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2024Energy Economics: Vol. 132Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EUJin Shang, Shigeyuki Hamorihttp://dx.doi.org/10.1007/s12197-023-09634-x
2024The Journal of Risk Finance: Vol. 25, Issue 1The dynamic impact of oil shocks on the Saudi stock market: new evidence through dynamic simulated ARDL approachAmel Belanès, Abderrazek Ben Maatoug, Mohamed Bilel Trikihttp://dx.doi.org/10.1016/j.jeca.2023.e00339
2024Economies: Vol. 12, Issue 4Estimating Spillover Effect from International Oil Market to Stock Market: Evidence from Korean Portfolio-Level AnalysisSunghee Choihttp://dx.doi.org/10.1016/j.resourpol.2021.102381
2024Global Finance Journal: Vol. 60The impact of oil shocks on the stock marketCésar Castro, Rebeca Jiménez-Rodríguezhttp://dx.doi.org/10.2991/978-94-6463-246-0_84
2024Energy Economics: Vol. 129Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary eventsVladimir Balash, Alexey Faizlievhttp://dx.doi.org/10.1016/j.techfore.2022.121704
2024The North American Journal of Economics and Finance: Vol. 70Quantile connectedness of oil price shocks with socially responsible investmentsFarooq Malik, Zaghum Umarhttp://dx.doi.org/10.1016/j.apenergy.2020.116146
2024Journal of Risk and Financial Management: Vol. 17, Issue 1A Survey of Literature on the Interlinkage between Petroleum Prices and Equity MarketsMiramir Bagirov, Cesario Mateushttp://dx.doi.org/10.1016/j.najef.2023.101967
2024Energy Economics: Vol. 129Financial market development and corporate risk management: Evidence from Shanghai crude oil futures launched in ChinaFeng He, Longxuan Chen, Jing Hao, Ji Wuhttp://dx.doi.org/10.3233/JIFS-179633
2024Energies: Vol. 17, Issue 5Investigating the Impact of Agricultural, Financial, Economic, and Political Factors on Oil Forward Prices and Volatility: A SHAP AnalysisHyeon-Seok Kim, Hui-Sang Kim, Sun-Yong Choihttp://dx.doi.org/10.1007/s11356-021-18314-4
2024Resources Policy: Vol. 91The interconnectedness between crude oil prices and stock returns in G20 countriesChinmaya Behera, Badri Narayan Rathhttp://dx.doi.org/10.1016/j.irfa.2020.101465
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2024International Review of Economics & Finance: Vol. 92Crude oil volatility index forecasting: New evidence based on positive and negative jumps from Chinese stock marketGaoxiu Qiao, Xuekun Ma, Gongyue Jiang, Lu Wanghttp://dx.doi.org/10.1016/j.energy.2019.116791
2024Energy Economics: Vol. 131Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decompositionMaría Caridad Sevillano, Francisco Jareño, Raquel López, Carlos Esparciahttp://dx.doi.org/10.1016/j.najef.2021.101388
2024International Review of Economics & Finance: Vol. 92Volatility transmission between upstream and midstream energy sectorsBradley T. Ewing, Farooq Malik, James E. Paynehttp://dx.doi.org/10.1007/978-3-030-98542-4_5
2023The Journal of Economic Asymmetries: Vol. 28Oil in crisis: What can we learnUmar Nawaz Kayani, M. Kabir Hassan, Faten Moussa, Gazi Farid Hossainhttp://dx.doi.org/10.1016/j.egyr.2023.02.039
2023Energy Strategy Reviews: Vol. 49Are the systemic risk spillovers of good and bad volatility in oil and global equity markets alike?Qichang Xie, Jingrui Qin, Jianwei Lihttp://dx.doi.org/10.1016/j.iref.2024.02.074
2023Environmental Science and Pollution Research: Vol. 30, Issue 59On the relationship between oil market and European stock returnsCosimo Magazzino, Muhammad Shahbaz, Massimiliano Adamohttp://dx.doi.org/10.1016/j.iref.2022.11.008
2023Mathematics: Vol. 11, Issue 9Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a CenturyMehmet Balcilar, David Gabauer, Rangan Gupta, Christian Pierdziochhttp://dx.doi.org/10.1109/DASA54658.2022.9765004
2023Asian Economics Letters: Vol. 4, Issue 4Testing Multiple Structural Breaks in the Oil Price–Stock Price Nexus in Asian Oil-Importing Countries During the Russia-Ukraine WarIsiaka Akande Raifu, Terver Theophilus Kumeka, Onyinye Maria David-Wayashttp://dx.doi.org/10.1016/j.eneco.2022.105932
2023International Journal of Forecasting: Vol. 39, Issue 1Forecasting crude oil market volatility using variable selection and common factorYaojie Zhang, M.I.M. Wahab, Yudong Wanghttp://dx.doi.org/10.1007/s11356-023-31049-8
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2023SAGE Open: Vol. 13, Issue 1A Markov Switching Approach in Assessing Oil Price and Stock Market Nexus in the Last Decade: The Impact of the COVID-19 PandemicSeuk Wai Phoong, Masnun Al Mahi, Seuk Yen Phoonghttp://dx.doi.org/10.1016/j.eneco.2023.107202
