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Oil price risk and the Australian stock market. (1999). faff, robert ; Brailsford, Timothy J..
In: Journal of Energy Finance & Development.
RePEc:eee:jefdev:v:4:y:1999:i:1:p:69-87.

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  2. 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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  3. Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis. (2023). Abakah, Emmanuel ; Hammoudeh, Shawkat ; Alagidede, Imhotep Paul ; Tiwari, Aviral Kumar.
    In: Empirical Economics.
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  4. Exploring the Relevance of Crude Oil Prices and Installed Generation Capacity in Prognosticating the NIFTY Energy Index. (2023). Banerjee, Suvajit ; Ghosh, Avik.
    In: Millennial Asia.
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  5. Analysis of the Impact of Orthogonalized Brent Oil Price Shocks on the Returns of Dependent Industries in Times of the Russian War. (2023). Krahnhof, Philippe ; Au, Cam-Duc ; Friedhoff, Tim.
    In: MUNI ECON Working Papers.
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  6. Economic Policy Uncertainty and Firm Value: Impact of Investment Sentiments in Energy and Petroleum. (2023). Matuka, Adelajda ; Fahlevi, Mochammad ; Mishra, Pradeep ; Tashkandy, Yusra ; Emam, Walid ; Ali, Rosalan ; Hussain, Sarfraz.
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  7. Shock transmission between crude oil prices and stock markets. (2023). Esparcia, Carlos ; Jareo, Francisco ; Koczar, Monika W ; Escribano, Ana.
    In: Resources Policy.
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  8. Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities. (2023). Yoon, Seong-Min ; Hussain, Syed Jawad ; Ur, Mobeen ; Hernandez, Jose Arreola ; Kang, Sang Hoon.
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  9. Energy shocks and bank efficiency in emerging economies. (2023). Kim, Ja Ryong ; Ullah, Subhan ; Nasim, Asma ; Hameed, Affan.
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  10. The systemic risk of US oil and natural gas companies. (2023). Panzica, Roberto ; Fontini, Fulvio ; Caporin, Massimiliano.
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  11. Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad.
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  12. The oil price crisis and contagion effects on the Canadian economy. (2022). Chawla, Akhila ; Gajurel, Dinesh.
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  13. Measuring extreme risk dependence between the oil and gas markets. (2022). Louhichi, Wael ; Jawadi, Fredj ; Ftiti, Zied ; ben Ameur, Hachmi.
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  14. 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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  15. Long-Term Daily Equity Returns Across Sectors of the Oil and Gas Industry, 2000–2019. (2022). Carson, Scott Alan.
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  16. 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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  17. Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets. (2022). Yousaf, Imran ; Vo, Xuan Vinh ; Kang, Sang Hoon ; Mensi, Walid.
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  18. 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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  19. Oil price shocks and the hedging benefit of airline investments. (2022). Güntner, Jochen ; Ohlinger, Peter ; Guntner, Jochen.
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  20. .

