-1094.

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  906. 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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  907. Oil price volatility and stock price fluctuations in an emerging market: Evidence from South Korea. (2011). De Mello, Lurion ; DeMello, Lurion ; Peters, Sanjay ; Masih, Rumi .
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:5:p:975-986.

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  908. Oil price shocks and industry stock returns. (2011). Odusami, Babatunde ; Mansur, Iqbal ; Elyasiani, Elyas.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:5:p:966-974.

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  909. Risk factors in oil and gas industry returns: International evidence. (2011). Veiga, Helena ; Ramos, Sofia.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:3:p:525-542.

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  910. Energy consumption at business cycle horizons: The case of the United States. (2011). Smyth, Russell ; Narayan, Seema.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:2:p:161-167.

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  911. Energy price uncertainty, energy intensity and firm investment. (2011). Yoon, Kyung Hwan ; Ratti, Ronald.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:1:p:67-78.

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  912. Firm level return–volatility analysis using dynamic panels. (2011). Yamagata, Takashi ; Smith, L. Vanessa.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:5:p:847-867.

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  913. Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns. (2011). Hung, Jui-Cheng ; Cheng, Wan-Hsiu .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:1:p:160-173.

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  914. The impact of oil price shocks on stock market returns: Comparing GCC countries with the UK and USA. (2011). Fayyad, Abdallah ; Daly, Kevin.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:12:y:2011:i:1:p:61-78.

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  915. Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models. (2011). Chevallier, Julien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:6:p:2634-2656.

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  916. Return and volatility transmission between world oil prices and stock markets of the GCC countries. (2011). Nguyen, Duc Khuong ; Lahiani, Amine ; AROURI, Mohamed ; Arouri, Mohamed El Hedi, .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:4:p:1815-1825.

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  917. 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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  918. Volatility spillover from world oil spot markets to aggregate and electricity stock index returns in Turkey. (2011). Soytas, Ugur ; Oran, Adil.
    In: Applied Energy.
    RePEc:eee:appene:v:88:y:2011:i:1:p:354-360.

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  919. Relationship between Crude Oil Prices and Stock Prices of Alternative Energy Companies with Recent Evidence. (2011). Huang, Alex Yihou ; Chen, Chih-Chun ; Cheng, Chiao-Ming .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-11-00308.

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  920. The impact of oil price fluctuations on stock markets in developed and emerging economies. (2011). LE, Thai-Ha ; Chang, Youngho.
    In: Working Papers.
    RePEc:dpc:wpaper:2311.

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  921. Oil Prices and Stock Markets in Europe: A Sector Perspective. (2011). Fouquau, Julien ; AROURI, Mohamed ; Foulquier, Philippe ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
    In: Discussion Papers (REL - Recherches Economiques de Louvain).
    RePEc:ctl:louvre:2011011.

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  922. INVESTIGATING RELATIONSHIP BETWEEN CRUDE PALM OIL AND CRUDE OIL PRICES – COINTEGRATION APPROACH. (2011). Abdul Razak Abdul Hadi Author_Email: abdrazak@ise., ; Huridi, Mohd Hanafia ; Yahya, Mohamed Hisham ; Shaari, Abu Hassan.
    In: 2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding.
    RePEc:cms:2icb11:2011-281.

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  923. The Effect of Energy Prices on Iranian Industry Stock Returns. (2011). Gholipour Fereidouni, Hassan ; Ghoilpour, Hassan Fereidouni .
    In: Review of Middle East Economics and Finance.
    RePEc:bpj:rmeecf:v:7:y:2011:i:1:n:3.

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  924. DO THE MACROECONOMIC FACTORS INFLUENCE THE ROMANIAN EQUITY PRICES?. (2011). Balint, Cristina .
    In: JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA.
    RePEc:bbn:journl:2011_2_6_balint.

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  925. 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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  926. Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2010cf706.

