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2020Revista Mexicana de Economía y Finanzas: Vol. 16, Issue 1Oil price effect on sectoral stock returns: A conditional covariance and correlation approach for MexicoRodrigo A. Morales Fernández Rafaelly, Roberto J. Santillán-Salgadohttp://dx.doi.org/10.1016/j.econmod.2017.06.016
2019Energy Policy: Vol. 134Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock marketsMehmet Balcilar, Rıza Demirer, Shawkat Hammoudehhttp://dx.doi.org/10.4018/978-1-5225-7180-3.ch004
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2019Energy Economics: Vol. 78The importance of oil assets for portfolio optimization: The analysis of firm level stocksSuleman Sarwar, Muhammad Shahbaz, Awais Anwar, Aviral Kumar Tiwarihttp://dx.doi.org/10.1016/j.eneco.2016.01.012
2019Economies: Vol. 7, Issue 1Macroeconomic Determinants of Stock Market Fluctuations: The Case of BIST-100Caner Demirhttp://dx.doi.org/10.1016/j.physa.2017.12.133
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2019Economic Modelling: Vol. 76Oil price and automobile stock return co-movement: A wavelet coherence analysisDebdatta Pal, Subrata K. Mitrahttp://dx.doi.org/10.3390/jrfm14120611
2019Resources Policy: Vol. 62Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio managementRabeh Khalfaoui, Suleman Sarwar, Aviral Kumar Tiwarihttp://dx.doi.org/10.1016/j.econmod.2018.07.028
2019Review of Quantitative Finance and Accounting: Vol. 52, Issue 3Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentimentSyed Jawad Hussain Shahzad, Elie Bouri, Naveed Raza, David Roubaudhttp://dx.doi.org/10.1016/j.irfa.2022.102115
2019Energy Economics: Vol. 80Connectedness of economic policy uncertainty and oil price shocks in a time domain perspectiveLu Yanghttp://dx.doi.org/10.1080/00036846.2021.1990846
2018Journal of International Money and Finance: Vol. 86The impact of oil-market shocks on stock returns in major oil-exporting countriesSyed Abul Basher, Alfred A. Haug, Perry Sadorskyhttp://dx.doi.org/10.5547/01956574.39.5.sdeg
2018The Energy Journal: Vol. 39, Issue 5Oil Prices and Stock Markets: A Review of the Theory and Empirical EvidenceStavros Degiannakis, George Filis, Vipin Arorahttp://dx.doi.org/10.1016/j.enpol.2016.08.020
2018Energy Economics: Vol. 72The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companiesBradley T. Ewing, Wensheng Kang, Ronald A. Rattihttp://dx.doi.org/10.1016/j.eneco.2020.104762
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2018Journal of Economics and Finance: Vol. 42, Issue 1Oil and equity: too deep into each otherNatalya Delcoure, Harmeet Singhhttp://dx.doi.org/10.1016/j.eneco.2019.01.006
2018Economic Change and Restructuring: Vol. 51, Issue 4Oil price changes and stock market returns: cointegration evidence from emerging marketMohammad I. Elian, Khalid M. Kisswanihttp://dx.doi.org/10.1016/j.eneco.2022.106395
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2018The Energy Journal: Vol. 39, Issue 2Dependence Structure between Oil Prices, Exchange Rates, and Interest RatesJong-Min Kim, Hojin Junghttp://dx.doi.org/10.1016/j.intaccaudtax.2023.100541
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2017Journal of International Money and Finance: Vol. 74The effects of oil price shocks on U.S. stock order flow imbalances and stock returnsNeophytos Lambertides, Christos S. Savva, Dimitris A. Tsouknidishttp://dx.doi.org/10.22495/cgobrv7i3p4
2017Economic Modelling: Vol. 66Can investors of Chinese energy stocks benefit from diversification into commodity futures?Xiaoqian Wen, Duc Khuong Nguyenhttp://dx.doi.org/10.1002/for.2841
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2016Resources Policy: Vol. 50Dynamics between strategic commodities and financial variables: Evidence from JapanThai-Ha Le, Youngho Changhttp://dx.doi.org/10.5547/01956574.39.2.jkim
2016Economia Politica: Vol. 33, Issue 1On the volatility transmission between oil and stock markets: a comparison of emerging importers and exportersElie Bouri, Riza Demirerhttp://dx.doi.org/10.1080/1351847X.2020.1809487
2016Economic Modelling: Vol. 58The dark side of the black gold shock onto Europe: One stock's joy is another stock's sorrowOlfa Kaabia, Ilyes Abid, Farid Mkaouarhttp://dx.doi.org/10.1007/s10644-018-9228-7
2016International Review of Financial Analysis: Vol. 48Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countriesRustam Boldanov, Stavros Degiannakis, George Filishttp://dx.doi.org/10.1016/j.eneco.2021.105743
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2015SSRN Electronic JournalTime-Varying Effect of Oil Market Shocks on the Stock MarketWensheng Kang, Ronald A. Ratti, Kyung Hwan Yoonhttp://dx.doi.org/10.1016/j.jcomm.2019.100121
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2015SSRN Electronic JournalUncertainty and Crude Oil ReturnsRiadh Aloui, Rangan Gupta, Stephen M. Millerhttp://dx.doi.org/10.1007/978-3-319-67753-8_3
2015Journal of Banking & Finance: Vol. 61Time-varying effect of oil market shocks on the stock marketWensheng Kang, Ronald A. Ratti, Kyung Hwan Yoonhttp://dx.doi.org/10.2139/ssrn.3611619
2015International Journal of Financial Studies: Vol. 3, Issue 3A Probit Model for the State of the Greek GDP GrowthStavros Degiannakishttp://dx.doi.org/10.1007/978-3-319-13746-9_3
2015SSRN Electronic JournalThe Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 CountriesAndrea Bastianin, Francesca Conti, Matteo Manerahttp://dx.doi.org/10.2139/ssrn.3646454
2014SSRN Electronic JournalThe Impact of Oil Price Shocks on U.S. Bond Market ReturnsWensheng Kang, Ronald A. Ratti, Kyung Hwan Yoonhttp://dx.doi.org/10.1016/j.resourpol.2023.103798

 

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