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2022Resources Policy: Vol. 75Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nationsSalem Adel Ziadat, David G. McMillan, Patrick Herbst
2022Resources Policy: Vol. 78Dynamic spillovers between oil price, stock market, and investor sentiment: Evidence from the United States and VietnamThai Hong Le, Anh Tram Luong
2022Economic Analysis and Policy: Vol. 74The roles of oil shocks and geopolitical uncertainties on China’s green bond returnsChi-Chuan Lee, Huayun Tang, Ding Li
2022Complexity: Vol. 2022The Impacts of Crude Oil Market Structure on Stock Market Growth: Evidence from Asian CountriesHoang Anh Le, Doan Trang Do, Giacomo Fiumara
2022Investment Management and Financial Innovations: Vol. 19, Issue 3Modeling tail risk in Indian commodity markets using conditional EVT-VaR and their relation to the stock marketShalini Agnihotri, Kanishk Chauhan
2022The Quarterly Review of Economics and Finance: Vol. 85The Impact of COVID-19 pandemic on Islamic and conventional financial markets: International empirical evidenceHela Mzoughi, Amine Ben Amar, Fateh Belaid, Khaled Guesmi
2022Journal of International Money and Finance: Vol. 128How do oil prices affect emerging market sovereign bond spreads?Shiu-Sheng Chen, Shiangtsz Huang, Tzu-Yu Lin
2022Environmental Science and Pollution Research: Vol. 29, Issue 2Crude oil price uncertainty and corporate carbon emissionsPing Wei, Yiying Li, Xiaohang Ren, Kun Duan
2021Research in International Business and Finance: Vol. 56Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspectiveBoqiang Lin, Rui Bai
2021Economic Modelling: Vol. 102Investigating the asymmetric impact of oil prices on GCC stock marketsNidhaleddine Ben Cheikh, Sami Ben Naceur, Oussama Kanaan, Christophe Rault
2021Research in International Business and Finance: Vol. 55Crude oil shocks and African stock marketsPrecious Adaku Enwereuzoh, Jones Odei-Mensah, Peterson Owusu Junior
2021Energy: Vol. 225The impact of extreme structural oil-price shocks on clean energy and oil stocksAktham Maghyereh, Hussein Abdoh
2021International Review of Economics & Finance: Vol. 72Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR modelYong Jiang, Gang-Jin Wang, Chaoqun Ma, Xiaoguang Yang
2021International Journal of Finance & Economics: Vol. 26, Issue 2Analysing spillover between returns and volatility series of oil across major stock marketsAviral Kumar Tiwari, Samia Nasreen, Subhan Ullah, Muhammad Shahbaz
2021International Journal of Finance & Economics: Vol. 26, Issue 1Tail dependence between oil prices and China's A‐shares: Evidence from firm‐level dataSheng Fang, Paul Egan
2021Journal of Environmental Assessment Policy and Management: Vol. 23, Issue 01n02Economic Impacts of Carbon Tax in a General Equilibrium Framework: Empirical Study of JapanNaoyuki Yoshino, Ehsan Rasoulinezhad, Farhad Taghizadeh-Hesary
2021The North American Journal of Economics and Finance: Vol. 58Oil price shocks and credit spread: Structural effect and dynamic spilloverYong Jiang, Cenjie Liu, Rui Xie
2021Resources Policy: Vol. 72Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domainWalid Mensi, Mobeen Ur Rehman, Debasish Maitra, Khamis Hamed Al-Yahyaee, Xuan Vinh Vo
2021Energy Economics: Vol. 104Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper marketsArtur Semeyutin, Giray Gozgor, Chi Keung Marco Lau, Bing Xu
2021Journal of Business and Social Review in Emerging Economies: Vol. 7, Issue 3Determinants of Stock Market Liquidity: Auto Regressive Distributed Lag Based Evidence from the Emerging Equity MarketMuhammad Husnain, Aijaz Mustafa Hashmi, Mumtaz Ahmad
2021Journal of Environmental Management: Vol. 298Energy market uncertainty and the impact on the crude oil pricesBing Xu, Rong Fu, Chi Keung Marco Lau
2020Energy Economics: Vol. 88Oil price shocks, global financial markets and their connectednessRıza Demirer, Román Ferrer, Syed Jawad Hussain Shahzad
2020Resources Policy: Vol. 65The impact of oil price shocks on Tehran Stock Exchange returns: Application of the Markov switching vector autoregressive modelsParnia Shahrestani, Meysam Rafei
2020Global Business ReviewRelationship Between Oil Price Movements and Stock Returns of Oil Firms in Oil Importing EconomiesSilky Vigg Kushwah, Areej Aftab Siddiqui
2020Energy Economics: Vol. 90Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategiesAhmed H. Elsayed, Samia Nasreen, Aviral Kumar Tiwari
2020Emerging Markets Finance and Trade: Vol. 56, Issue 15Oil Prices and Stock Markets during the 2014–16 Oil Price Slump: Asymmetries and Speed of Adjustment in GCC and Oil-Importing CountriesAnjum Siddiqui, Haider Mahmood, Dimitris Margaritis
2020Energy Economics: Vol. 86Oil price shocks and EMU sovereign yield spreadsMichail Filippidis, George Filis, Renatas Kizys
2020Sustainability: Vol. 12, Issue 4The Exposure of European Union Productive Sectors to Oil Price ChangesPaulo Ferreira, Éder J. A. L. Pereira, Hernane B. B. Pereira