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  927. Nonlinear effects of oil shocks on stock returns: a Markov-switching approach. (2010). Reboredo, Juan.
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:29:p:3735-3744.

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  928. Oil Prices and Economic Activity in Pakistan. (2010). Malik, Afia.
    In: South Asia Economic Journal.
    RePEc:sae:soueco:v:11:y:2010:i:2:p:223-244.

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  929. Oil Price Shocks, Firm Uncertainty and Investment. (2010). Ratti, Ronald ; Lee, Kiseok .
    In: MPRA Paper.
    RePEc:pra:mprapa:49044.

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  930. Oil and portfolio risk diversification. (2010). Paladino, Giovanna ; Cifarelli, Giulio.
    In: MPRA Paper.
    RePEc:pra:mprapa:28293.

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  931. Crude Oil Price shocks to Emerging Markets: Evaluating the BRICs Case. (2010). Khan, Salman.
    In: MPRA Paper.
    RePEc:pra:mprapa:22978.

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  932. Oil Prices, Exchange Rates and Emerging Stock Markets. (2010). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
    In: Working Papers.
    RePEc:otg:wpaper:1014.

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  933. A Kernel Technique for Forecasting the Variance-Covariance Matrix. (2010). Clements, Adam ; Becker, Ralf ; O'Neill, Robert.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:151.

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  934. A Variance Ratio Test of Random Walk in Energy Spot Markets. (2010). cheong, chin.
    In: Journal of Quantitative Economics.
    RePEc:jqe:jqenew:v:8:y:2010:i:1:p:105-117.

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  935. Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe.. (2010). Rault, Christophe ; AROURI, Mohamed ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
    In: Working Papers.
    RePEc:hal:wpaper:hal-00507825.

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  936. Á GARCH Examination of Macroeconomic Effects on U.S. Stock Market: A Distinction Between the Total Market Index and the Sustainability Index. (2010). KONTEOS, George ; Sariannidis, Nikolaos ; LITINAS, Nicolaos ; Giannarakis, Grigoris.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xiii:y:2010:i:1:p:129-142.

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  937. On The Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries. (2010). Rault, Christophe ; AROURI, Mohamed ; el Hedi, Mohamed.
    In: Working Papers.
    RePEc:erg:wpaper:538.

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  938. Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:18043.

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  939. Effects of foreign disasters on the petroleum industry in Japan: A financial market perspective. (2010). Hanabusa, Kunihiro.
    In: Energy.
    RePEc:eee:energy:v:35:y:2010:i:12:p:5455-5463.

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  940. 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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  941. Analysis of real oil prices via trend-cycle decomposition. (2010). zbek, Levent ; zlale, mit .
    In: Energy Policy.
    RePEc:eee:enepol:v:38:y:2010:i:7:p:3676-3683.

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  942. 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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  943. Trends in world energy prices. (2010). Ghoshray, Atanu ; Johnson, Ben .
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:5:p:1147-1156.

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  944. Can environmental sustainability be used to manage energy price risk?. (2010). Henriques, Irene ; Sadorsky, Perry.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:5:p:1131-1138.

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  945. Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations?. (2010). Filis, George.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:4:p:877-886.

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  946. To consume or not: How oil prices affect the comovement of consumption and aggregate wealth. (2010). Odusami, Babatunde Olatunji .
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:4:p:857-867.

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  947. Do higher oil prices push the stock market into bear territory?. (2010). Chen, Shiu-Sheng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:2:p:490-495.

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  948. The performance of composite forecast models of value-at-risk in the energy market. (2010). Chuang, I-Yuan, ; Chiu, Yen-Chen ; Lai, Jing-Yi .
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:2:p:423-431.

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  949. Oil shocks and stock returns: The case of the Central and Eastern European (CEE) oil and gas sectors. (2010). Bota, Gabor ; Mohanty, Sunil ; Nandha, Mohan .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:11:y:2010:i:4:p:358-372.