2023Energy Economics: Vol. 126Energy shocks and bank efficiency in emerging economiesAsma Nasim, Subhan Ullah, Ja Ryong Kim, Affan Hameedhttp://dx.doi.org/10.1177/21582440231153855
2023International Review of Financial Analysis: Vol. 89Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocksMuhammad Abubakr Naeem, Sitara Karim, Afsheen Abrar, Larisa Yarovaya, Adil Ahmad Shahhttp://dx.doi.org/10.2139/ssrn.4526396
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2023Journal of Empirical Finance: Vol. 70Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variablesNima Nonejadhttp://dx.doi.org/10.1016/j.resourpol.2024.104950
2023Energy Economics: Vol. 117Oil price assumptions for macroeconomic policyStavros Degiannakis, George Filishttp://dx.doi.org/10.1016/j.eneco.2024.107398
2023Finance Research Letters: Vol. 58Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023Rangan Gupta, Qiang Ji, Christian Pierdzioch, Vasilios Plakandarashttp://dx.doi.org/10.4018/978-1-7998-8335-7.ch016
2023Energy Reports: Vol. 9The shale revolution, geopolitical risk, and oil price volatilityWenxue Wang, Fuyu Yanghttp://dx.doi.org/10.1016/j.eneco.2021.105567
2023Resources Policy: Vol. 81The role of stock markets in the US, Europe, and China on oil prices before and after the COVID-19 announcementSeyedeh Fatemeh Razmi, Seyed Mohammad Javad Razmihttp://dx.doi.org/10.1080/23322039.2021.2018163
2023International Review of Economics & Finance: Vol. 84Oil market shocks and financial instability in Asian countriesLeila Dagher, Fakhri J. Hasanovhttp://dx.doi.org/10.1002/for.2903
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2023Applied Economics: Vol. 55, Issue 9Time-varying impacts of oil price shocks on China’s stock market under economic policy uncertaintyZhenhua Liu, Tingting Zhu, Zhaoping Duan, Shanqi Xuan, Zhihua Ding, Shan Wuhttp://dx.doi.org/10.5547/01956574.43.2.atri
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2023Journal of Risk and Financial Management: Vol. 16, Issue 11What Is the Effect of Oil and Gas Markets (Spot/Futures) on Herding in BRICS? Recent Evidence (2007–2022)Hang Zhang, Evangelos Giouvrishttp://dx.doi.org/10.2139/ssrn.3260077
2023Applied EconomicsDoes the source of oil price shock matter for Indian sectoral stock returns? A time-frequency approach to analyse dynamic connectedness and spilloversSreelakshmi Ramesh, Sabuj Kumar Mandal, Perry Sadorskyhttp://dx.doi.org/10.1080/00036846.2023.2287552
2023Risks: Vol. 11, Issue 11The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United StatesXin Sheng, Rangan Gupta, Qiang Jihttp://dx.doi.org/10.1080/1351847X.2022.2097883
2023SSRN Electronic JournalUnderstanding interlinkages between petroleum prices and equity markets: A comprehensive survey of empirical evidenceMiramir Bagirov, Cesario Mateushttp://dx.doi.org/10.2139/ssrn.4637063
2023Economic Change and Restructuring: Vol. 56, Issue 5Do oil prices predict the exchange rate in Algeria? Time, frequency, and time‐varying Granger causality analysisHicham Ayad, Ousama Ben-Salha, Miloud Ouafihttp://dx.doi.org/10.1007/s10644-023-09545-1
2023OPEC Energy Review: Vol. 47, Issue 4The effect of oil price shocks on stock market performance in selected African countriesChukwuemelie C. Okpezune, Mehdi Seraj, Huseyin Ozdeserhttp://dx.doi.org/10.3390/jrfm16110466
2023Environmental Science and Pollution Research: Vol. 31, Issue 12A wavelet analysis of dynamic connectedness between geopolitical risk and renewable energy volatility during the COVID-19 pandemic and Ukraine-Russia conflictsLe Thanh Hahttp://dx.doi.org/10.5547/01956574.44.6.ssha
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2023Journal of Economic Behavior & Organization: Vol. 214International stock market volatility: A data-rich environment based on oil shocksXinjie Lu, Feng Ma, Tianyang Wang, Fenghua Wenhttp://dx.doi.org/10.1016/j.najef.2023.102066
2023Resources Policy: Vol. 81Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approachNasir Khan, Asima Saleem, Oktay Ozkanhttp://dx.doi.org/10.1016/j.eneco.2023.107250
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2022Financial Management: Vol. 51, Issue 2Oil price shocks and stock market anomaliesZhaobo Zhu, Licheng Sun, Jun Tu, Qiang Jihttp://dx.doi.org/10.1111/fima.12377