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  21. 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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  22. 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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  23. 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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  24. 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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  25. Oil Price Shocks and the Hedging Benefit of Airline Investments. (2021). Güntner, Jochen ; Ohlinger, Peter ; Guntnher, Jochen.
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  26. Pass-through of commodity price to Mongolian stock price: Symmetric or asymmetric?. (2021). Kakinaka, Makoto ; Islam, Moinul ; Badamvaanchig, Mungunzul.
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  27. Are Indian sectoral indices oil shock prone? An empirical evaluation. (2021). Mishra, Shekhar.
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  28. The nexus, downside risk and asset allocation between oil and Islamic stock markets: A cross-country analysis. (2021). Hadhri, Sinda.
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  29. 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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  30. Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model. (2021). Chevallier, Julien ; Abderrazak, Dhaoui ; Feng, MA ; Julien, Chevallier .
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  31. 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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  33. 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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  34. The impact of exchange rate, oil price and gold price on the Kuwaiti stock market: a wavelet analysis. (2020). SAITI, BURHAN ; Ahmad, Basheer Altarturi.
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  35. The Exposure of European Union Productive Sectors to Oil Price Changes. (2020). PEREIRA, EDER JOHNSON DE AREA ; Ferreira, Paulo.
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  36. Modelling Sector-Level Asset Prices. (2020). Premachandra, IM ; Diaz-Rainey, Ivan ; Tulloch, Daniel J.
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  37. Do Oil and Gas Risk Factors Matter in the Malaysian Oil and Gas Industry? A Fama-MacBeth Two Stage Panel Regression Approach. (2020). Hoque, Mohmmad Enamul ; Low, Soo Wah ; Shah, Mohd Azlan.
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  38. Oil Price and Energy Depletion Nexus in GCC Countries: Asymmetry Analyses. (2020). Mahmood, Haider ; Yousef, Tarek Tawfik.
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  39. The relationship between oil prices and the Brazilian stock market. (2020). Ferreira, Paulo ; Silva, Marcus ; Pereira, Eder.
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  40. 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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  41. Oil prices, stock market returns and volatility spillovers: Evidence from Turkey. (2020). Dibooglu, Selahattin ; Çevik, Emrah.
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  42. United States oil and gas stock returns with multi-factor pricing models: 2008–2018. (2020). Carson, Scott Alan.
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  43. Does Crude Oil Prices have Effect on Exports, Imports and GDP on BRICS Countries? - An Empirical Evidence. (2020). Raju, Guntur Anjana ; Marathe, Shripad Ramchandra.
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  44. Did the US Shale Oil Revolution Ruin Oil Industry Stock Market Returns?. (2020). Barrows, Samuel D.
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  45. Comovement of dairy product futures and firm value: returns and volatility. (2020). Leung, Henry ; Furfaro, Frank.
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  46. Comovement of dairy product futures and firm value: returns and volatility. (2020). Furfaro, Frank ; Leung, Henry.
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  47. 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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  48. Oil prices, US exchange rates, and stock market: evidence from Jordan as a net oil importer. (2019). Bouri, Abdelfatteh ; Ghenimi, Ameni ; Hammami, Algia.
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  49. 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 .
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  50. A sectoral analysis of asymmetric nexus between oil price and stock returns. (2019). Salisu, Afees ; Raheem, Ibrahim ; Ndako, Umar.
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  51. Trading as sharp movements in oil prices and technical trading signals emitted with big data concerns. (2019). Huang, Paoyu ; Ni, Yensen ; Day, Min-Yuh.
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  52. 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.
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  53. 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.
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  54. 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.
    In: Resources Policy.
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  55. Volatility spillovers and hedging: Evidence from Asian oil-importing countries. (2019). Khalfaoui, Rabeh ; Sarwar, Suleman ; Dastgerdi, Hamidreza Ghorbani ; Waheed, Rida.
    In: Resources Policy.
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  56. 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.