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  950. Modelling the impact of oil prices on Vietnams stock prices. (2010). Narayan, Seema.
    In: Applied Energy.
    RePEc:eee:appene:v:87:y:2010:i:1:p:356-361.

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  951. 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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  952. Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf202.

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  953. Oil Prices and Stock Markets: What Drives what in the Gulf Corporation Council Countries?. (2010). Rault, Christophe ; AROURI, Mohamed ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2934.

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  954. Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin.
    In: Working Papers in Economics.
    RePEc:cbt:econwp:10/04.

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  955. GLOBAL OIL PRICES, OIL INDUSTRY AND EQUITY RETURNS: RUSSIAN EXPERIENCE. (2010). Nikolova, Biljana ; Bhar, Ramaprasad.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:57:y:2010:i:2:p:169-186.

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  956. Effects of the Dynamics of the Oil Price – Theoretical and Empirical Bases. (2010). Jeliazkova, Virjinia .
    In: Economic Studies journal.
    RePEc:bas:econst:y:2010:i:2:p:127-165.

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  957. Oil prices and stock markets: what drives what in the Gulf Corporation Council countries?. (2009). Rault, Christophe ; AROURI, Mohamed ; ohamed El Hedi AROURI, .
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2009-960.

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  958. Crude Oil and Stock Markets: Stability, Instability, and Bubbles. (2009). Ratti, Ronald ; Miller, J..
    In: Working Papers.
    RePEc:umc:wpaper:0810.

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  959. Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2009cf640.

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  960. Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2009cf639.

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  961. Crude oil shocks and stock market returns. (2009). Odusami, Babatunde Olatunji .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:19:y:2009:i:4:p:291-303.

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  962. Variability in coal prices: evidence from the U.S.. (2009). Lange, Ian ; ALAGIDEDE, PAUL.
    In: Stirling Economics Discussion Papers.
    RePEc:stl:stledp:2009-01.

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  963. Reconsidering the macroeconomics of the oil price in Germany: testing for causality in the frequency domain. (2009). Gronwald, Marc.
    In: Empirical Economics.
    RePEc:spr:empeco:v:36:y:2009:i:2:p:441-453.

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  964. Nexus between Oil Price and Stock Performance of Power Industry in Malaysia. (2009). Puah, Chin-Hong ; Tan, Lay-Phin ; Md Isa, Abu Hassan, .
    In: MPRA Paper.
    RePEc:pra:mprapa:31757.

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  965. The Impact of Oil Prices on the Real Exchange Rate of the Dirham: a Case Study of the United Arab Emirates. (2009). Al-mulali, Usama ; Sab, Normee Che .
    In: MPRA Paper.
    RePEc:pra:mprapa:23493.

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  966. Do Structural Oil-Market Shocks Affect Stock Prices?. (2009). Miller, Stephen ; Apergis, Nicholas.
    In: Working Papers.
    RePEc:nlv:wpaper:0917.

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  967. On the Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries. (2009). Rault, Christophe ; AROURI, Mohamed.
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:1299.

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  968. On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses. (2009). Fouquau, Julien ; AROURI, Mohamed.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00387103.

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  969. On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses. (2009). Fouquau, Julien ; AROURI, Mohamed ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
    In: Post-Print.
    RePEc:hal:journl:hal-00822012.

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  970. Is Oil A Financial Asset? An Empirical Investigation Spanning the Last Fifteen Years. (2009). Paladino, Giovanna ; Cifarelli, Giulio.
    In: Working Papers - Economics.
    RePEc:frz:wpaper:wp2009_12.rdf.

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  971. The Effects of the Increasing Oil Price Returns and its Volatility on Four Emerged Stock Markets. (2009). Katrakilidis, Constantinos ; Katrakilidis C., ; Lake E. A., .
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xii:y:2009:i:1:p:149-161.

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  972. Modelling conditional correlations for risk diversification in crude oil markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:16105.

