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2021SSRN Electronic Journal The Relative Pricing of WTI and Brent Crude Oil Futures: Expectations or Risk Premia?Xin Gao, Bingxin Li, Rui Liuhttp://dx.doi.org/10.1016/j.eneco.2009.10.005
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2016Economic Modelling: Vol. 52Oil prices, exchange rate, and the price asymmetry in the Taiwanese retail gasoline marketKuo-Wei Chou, Yi-Heng Tsenghttp://dx.doi.org/10.1080/03610918.2011.560731
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2016Applied Energy: Vol. 163An incentive-oriented early warning system for predicting the co-movements between oil price shocks and macroeconomyKeyi Ju, Bin Su, Dequn Zhou, Yuqiang Zhanghttp://dx.doi.org/10.1016/j.apenergy.2014.08.037
2015SSRN Electronic JournalThe Influence of Oil Prices on Islamic Banking Efficiency Scores During the Financial Crisis: Evidence from the MENA AreaDr. Ali Saidhttp://dx.doi.org/10.1007/978-3-030-32296-0_12
2014Applied Energy: Vol. 136Macroeconomic effects of oil price shocks in China: An empirical study based on Hilbert–Huang transform and event studyKeyi Ju, Dequn Zhou, P. Zhou, Junmin Wuhttp://dx.doi.org/10.1016/S2110-7017(13)60029-3
2014Energy Policy: Vol. 66The impact of global oil price shocks on China’s bulk commodity markets and fundamental industriesChuanguo Zhang, Xiaoqing Chenhttp://dx.doi.org/10.5547/01956574.34.2.7
2013The Energy Journal: Vol. 34, Issue 2Oil Price Shocks and the Stock Market: Evidence from JapanAbhay Abhyankar, Bing Xu, Jiayue Wanghttp://dx.doi.org/10.1080/14765284.2012.755302
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2011Emerging Markets Review: Vol. 12, Issue 1The impact of oil price shocks on stock market returns: Comparing GCC countries with the UK and USAAbdallah Fayyad, Kevin Dalyhttp://dx.doi.org/10.1016/j.eneco.2010.04.011
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2011Économie internationale: Vol. n° 122, Issue 2Causal relationships between oil and stock prices: some new evidence from gulf oil-exporting countriesMohamed El Hédi Arouri, Christophe Raulthttp://dx.doi.org/10.1016/j.apenergy.2015.11.015
2011Recherches économiques de Louvain: Vol. Vol. 77, Issue 1Oil Prices and Stock Markets in Europe: A Sector PerspectiveMohamed El Hédi Arouri, Philippe Foulquier, Julien Fouquauhttp://dx.doi.org/10.3917/rel.771.0005
2011Mathematical and Computer Modelling: Vol. 54, Issue 5-6Parametric and non-parametric approaches in evaluating martingale hypothesis of energy spot marketsChin Wen Cheonghttp://dx.doi.org/10.1016/j.petrol.2016.10.048
2011Communications in Statistics - Simulation and Computation: Vol. 40, Issue 7Univariate and Multivariate Value-at-Risk: Application and Implication in Energy MarketsChin Wen Cheonghttp://dx.doi.org/10.3917/reco.615.0945
2010Studies in Economics and Econometrics: Vol. 34, Issue 2Market Risks in Spot Markets of Crude Oil and Products: A Long Memory Value- At-Risk ApproachC W Cheonghttp://dx.doi.org/10.1016/j.resourpol.2024.104772
2010International Economics: Vol. 122Causal relationships between oil and stock prices: some new evidence from gulf oil-exporting countriesMohamed El Hedi AROURI, Christophe RAULThttp://dx.doi.org/10.2139/ssrn.2666096
2010Revue économique: Vol. Vol. 61, Issue 5Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du GolfeMohamed El Hédi Arouri, Christophe Raulthttp://dx.doi.org/10.1080/14697688.2012.751122
2010International Journal of Global Energy Issues: Vol. 33, Issue 3/4Stock returns and oil price fluctuations: short and long-run analysis in the GCC contextMohamed El Hedi Arouri, Duc Khuong Nguyenhttp://dx.doi.org/10.1016/j.asieco.2021.101398
2010Energy Policy: Vol. 38, Issue 8Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decadeMohamed El Hedi Arouri, Duc Khuong Nguyenhttp://dx.doi.org/10.1111/j.1467-9957.2010.02223.x
2010Energy Economics: Vol. 32, Issue 2Oil price fluctuations and U.S. dollar exchange ratesRadhamés A. Lizardo, André V. Mollickhttp://dx.doi.org/10.1016/j.econmod.2015.10.012
2009Energy Economics: Vol. 31, Issue 4Crude oil and stock markets: Stability, instability, and bubblesJ. Isaac Miller, Ronald A. Rattihttp://dx.doi.org/10.1016/j.mcm.2011.04.022
2009Energy Policy: Vol. 37, Issue 6Modeling and forecasting crude oil markets using ARCH-type modelsChin Wen Cheonghttp://dx.doi.org/10.1016/j.intfin.2018.02.004
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2008Energy Economics: Vol. 30, Issue 5Oil price shocks and stock markets in the U.S. and 13 European countriesJungwook Park, Ronald A. Rattihttp://dx.doi.org/10.2139/ssrn.1488936

 

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