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  57. Price risk and hedging strategies in Nord Pool electricity market evidence with sector indexes. (2019). Heni, Boubaker ; Souhir, Ben Amor ; Lotfi, Belkacem.
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  58. Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis. (2019). Tiwari, Aviral ; Hamdi, Besma ; Alqahtani, Faisal ; Aloui, Mouna.
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  59. The importance of oil assets for portfolio optimization: The analysis of firm level stocks. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Anwar, Awais ; Sarwar, Suleman.
    In: Energy Economics.
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  60. 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.
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  61. Energy Prices and the Nigerian Stock Market. (2019). Ezeaku, Hillary Chijindu ; Egbo, Obiamaka P ; Okolo, Victor O ; Alio, Felix Chukwubuzo.
    In: International Journal of Energy Economics and Policy.
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  62. Relationship between Crude Oil Price Changes and Airlines Stock Price: The Case of Indian Aviation Industry. (2019). Venkateswar, Sankaran ; Maniam, Balasundram ; Selvam, Murugesan ; Kathiravan, Chinnadurai.
    In: International Journal of Energy Economics and Policy.
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  63. The Effect of Oil Price on Stock Market Returns with Moderating Effect of Foreign Direct Investment & Foreign Portfolio Investment: Evidence from Pakistan Stock Market. (2019). Usman, Muhammad ; Siddiqui, Danish Ahmed.
    In: Asian Journal of Economic Modelling.
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  64. Impact of Oil Price on Australian Stock Market Returns. (2018). Li, Hui ; Paraco, Raul.
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  65. The impact of regulatory change on EU energy utility returns: the three liberalization packages. (2018). Tulloch, Daniel J ; Premachandra, I M ; Diaz-Rainey, Ivan.
    In: Applied Economics.
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  66. Oil and equity: too deep into each other. (2018). Singh, Harmeet ; Delcoure, Natalya.
    In: Journal of Economics and Finance.
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  67. 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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  68. 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.
    In: MPRA Paper.
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  69. Granger-causal relationship between islamic stock markets and oil prices: a case study of Malaysia. (2018). Masih, Abul ; Musaeva, Gulzhan.
    In: MPRA Paper.
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  70. 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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  71. 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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  72. The Interaction between Oil Price and Financial Stress: Evidence from the U.S. Data. (2018). Polat, Onur.
    In: Fiscaoeconomia.
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  73. Common and fundamental risk factors in shareholder returns of Norwegian salmon producing companies. (2018). Misund, Brd.
    In: Journal of Commodity Markets.
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  74. Forecasting crude oil price: Does exist an optimal econometric model?. (2018). de Albuquerquemello, Vinicius Phillipe ; Maia, Sinezio Fernandes ; da Nobrega, Cassio ; de Medeiros, Rennan Kertlly.
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  75. 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.
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  76. 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.
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  77. 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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  78. Asymmetric Responses of Stock Prices to Money Supply and Oil Prices Shocks in Turkey: New Evidence from a Nonlinear ARDL Approach. (2018). Altintas, Halil ; Yacouba, Kassouri .
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  79. 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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  80. 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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  81. Time-varying correlations and Sharpe ratios during quantitative easing. (2018). Haley, Osteen ; Paul, Jones .
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  82. Exploring the nexus between oil prices and sectoral stock prices: Nonlinear evidence from Kuwait stock exchange. (2017). Kisswani, Khalid M ; Kruse, Robinson ; Elian, Mohammad I.
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  83. 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.
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  84. Oil price effects over individual Portuguese stock returns. (2017). Teixeira, Rui F ; Vieira, Elisabete S ; Madaleno, Mara.
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  85. Examining the Dynamic and Non-linear Linkages between Crude Oil Price and Indian Stock Market Volatility. (2017). .
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  86. Predictive models for disaggregate stock market volatility. (2017). CHONG, Terence Tai Leung ; Lin, Shiyu .