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  973. Do foreign purchases of U.S. stocks help the U.S. stock market?. (2009). Mollick, Andre ; Lizardo, Radhames A..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:5:p:969-986.

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  974. Volatility transmission between oil prices and equity sector returns. (2009). Ewing, Bradley ; Malik, Farooq .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:18:y:2009:i:3:p:95-100.

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  975. Jump dynamics and volatility: Oil and the stock markets. (2009). Chiou, Jer-Shiou ; Lee, Yen-Hsien.
    In: Energy.
    RePEc:eee:energy:v:34:y:2009:i:6:p:788-796.

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  976. The macroeconomic effects of oil price fluctuations on a small open oil-producing country: The case of Trinidad and Tobago. (2009). Lorde, Troy ; Jackman, Mahalia ; Thomas, Chrystol .
    In: Energy Policy.
    RePEc:eee:enepol:v:37:y:2009:i:7:p:2708-2716.

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  977. Are fluctuations in energy consumption per capita transitory? Evidence from a panel of Pacific Island countries. (2009). Smyth, Russell ; Sharma, Susan ; Mishra, Vinod.
    In: Energy Policy.
    RePEc:eee:enepol:v:37:y:2009:i:6:p:2318-2326.

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  978. Energy prices, volatility, and the stock market: Evidence from the Eurozone. (2009). Oberndorfer, Ulrich .
    In: Energy Policy.
    RePEc:eee:enepol:v:37:y:2009:i:12:p:5787-5795.

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  979. Are electricity prices affected by the US dollar to Euro exchange rate? The Spanish case. (2009). Dickey, David ; Muoz, Pilar M..
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:6:p:857-866.

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  980. The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach. (2009). JAMMAZI, RANIA ; Aloui, Chaker.
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:5:p:789-799.

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  981. Do structural oil-market shocks affect stock prices?. (2009). Miller, Stephen ; Apergis, Nicholas.
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:4:p:569-575.

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  982. Crude oil and stock markets: Stability, instability, and bubbles. (2009). Ratti, Ronald ; Miller, J..
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:4:p:559-568.

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  983. Extreme Value Theory and Value at Risk: Application to oil market. (2009). Trabelsi, Abdelwahed ; Marimoutou, Velayoudoum ; Raggad, Bechir .
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:4:p:519-530.

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  984. CAViaR-based forecast for oil price risk. (2009). Fabozzi, Frank ; Yu, Baimin ; Fukushima, Masao ; Huang, Dashan .
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:4:p:511-518.

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  985. Forecasting volatility of crude oil markets. (2009). Yoon, Seong-Min ; Kang, Sang-Mok.
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:1:p:119-125.

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  986. Non-linear unit root properties of crude oil production. (2009). Smyth, Russell ; Maslyuk, Svetlana.
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:1:p:109-118.

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  987. Energy prices, multiple structural breaks, and efficient market hypothesis. (2009). Lee, Chien-Chiang.
    In: Applied Energy.
    RePEc:eee:appene:v:86:y:2009:i:4:p:466-479.

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  988. On the short-term influence of oil price changes on stock markets in gcc countries: linear and nonlinear analyses. (2009). Fouquau, Julien ; AROURI, Mohamed ; el hdi, Arouri Mohamed .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-09-00163.

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  989. Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf162.

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  990. Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf157.

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  991. On the Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries. (2009). Rault, Christophe ; AROURI, Mohamed ; hedi, Hachani.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2690.

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  992. Modeling Jump and Continuous Components in the Volatility of Oil Futures. (2009). Huang, Chin-Sheng ; Tseng, Tseng-Chan ; Chung, Huimin.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:13:y:2009:i:3:n:5.

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  993. Oil Prices and Equity Returns in the BRIC Countries. (2009). Nikolova, Biljana ; Bhar, Ramaprasad.
    In: The World Economy.
    RePEc:bla:worlde:v:32:y:2009:i:7:p:1036-1054.