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2022Energies: Vol. 15, Issue 22Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of DataMehmet Balcilar, Rangan Gupta, Christian Pierdziochhttp://dx.doi.org/10.1109/DASA54658.2022.9765205
2022Technological Forecasting and Social Change: Vol. 180Oil price volatility forecasting: Threshold effect from stock market volatilityYan Chen, Gaoxiu Qiao, Feipeng Zhanghttp://dx.doi.org/10.46557/001c.70303
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2022International Journal of Financial Studies: Vol. 10, Issue 3Do Rare Earths and Energy Commodities Drive Volatility Transmission in Sustainable Financial Markets? Evidence from China, Australia, and the USInzamam UI Haq, Hira Nadeem, Apichit Maneengam, Saowanee Samantreeporn, Nhan Huynh, Thasporn Kettanom, Worakamol Wisetsrihttp://dx.doi.org/10.1016/j.jempfin.2022.11.009
2022Energy Economics: Vol. 114Do market conditions interfere with the transmission of uncertainty from oil market to stock market? Evidence from a modified quantile-on-quantile approachQichang Xie, Guoqiang Tanghttp://dx.doi.org/10.1177/21582440231201485
2022Annals of Operations Research: Vol. 313, Issue 1Oil price risk exposure of BRIC stock markets and hedging effectivenessSyed Jawad Hussain Shahzad, Elie Bouri, Mobeen Ur Rehman, Muhammad Abubakr Naeem, Tareq Saeedhttp://dx.doi.org/10.4018/978-1-6684-7568-3.ch010
2022Energy Economics: Vol. 109The COVID-19 storm and the energy sector: The impact and role of uncertaintyJan Jakub Szczygielski, Janusz Brzeszczyński, Ailie Charteris, Princess Rutendo Bwanyahttp://dx.doi.org/10.1016/j.resourpol.2021.102244
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2022Energy: Vol. 242Detrended cross-correlation analysis in quantiles between oil price and the US stock marketOusama Ben-Salha, Khaled Moknihttp://dx.doi.org/10.1080/00036846.2022.2095342
2022Cogent Economics & Finance: Vol. 10, Issue 1Oil price changes and stock returns: Fresh evidence from oil exporting and oil importing countriesMohd Atif, Mustafa Raza Rabbani, Hana Bawazir, Iqbal Thonse Hawaldar, Daouia Chebab, Sitara Karim, Amani AlAbbashttp://dx.doi.org/10.3390/ijfs10030076
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2022The Energy Journal: Vol. 43, Issue 2Carbon Intensity and the Cost of Equity CapitalArjan Trinks, Gbenga Ibikunle, Machiel Mulder, Bert Scholtenshttp://dx.doi.org/10.1016/j.gfj.2024.100967
2022Environmental Science and Pollution Research: Vol. 29, Issue 16Oil price shocks, stock market returns, and volatility spillovers: a bibliometric analysis and its implicationsMuhammad Farhan Bashirhttp://dx.doi.org/10.3390/jrfm16040231
2022Energies: Vol. 15, Issue 3Dynamic Correlation between Crude Oil Price and Investor Sentiment in China: Heterogeneous and Asymmetric EffectZhenghui Li, Zimei Huang, Pierre Faillerhttp://dx.doi.org/10.20473/vol8iss20214pp384-400
2022The Energy Journal: Vol. 43, Issue 1_supplVariance Risk Premium in Energy Markets: Ex-Ante and Ex-Post PerspectivesGiacomo Morellihttp://dx.doi.org/10.3390/en17051001
2021Discrete Dynamics in Nature and Society: Vol. 2021Selection of Machine Learning Models for Oil Price Forecasting: Based on the Dual Attributes of OilLei Yan, Yuting Zhu, Haiyan Wang, Daqing Gonghttp://dx.doi.org/10.1007/978-3-030-92957-2_1
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2021Applied Energy: Vol. 282Predicting risk in energy markets: Low-frequency data still matterŠtefan Lyócsa, Neda Todorova, Tomáš Výrosthttp://dx.doi.org/10.3390/math11092077
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2021Resources Policy: Vol. 74Forecasting crude oil real prices with averaging time-varying VAR modelsKrzysztof Drachalhttp://dx.doi.org/10.1016/j.frl.2023.104501
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2020The Energy Journal: Vol. 41, Issue 5Oil Price Declines Could Hurt U.S. Financial Markets: The Role of Oil Price LevelHa Nguyen, Huong Nguyen, Anh Phamhttp://dx.doi.org/10.1016/j.eneco.2023.106764
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2019The Energy Journal: Vol. 40, Issue 3Volatility Spillovers in Energy MarketsHelena Chuliá, Dolores Furió, Jorge M. Uribehttp://dx.doi.org/10.5547/01956574.40.3.hchu
2018SSRN Electronic Journal Carbon Tax Saliency: The Case of B.C. Diesel DemandJean-Thomas Bernard, Maral Kichianhttp://dx.doi.org/10.1016/j.eneco.2021.105283

 

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