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  87. An overview of renewable energy companies in stock exchange: Evidence from minimal spanning tree approach. (2017). Mardani, Abbas ; Kazemilari, Mansooreh ; Zavadskas, Edmundas Kazimieras ; Streimikiene, Dalia.
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  88. Real options and the value of oil and gas firms: An empirical analysis. (2017). Heaney, Richard ; Sabet, Amir H.
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  89. Co-movements among the stock prices of new energy, high-technology and fossil fuel companies in China. (2017). Du, Ziping ; Zhang, Guofu.
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  90. Diversifying away the risk of war and cross-border political crisis. (2017). , Ayman ; Nolte, Sandra ; Wisniewski, Tomasz Piotr .
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  91. 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.
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  92. 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.
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  93. A sectoral analysis of asymmetric nexus between oil and stock. (2017). Salisu, Afees ; Ndako, Umar ; Raheem, Ibrahim D.
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  94. Revisiting Crude Oil Price and Chinas Stock Market. (2017). Ding, Haoyuan ; Xie, Wenjing ; Wang, Huanhuan ; Fan, Haichao.
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  95. Crude Oil Price Volatility Spillovers and Agricultural Commodities: A Study in Time and Frequency Domains. (2017). Adrangi, Bahram ; Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun .
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  96. Explore the Impact of the Trading Value, The Oil Price and Quantitative Easing Policy on the Taiwan and Korea Stock Market Return with Quantile Regression. (2017). Hsu, Tzu-Kuang ; Tsai, Chin-Chang .
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  97. The Impact of Liberalization and Environmental Policy on the Financial Returns of European Energy Utilities. (2017). Premachandra, I M ; Daniel, Ivan Diaz-Rainey .
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  98. 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.
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  99. Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China. (2016). McAleer, Michael ; Chang, Chia-Lin ; Tian, Jiarong .
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  100. Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China. (2016). McAleer, Michael ; Chang, Chia-Lin ; Tian, Jiarong .
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  101. Jet fuel price variations and market value: a focus on low-cost and regular airline companies. (2016). Bucciol, Alessandro ; Gaudenzi, Barbara.
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  102. Oil prices and stock returns: nonlinear links across sectors. (2016). Madaleno, Mara ; Pinho, Carlos.
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  103. 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.
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  104. Macroeconomic variables and oil price: evidence from Turkey. (2016). Masih, Mansur ; Khasanov, Khush.
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  105. The impact of oil price shocks on the volatility of the Turkish stock market. (2016). Takin, Dilvin F ; Hala, Umut ; aala, Efe aalar .
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  106. An Empirical Analysis of the Relationship between Oil Prices and Stock Markets. (2016). Markoulis, Stelios ; Neofytou, N.
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  107. Common and Fundamental Risk Factors in Shareholder Returns of Norwegian Salmon Producing Companies. (2016). Misund, BÃ¥rd.
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  108. Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China. (2016). McAleer, Michael ; Chang, Chia-Lin ; Tian, J.
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  109. Analysis of the Effect of Oil Price Shock on Industry Stock Returns in Nigeria. (2016). Abeng, Magnus .
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  110. Gold, oil, and stocks: Dynamic correlations. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even ; Barunik, Jozef.
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  111. Multifractal detrended cross-correlations between crude oil market and Chinese ten sector stock markets. (2016). Yang, Liansheng ; Wang, Yiqi ; Zhu, Yingming.
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  112. Multifractal characterization of energy stocks in China: A multifractal detrended fluctuation analysis. (2016). Yang, Liansheng ; Wang, Yudong ; Zhu, Yingming.
    In: Physica A: Statistical Mechanics and its Applications.
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  113. 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 .
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  114. Steel scrap and equity market in Japan. (2016). Omura, Akihiro ; Chung, Richard ; Li, Bin ; Todorova, Neda.
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  115. Modelling oil and gas stock returns using multi factor asset pricing model including oil price exposure. (2016). Sanusi, Muhammad Surajo ; Ahmad, Farooq.
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  116. An event study analysis of oil and gas firm acreage and reserve acquisitions. (2016). Sabet, Amir H ; Heaney, Richard.
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  117. Regulatory interventions in the US oil and gas sector: How do the stock markets perceive the CFTCs announcements during the 2008 financial crisis?. (2016). Berk, Istemi ; Rauch, Jannes.