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  994. OIL PRICE SHOCKS AND STOCK MARKET BOOMS IN AN OIL EXPORTING COUNTRY. (2009). Bjørnland, Hilde ; Bjornland, Hilde C..
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:56:y:2009:i:2:p:232-254.

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  995. Effects of oil price shocks on industrial production: evidence from some oil-exporting countries. (2009). Sarem, Mehdi ; Mehrara, Mohsen.
    In: OPEC Energy Review.
    RePEc:bla:opecrv:v:33:y:2009:i:3-4:p:170-183.

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  996. Firm Level Volatility-Return Analysis using Dynamic Panels. (2008). Yamagata, Takashi ; Smith, L. Vanessa.
    In: Discussion Papers.
    RePEc:yor:yorken:08/09.

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  997. HOW DO PUBLIC ANNOUNCEMENTS AFFECT THE FREQUENCY OF TRADING IN U.S. AIRLINE STOCKS?. (2008). Nowak, Sylwia.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2008-38.

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  998. Spillover effect of US dollar exchange rate on oil prices. (2008). Zhang, Yue-Jun ; Wei, Yi-Ming ; Tsai, Hsien-Tang ; Fan, Ying.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:30:y:2008:i:6:p:973-991.

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  999. Relationships between oil price shocks and stock market: An empirical analysis from China. (2008). Wei, Yi-Ming ; Cong, Rong-Gang ; Jiao, Jian-Lin ; Fan, Ying.
    In: Energy Policy.
    RePEc:eee:enepol:v:36:y:2008:i:9:p:3544-3553.

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  1000. Unit root properties of crude oil spot and futures prices. (2008). Smyth, Russell ; Maslyuk, Svetlana.
    In: Energy Policy.
    RePEc:eee:enepol:v:36:y:2008:i:7:p:2591-2600.

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  1001. The asymmetric relationship between oil revenues and economic activities: The case of oil-exporting countries. (2008). Ara, Mohsen Mehr ; Mehrara, Mohsen.
    In: Energy Policy.
    RePEc:eee:enepol:v:36:y:2008:i:3:p:1164-1168.

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  1002. Assessing the impact of oil prices on firms of different sizes: Its tough being in the middle. (2008). Sadorsky, Perry.
    In: Energy Policy.
    RePEc:eee:enepol:v:36:y:2008:i:10:p:3854-3861.

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  1003. Understanding the oil price-exchange rate nexus for the Fiji islands. (2008). Narayan, Seema ; Prasad, Arti .
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:5:p:2686-2696.

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  1004. Oil price shocks and stock markets in the U.S. and 13 European countries. (2008). Ratti, Ronald ; Park, Jungwook.
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:5:p:2587-2608.

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  1005. Oil prices and the stock prices of alternative energy companies. (2008). Henriques, Irene ; Sadorsky, Perry.
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:3:p:998-1010.

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  1006. Estimation of value-at-risk for energy commodities via fat-tailed GARCH models. (2008). Liu, Hung-Chun ; Lee, Ming-Chih ; Hung, Jui-Cheng .
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:3:p:1173-1191.

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  1007. Oil Price Shocks and Stock Market Booms in an Oil Exporting Country. (2008). Bjørnland, Hilde.
    In: Working Paper.
    RePEc:bno:worpap:2008_16.

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  1008. On the influence of oil prices on economic activity and other macroeconomic and financial variables *. (2008). Mignon, Valérie ; Lescaroux, François.
    In: OPEC Energy Review.
    RePEc:bla:opecrv:v:32:y:2008:i:4:p:343-380.

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  1009. Lost in Transmission? Stock Market Impacts of the 2006 European Gas Crisis. (2007). Ulbricht, Dirk ; Oberndorfer, Ulrich .
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:5689.

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  1010. Correlated jumps in crude oil and gasoline during the Gulf War. (2007). Lee, Ming-Chih ; Cheng, Wan-Hsiu .
    In: Applied Economics.
    RePEc:taf:applec:v:39:y:2007:i:7:p:903-913.

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  1011. Unit Root Properties of Crude Oil Spot and Futures Prices. (2007). Smyth, Russell ; maslyuk, svetlana.
    In: Monash Economics Working Papers.
    RePEc:mos:moswps:2007-40.

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  1012. Volatility Relationship between Crude Oil and Petroleum Products. (2007). .
    In: Atlantic Economic Journal.
    RePEc:kap:atlecj:v:35:y:2007:i:1:p:97-112.

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  1013. Systematic risk, and oil price and exchange rate sensitivities in Asia-Pacific stock markets. (2007). Hammoudeh, Shawkat ; Nandha, Mohan .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:21:y:2007:i:2:p:326-341.

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  1014. Shock and volatility transmission in the oil, US and Gulf equity markets. (2007). Hammoudeh, Shawkat ; Malik, Farooq .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:16:y:2007:i:3:p:357-368.

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  1015. Is energy consumption per capita broken stationary? New evidence from regional-based panels. (2007). Lee, Chien-Chiang ; Chen, Pei-Fen.
    In: Energy Policy.
    RePEc:eee:enepol:v:35:y:2007:i:6:p:3526-3540.

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  1016. Are shocks to energy consumption permanent or temporary? Evidence from 182 countries. (2007). Smyth, Russell ; Narayan, Paresh.
    In: Energy Policy.
    RePEc:eee:enepol:v:35:y:2007:i:1:p:333-341.

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  1017. Modelling oil price volatility. (2007). Narayan, Seema.
    In: Energy Policy.
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  1018. Dynamic cyclical comovements of oil prices with industrial production, consumer prices, unemployment, and stock prices. (2007). Ewing, Bradley ; Thompson, Mark A..
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  1019. Energy consumption and GDP revisited: A panel analysis of developed and developing countries. (2007). Lee, Chien-Chiang ; Chang, Chun-Ping.
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  1020. Common and fundamental factors in stock returns of Canadian oil and gas companies. (2007). Boyer, M. Martin ; Filion, Didier.
    In: Energy Economics.
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  1021. Oil and energy price volatility. (2007). Regnier, Eva .
    In: Energy Economics.
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  1022. Emerging carbon constraints for corporate risk management. (2007). Busch, Timo ; Hoffmann, Volker H..
    In: Ecological Economics.
    RePEc:eee:ecolec:v:62:y:2007:i:3-4:p:518-528.

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  1023. Does Oil Price Uncertainty Transmit to Stock Markets?. (2006). Ågren, Martin.
    In: Working Paper Series.
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  1024. Extreme Value Theory and Value at Risk : Application to Oil Market. (2006). Trabelsi, Abdelwahed ; Marimoutou, Velayoudom ; Raggad, Bechir .
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    RePEc:hal:wpaper:halshs-00410746.

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  1025. The Asymmetric Effects of Oil Shocks on Output Growth: A Markov-Switching Analysis for the G-7 Countries. (2006). Manera, Matteo ; Cologni, Alessandro .
    In: Working Papers.
    RePEc:fem:femwpa:2006.29.

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  1026. Behavior of GCC stock markets and impacts of US oil and financial markets. (2006). Hammoudeh, Shawkat ; Choi, Kyongwook.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:20:y:2006:i:1:p:22-44.

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  1027. Oil price risk and emerging stock markets. (2006). Basher, Syed ; Sadorsky, Perry.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:17:y:2006:i:2:p:224-251.

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  1028. Accounting for fuel price risk when comparing renewable to gas-fired generation: the role of forward natural gas prices. (2006). Bolinger, Mark ; Golove, William ; Wiser, Ryan.
    In: Energy Policy.
    RePEc:eee:enepol:v:34:y:2006:i:6:p:706-720.