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  118. An inverted U?shaped crude oil price return?implied volatility relationship. (2015). Agbeyegbe, Temisan.
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  119. Investigating Exchange Rate Exposure of Energy Firms: Evidence from Turkey. (2015). Ozturk, Ilhan ; Erismis, Ahmet ; Kandir, Serkan Y.
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  120. Predictive Models for Disaggregate Stock Market Volatility. (2015). CHONG, Terence Tai Leung ; Lin, Shiyu .
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  121. Reserves Replacement and Oil and Gas Company Shareholder returns. (2015). Misund, BÃ¥rd.
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  122. An inverted U-shaped crude oil price return-implied volatility relationship. (2015). Agbeyegbe, Terence D.
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  123. The extreme-value dependence between the crude oil price and Chinese stock markets. (2015). Chen, Qian ; Lv, Xin ; Xin Lv, .
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  124. A broadened causality in variance approach to assess the risk dynamics between crude oil prices and the Jordanian stock market. (2015). Bouri, Elie.
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  125. 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.
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  126. Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach. (2015). Salisu, Afees ; Oloko, Tirimisiyu.
    In: Energy Economics.
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  127. 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.
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  128. Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen.
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  129. Oil price uncertainty and sectoral stock returns in China: A time-varying approach. (2015). Spagnolo, Nicola ; Menla Ali, Faek ; Caporale, Guglielmo Maria.
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  130. Investigation of Driving Forces of Energy Consumption in European Union 28 Countries. (2015). Obadi, Saleh ; Aydogan, Berna ; Berk, Istemi .
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  131. Crude Oil Price Shocks and Stock Returns: Evidences from Turkish Stock Market under Global Liquidity Conditions. (2015). Aydogan, Berna ; Berk, Istemi .
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  132. Gold, Oil, and Stocks: Dynamic Correlations. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef.
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  133. Gold, Oil, and Stocks. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even.
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  134. The direct and indirect effects of oil shocks on energy related stocks. (2014). Zhang, Dayong ; Broadstock, David ; Wang, Rui.
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  135. Australian Coal Company Risk Factors: Coal and Oil Prices. (2014). Ratti, Ronald ; Hasan, Zahid M..
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  136. The Impact of Oil Price Fluctuations on the Sudanese Stock Market Performance. (2014). Zakaria, Suliman .
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  137. Wavelet-based evidence of the impact of oil prices on stock returns. (2014). Reboredo, Juan ; Rivera-Castro, Miguel A..
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  138. Volatility transmission between energy-related asset classes. (2014). Soytas, Ugur ; Gormus, Alper N. ; Diltz, David J..
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  139. Interdependence of oil prices and stock market indices: A copula approach. (2014). Wu, Ximing ; Sukcharoen, Kunlapath ; Leatham, David ; Zohrabyan, Tatevik .
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  140. 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.
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  141. How do the stock prices of new energy and fossil fuel companies correlate? Evidence from China. (2014). Huang, Dengshi ; Wei, YU ; Guo, Yanfeng ; Wen, Xiaoqian.
    In: Energy Economics.
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  142. Direct and indirect oil shocks and their impacts upon energy related stocks. (2014). Zhang, Dayong ; Broadstock, David ; Wang, Rui.
    In: Economic Systems.
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  143. Oil price risk in the Spanish stock market: An industry perspective. (2014). Escribano Sotos, Francisco ; Escribano-Sotos, Francisco ; Ferrer-Lapea, Roman ; Moya-Martinez, Pablo .
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  144. Gold, Oil, and Stocks. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef.
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  145. Extreme Dependence between Crude Oil and the Stock Markets in China: A Sector. (2013). Zhao, Jing ; He, Yanan.
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  146. Sectoral stock return sensitivity to oil price changes: a double-threshold FIGARCH model. (2013). Odusami, Babatunde ; Mansur, Iqbal ; Elyasiani, Elyas.
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  147. 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.
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  148. Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment. (2013). Floros, Christos ; Filis, George ; Degiannakis, Stavros.
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  149. Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment. (2013). Floros, Christos ; Filis, George ; Degiannakis, Stavros.