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  1029. Energy risk management and value at risk modeling. (2006). Sadeghi, Mehdi ; Shavvalpour, Saeed.
    In: Energy Policy.
    RePEc:eee:enepol:v:34:y:2006:i:18:p:3367-3373.

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  1030. Exploiting the oil-GDP effect to support renewables deployment. (2006). Awerbuch, Shimon ; Sauter, Raphael .
    In: Energy Policy.
    RePEc:eee:enepol:v:34:y:2006:i:17:p:2805-2819.

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  1031. Modeling and forecasting petroleum futures volatility. (2006). Sadorsky, Perry.
    In: Energy Economics.
    RePEc:eee:eneeco:v:28:y:2006:i:4:p:467-488.

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  1032. ARE SHOCKS TO ENERGY CONSUMPTION PERMANENT OR TEMPORARY? EVIDENCE FROM 182 COUNTRIES. (2005). Smyth, Russell ; Narayan, Paresh.
    In: Monash Economics Working Papers.
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  1033. The effect of oil price on industrial production and on stock returns. (2005). Perez Quiros, Gabriel ; Cobo-Reyes, Ramon ; Perezquiros, Gabriel .
    In: ThE Papers.
    RePEc:gra:wpaper:05/18.

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  1034. Oil sensitivity and systematic risk in oil-sensitive stock indices. (2005). Hammoudeh, Shawkat ; Li, Huimin.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:57:y:2005:i:1:p:1-21.

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  1035. Evidence on the nature and extent of the relationship between oil prices and equity values in the UK. (2005). Russell, Alex ; El-Sharif, Idris ; Brown, Dick ; Burton, Bruce ; Nixon, Bill .
    In: Energy Economics.
    RePEc:eee:eneeco:v:27:y:2005:i:6:p:819-830.

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  1036. Oil price volatility and the asymmetric response of gasoline prices to oil price increases and decreases. (2005). Radchenko, Stanislav.
    In: Energy Economics.
    RePEc:eee:eneeco:v:27:y:2005:i:5:p:708-730.

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  1037. The asymmetry of the impact of oil price shocks on economic activities: An application of the multivariate threshold model. (2005). Huang, Bwo-Nung ; Hwang, M. J. ; Peng, Hsiao-Ping .
    In: Energy Economics.
    RePEc:eee:eneeco:v:27:y:2005:i:3:p:455-476.

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  1038. Entry of Alternative Fuels in a Volatile U.S. Gasoline Market. (2005). Vedenov, Dmitry ; Wetzstein, Michael ; Duffield, James.
    In: 2005 Annual meeting, July 24-27, Providence, RI.
    RePEc:ags:aaea05:19182.

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  1039. Oil price volatility and the asymmetric response of gasoline prices to oil price increases and decreases. (2004). Radchenko, Stanislav.
    In: Industrial Organization.
    RePEc:wpa:wuwpio:0408001.

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  1040. Oil price risk and emerging stock markets. (2004). Basher, Syed ; Sadorsky, Perry.
    In: International Finance.
    RePEc:wpa:wuwpif:0410003.

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  1041. Relationships among U.S. oil prices and oil industry equity indices. (2004). Hammoudeh, Shawkat ; Dibooglu, Selahattin ; Aleisa, Eisa .
    In: International Review of Economics & Finance.
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  1042. Forecasting the limits to the availability and diversity of global conventional oil supply. (2004). Hall, Charles A. S., ; Wu, Wei ; Tharakan, Pradeep J. ; Jefferson, Michael ; Hallock, John L..
    In: Energy.
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  1043. Oil Price Shocks and Emerging Stock Markets: A Generalized VAR Approach. (2004). Maghyereh, Aktham.
    In: International Journal of Applied Econometrics and Quantitative Studies.
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  1044. Common and Fundamental Factors in Stock Returns of Canadian Oil and Gas Companies. (2004). Boyer, M. Martin ; Filion, Didier.
    In: CIRANO Working Papers.
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  1045. Dynamic Relationships among GCC Stock Markets and Nymex Oil Futures. (2004). Hammoudeh, Shawkat ; Aleisa, Eisa .
    In: Contemporary Economic Policy.
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  1046. The macroeconomic determinants of technology stock price volatility. (2003). Sadorsky, Perry.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:12:y:2003:i:2:p:191-205.