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  150. Závislost cen akcií ropných společností na ceně ropy. (2013). Sirucek, Martin ; Irek, Martin ; Havi, Toma ; Oba, Oldich.
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  151. Oil Price Shocks and Volatility in Australian Stock Returns ‎. (2013). Ratti, Ronald ; Hasan, Zahid M..
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  152. Relationships among Energy Price Shocks, Stock Market, and the Macroeconomy: Evidence from China. (2013). Cong, Rong-Gang ; Shen, Shaochuan.
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  153. Nonlinear analysis among crude oil prices, stock markets return and macroeconomic variables. (2013). Naifar, Nader ; Al Dohaiman, Mohammed Saleh .
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  154. 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.
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  155. 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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  156. Jump dynamics in the relationship between oil prices and the stock market: Evidence from Nigeria. (2013). Fowowe, Babajide .
    In: Energy.
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  157. Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries. (2013). Awartani, Basel ; Maghyereh, Aktham Issa .
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  158. The high-frequency asymmetric response of stock returns to monetary policy for high oil price events. (2013). Tsai, Chun-Li.
    In: Energy Economics.
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  159. 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.
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  160. Oil Price Shocks and Volatility in Australian Stock Returns. (2013). Ratti, Ronald ; Hasan, Zahid M..
    In: The Economic Record.
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  161. Crude Oil Price Shocks and Stock Returns: Evidence from Turkish Stock Market under Global Liquidity Conditions. (2012). Berk, Istemi ; Aydogan, Berna.
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  162. Analysis of Extreme Dependence Between Istanbul Stock Exchange and Oil Returns. (2012). Unal, Gozde ; Korman, Derya .
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  163. 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.
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  164. Oil shocks and their impact on energy related stocks in China. (2012). Zhang, Dayong ; Cao, Hong ; Broadstock, David.
    In: Energy Economics.
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  165. Oil price shocks and transportation firm asset prices. (2012). Aggarwal, Raj ; Akhigbe, Aigbe ; Mohanty, Sunil K..
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  204. Risk factors in oil and gas industry returns: international evidence. (2009). Veiga, Helena ; Ramos, Sofia.
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  206. EU Emission Allowances and the Stock Market: Evidence from the Electricity Industry. (2008). Oberndorfer, Ulrich .
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  207. Returns and Volatility of Eurozone Energy Stocks. (2008). Oberndorfer, Ulrich .
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  209. Commodity betas with mean reverting output prices. (2008). Hong, Gwangheon ; Sarkar, Sudipto.
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  213. Does oil move equity prices? A global view. (2008). faff, robert ; Nandha, Mohan .
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  215. Common and fundamental factors in stock returns of Canadian oil and gas companies. (2007). Boyer, M. Martin ; Filion, Didier.
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  216. Oil price risk and emerging stock markets. (2006). Basher, Syed ; Sadorsky, Perry.
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  217. Short-Run and Long-Run Oil Price Sensitivity of Equity Returns: The South Asian Markets. (2006). faff, robert ; Nandha, Mohan .
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  218. 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 .
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  219. Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002. (2004). Martin, Vance ; Fry-McKibbin, Renee ; Dungey, Mardi.
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  220. Common and Fundamental Factors in Stock Returns of Canadian Oil and Gas Companies. (2004). Boyer, M. Martin ; Filion, Didier.
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  221. Do Oil Prices Affect Kuwait Sectoral Stock Prices? Non-Linear Cointegration Evidence. (2003). Kisswani, Khalid ; Elian, Mohammad I.
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  222. Oil Price Volatility and Stock Price Fluctuations in an Emerging Market: Evidence from South Korea. (2003). Rumi, MASIH ; Sanjay, PETERS .
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  223. Estimating oil price Value at Risk using the historical simulation approach. (2003). CABEDO, DAVID J. ; Moya, Ismael .
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  224. Returns and Volatility of Eurozone Energy Stocks. (2002). Oberndorfer, Ulrich .
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  225. Does Carbon Affect European Oil Companies Equity Values?. (2002). Boutaba, Mohamed Amine .
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  226. Multifactor risk and the stock returns of Canadian paper and forest products companies. (2001). Henriques, Irene ; Sadorsky, Perry.
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    RePEc:usm:journl:aamjaf00901_25-45.