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  1047. Energy and Sustainable Development at Global Environmental Summits: An Evolving Agenda. (2003). Cleveland, Cutler ; Najam, Adil.
    In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development.
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  1048. The macroeconomic determinants of technology stock price volatility. (2003). Sadorsky, Perry.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:12:y:2003:i:2:p:191-205.

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  1049. Estimating oil price Value at Risk using the historical simulation approach. (2003). CABEDO, DAVID J. ; Moya, Ismael .
    In: Energy Economics.
    RePEc:eee:eneeco:v:25:y:2003:i:3:p:239-253.

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  1050. OIL PRICE SHOCK: A NONLINEAR APPROACH. (2002). Jiménez-Rodríguez, Rebeca ; Jimenez-Rodriguez, Rebeca .
    In: Working Papers. Serie EC.
    RePEc:ivi:wpasec:2002-32.

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  1051. Returns and Volatility of Eurozone Energy Stocks. (2002). Oberndorfer, Ulrich .
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    RePEc:ekd:000238:23800097.

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  1052. Does Carbon Affect European Oil Companies Equity Values?. (2002). Boutaba, Mohamed Amine .
    In: EcoMod2009.
    RePEc:ekd:000215:21500018.

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  1053. .

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  1054. Macroeconomic influences on the stock market. (2001). Hondroyiannis, George ; Papapetrou, Evangelia.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:25:y:2001:i:1:p:33-49.

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  1055. Oil price shocks, stock market, economic activity and employment in Greece. (2001). Papapetrou, Evangelia.
    In: Energy Economics.
    RePEc:eee:eneeco:v:23:y:2001:i:5:p:511-532.

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  1056. Risk factors in stock returns of Canadian oil and gas companies. (2001). Sadorsky, Perry.
    In: Energy Economics.
    RePEc:eee:eneeco:v:23:y:2001:i:1:p:17-28.

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  1057. Investing in photovoltaics: risk, accounting and the value of new technology. (2000). Awerbuch, Shimon.
    In: Energy Policy.
    RePEc:eee:enepol:v:28:y:2000:i:14:p:1023-1035.

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  41. Detecting Some Dynamic Properties of the Euro/Dollar Exchange Rate. (2006). Osinska, Magdalena ; Matuszewska-Janica, Aleksandra ; Osiska, Magdalena.
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  42. Common Volatility Trends in the Central and Eastern European Currencies and the Euro. (2006). Tamirisa, Natalia T ; Pramor, Marcus.
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  43. Outlier Detection in GARCH Models. (2005). Ooms, Marius ; Doornik, Jurgen.
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  44. Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices. (2005). Ooms, Marius ; Koopman, Siem Jan ; Carnero, M. Angeles.
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  45. Nonparametric Tests for Serial Independence Based on Quadratic Forms. (2005). Panchenko, Valentyn ; Diks, Cees.
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  46. Duration and convexity in spanish corporate bonds. (2004). Sotos, Francisco .
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    RePEc:kap:iaecre:v:10:y:2004:i:4:p:273-277:10.1007/bf02295140.

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  47. Weak convergence and distributional assumptions for a general class of nonliner arch models. (1997). Mele, Antonio ; Fornari, Fabio.
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  48. The economics of conditional heteroskedasticity: Evidence from canadian and U.S. stock and futures markets. (1997). Ackert, Lucy.
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  49. Incerteza inflacionária e crescimento do produto e incerteza do produto e crescimento inflacionário. (1991). Teixeira, Ernani .
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  50. Uncertainty Shocks and Business Cycle Research. (). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
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