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  16. Interest Rate and Foreign Exchange Sensitivity of Bank Stock Returns: Evidence from China. (2013). Deng, Xin ; Meng, Xiangnan .
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:17:y:2013:i:1-2:p:77-106.

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  17. Securitised Real Estate Regime-Switching Behaviour and the Relationship with Market Interest Rates. (2013). Akimov, Alexey ; Stevenson, Simon.
    In: ERES.
    RePEc:arz:wpaper:eres2013_346.

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  18. Did federal funds target rate changes affect the market value of insurance companies?. (2012). Li, Jing ; De Ceuster M. J. K., ; Zhang H., ; Li J., .
    In: Working Papers.
    RePEc:ant:wpaper:2012027.

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  19. The reaction of the WIG stock market index to changes in the interest rates on bank deposits. (2010). Szczepanska-Przekota, Anna .
    In: Operations Research and Decisions.
    RePEc:wut:journl:v:1:y:2010:p:97-110.

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  20. Real-Estate Risk Effects on Financial Institutions’ Stock Return Distribution: a Bivariate GARCH Analysis. (2010). Wetmore, Jill ; Mansur, Iqbal ; Elyasiani, Elyas.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:40:y:2010:i:1:p:89-107.

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  21. Interest Rate Risk Rewards in Stock Returns of Financial Corporations: Evidence from Germany. (2010). Czaja, Marca Gregor ; Wilkens, Marco ; Scholz, Hendrik.
    In: European Financial Management.
    RePEc:bla:eufman:v:16:y:2010:i:1:p:124-154.

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  22. Derivative activities and Asia-Pacific banks interest rate and exchange rate exposures. (2009). faff, robert ; Au Yong, Hue Hwa ; Au Yong, Hue Hwa, ; Chalmers, Keryn.
    In: Journal of International Financial Markets, Institutions and Money.
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  23. The foreign exchange exposure of Chinese banks. (2009). Wong, Jim ; Leung, Phyllis .
    In: China Economic Review.
    RePEc:eee:chieco:v:20:y:2009:i:2:p:174-182.

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  24. The Foreign Exchange Exposure of Chinese Banks. (2008). Wong, Eric ; Leung, Phyllis .
    In: Working Papers.
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  25. What lies beneath: Foreign exchange rate exposure, hedging and cash flows. (2008). Bartram, Söhnke.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:8:p:1508-1521.

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  26. Convergence and risk-return linkages across financial service firms. (2007). Elyasiani, Elyas ; Pagano, Michael S. ; Mansur, Iqbal.
    In: Journal of Banking & Finance.
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  27. The Valuation Effects of Prime Rate Revisions: Is There an Advantage of Being First?-super-. (2006). Ariff, Mohamed ; Lamba, Asjeet S..
    In: International Review of Finance.
    RePEc:bla:irvfin:v:6:y:2006:i:3-4:p:177-194.

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  28. Equity returns of financial institutions and the pricing of interest rate risk. (2005). Staikouras, Sotiris.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:7:p:499-508.

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  29. Effect of Monetary Policy on Commercial Banks Across Different Business Conditions. (2005). Hassan, M. Kabir ; Zaher, Tarek S. ; Harun, Syed M..
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:9:y:2005:i:1-2:p:99-128.

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  30. The Association Between Market and Exchange Rate Risks and Accounting Variables: A GARCH Model of the Japanese Banking Institutions. (2005). Mansur, Iqbal ; Elyasiani, Elyas.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:25:y:2005:i:2:p:183-206.

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  31. The Exchange Rate Exposure of UK Nonfinancial Companies: Industry-Level Analysis. (2004). El-Masry, Ahmed A..
    In: International Finance.
    RePEc:wpa:wuwpif:0401001.

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  32. The performance persistence of foreign closed?end funds. (2002). Bers, Martina K ; Madura, Jeff.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:11:y:2002:i:4:p:263-285.

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  33. THE EFFECTS OF OPEN MARKET INTEREST RATES ON MALAYSIAN COMMERCIAL BANKS’ INTEREST RATE SPREAD: AN EMPIRICAL ANALYSIS. (2002). Khairul Anuar Mohd. Ali, ; Ghazali, Noor Azlan .
    In: IIUM Journal of Economics and Management.
    RePEc:ije:journl:v:10:y:2002:i:1:p:21-42.

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  34. The performance persistence of foreign closed-end funds. (2002). Madura, Jeff ; Bers, Martina K..
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:11:y:2002:i:4:p:263-285.

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  35. The Interest Rate Exposure of Nonfinancial Corporations. (2001). Bartram, Söhnke.
    In: Finance.
    RePEc:wpa:wuwpfi:0112002.

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  36. Evidence of its Importance and Instruments to Handle it. The Real Estate Market Risk of Banks. (2001). Lausberg, Carsten.
    In: ERES.
    RePEc:arz:wpaper:eres2001_205.

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  37. The risk effects of combining banking, securities, and insurance activities. (2000). Jagtiani, Julapa ; Allen, Linda .
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:52:y:2000:i:6:p:485-497.

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  38. Oil price risk and the Australian stock market. (1999). faff, robert ; Brailsford, Timothy J..
    In: Journal of Energy Finance & Development.
    RePEc:eee:jefdev:v:4:y:1999:i:1:p:69-87.

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  39. Interest rate changes and common stock returns of financial institutions: evidence from the UK. (1998). Staikouras, Sotiris.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:4:y:1998:i:2:p:113-127.

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  40. Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model. (1998). Elyasiani, Elyas ; Mansur, Iqbal.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:22:y:1998:i:5:p:535-563.

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  41. CO-MOVEMENTS OF THE PRIME RATE, CD RATE, AND THE S&P FINANCIAL STOCK INDEX. (1998). Payne, James ; Ewing, Bradley ; Forbes, Shawn M..
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:21:y:1998:i:4:p:469-482.

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  42. Testing the effectiveness of regulatory interest rate risk measurement. (1997). Hudgins, Sylvia ; Gilkeson, James ; Ruff, Craig.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:21:y:1997:i:2:p:27-37.

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  43. Risk and Market Segmentation in Financial Intermediaries Returns. (1997). Jagtiani, Julapa ; Allen, Linda.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:12:y:1997:i:2:p:159-173.

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  44. The market perception of banking industry risk: A multifactor analysis. (1997). .
    In: Atlantic Economic Journal.
    RePEc:kap:atlecj:v:25:y:1997:i:1:p:99-112.

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  45. Risk and Market Segmentation in Financial Intermediaries’ Returns. (1996). Jagtiani, Julapa ; Allen, Linda .
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:96-36.

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  46. Executive Compensation and Financial Performance in the Real Estate Industry. (1995). Davis, Barbara J. ; Shelor, Roger M..
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:10:n:2:1995:p:141-152.

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  47. Commercial Bank Exposure and Sensitivity to the Real Estate Market. (1995). Madura, Jeff ; Allen, Marcus T. ; Wiant, Kenneth J..
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:10:n:2:1995:p:129-140.

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  48. THE DIFFERENTIAL EFFECTS OF DEREGULATION ON SAVINGS AND LOAN ASSOCIATIONS AND BANKS. (1994). Graddy, Duane B ; Strickland, Thomas H ; Kyle, Reuben .
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:17:y:1994:i:2:p:289-300.

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  49. AN EXAMINATION OF THE INTEREST RATE SENSITIVITY OF COMMERCIAL BANK STOCK. (1991). Nagy, Robert ; Kohers, Theodor.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:1:y:1991:i:1:p:23-34.

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  50. THE 1982 DEPOSITORY INSTITUTIONS ACT AND SECURITY RETURNS IN THE SAVINGS AND LOAN INDUSTRY. (1990). Fraser, Donald R. ; Kolari, James W..
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:13:y:1990:i:4:p:339-347.

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