2020The North American Journal of Economics and Finance: Vol. 51Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?Waqas Hanif, Jose Arreola Hernandez, Perry Sadorsky, Seong-Min Yoon
2020Physica A: Statistical Mechanics and its Applications: Vol. 545The relationship between oil prices and the Brazilian stock marketPaulo Ferreira, Éder Pereira, Marcus Silva
2020The North American Journal of Economics and Finance: Vol. 54Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approachLina M. Cortés, Andrés Mora-Valencia, Javier Perote
2020Applied Economics: Vol. 52, Issue 11Oil shocks and stock volatility: new evidence via a Bayesian, graph-based VAR approachLibo Yin, Xiyuan Ma
2020International Review of Financial Analysis: Vol. 68Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICSQiang Ji, Bing-Yue Liu, Wan-Li Zhao, Ying Fan
2020SSRN Electronic Journal The Time-Varying Correlation between Crude oil Future and USA Bond Markets During 2005-2020: Evidence from a DCC-GARCH ModelKonstantinos Tsiaras
2019Financial Innovation: Vol. 5, Issue 1Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysisBabak Fazelabdolabadi
2019Physica A: Statistical Mechanics and its Applications: Vol. 531A study of lead–lag structure between international crude oil price and several financial marketsCan-Zhong Yao, Peng-Cheng Kuang
2019Energy Economics: Vol. 82Linkages between oil price shocks and stock returns revisitedFirmin Doko Tchatoka, Virginie Masson, Sean Parry
2019Energy Policy: Vol. 128How oil prices affect East and Southeast Asian economies: Evidence from financial markets and implications for energy securityWillem Thorbecke
2019Physica A: Statistical Mechanics and its Applications: Vol. 517Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisisPaulo Ferreira, Éder Johson de Area Leão Pereira, Marcus Fernandes da Silva, Hernane Borges Pereira
2019Economic Modelling: Vol. 76Oil price and automobile stock return co-movement: A wavelet coherence analysisDebdatta Pal, Subrata K. Mitra
2019Energy Economics: Vol. 79Oil prices, fundamentals and expectationsJoseph P. Byrne, Marco Lorusso, Bing Xu
2019European Review of Agricultural EconomicsCommodity price co-movement: heterogeneity and the time-varying impact of fundamentalsJoseph P Byrne, Ryuta Sakemoto, Bing Xu
2019OPEC Energy Review: Vol. 43, Issue 2Linking crude oil prices and Middle East stock marketsMousa Tawfeeq, Alan R. Collins, Levan Elbakidze, Gulnara Zaynutdinova
2019Energy Economics: Vol. 81On the relation between global food and crude oil prices: An empirical investigation in a nonlinear frameworkSheng Cheng, Yan Cao
2018Macroeconomic Dynamics: Vol. 22, Issue 3HOW DOES STOCK MARKET VOLATILITY REACT TO OIL PRICE SHOCKS?Andrea Bastianin, Matteo Manera
2018International Journal of Trade, Economics and Finance: Vol. 9, Issue 6Big Data Analysis of the Dynamic Relationship between Stock Prices and Business Cycles Via Bayesian MethodsKoki Kyo
2018Physica A: Statistical Mechanics and its Applications: Vol. 490Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexesFathi Abid, Bilel Kaffel
2018International Review of Financial Analysis: Vol. 57What do we know about oil prices and stock returns?Russell Smyth, Paresh Kumar Narayan
2018Energy Economics: Vol. 70Dynamic jumps in global oil price and its impacts on China's bulk commoditiesChuanguo Zhang, Feng Liu, Danlin Yu
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 Sadorsky
2017SSRN Electronic Journal Implicit Probability Distribution for WTI Options: The Black Scholes vs. The Semi-Nonparametric ApproachLina Cortes, Andrrs Mora-Valencia, Javier Perote
2017Resources Policy: Vol. 52Does oil predict gold? A nonparametric causality-in-quantiles approachMuhammad Shahbaz, Mehmet Balcilar, Zeynel Abidin Ozdemir
2017Energy Economics: Vol. 67Nonparametric panel data model for crude oil and stock market prices in net oil importing countriesParam Silvapulle, Russell Smyth, Xibin Zhang, Jean-Pierre Fenech
2017SSRN Electronic Journal Implicit Probability Distribution for WTI Options: The Black Scholes vs. the Semi-Nonparametric ApproachLina Cortes, Andrrs Mora-Valencia, Javier Perote
2017SSRN Electronic Journal Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and ExpectationsJoseph P. Byrne, Marco Lorusso, Bing Xu
2017International Review of Financial Analysis: Vol. 50Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrestNikolaos Antonakakis, Ioannis Chatziantoniou, George Filis
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. Tsouknidis
2017Energy Economics: Vol. 62Oil shocks and stock markets revisited: Measuring connectedness from a global perspectiveDayong Zhang
2017SSRN Electronic Journal The Effects of Oil Price Shocks on U.S. Stock Order Flow Imbalances and Stock ReturnsNeophytos Lambertides, Christos S. Savva, Dimitris A. Tsouknidis
2016Resources Policy: Vol. 50Dynamics between strategic commodities and financial variables: Evidence from JapanThai-Ha Le, Youngho Chang
2016Energy: Vol. 101The role of monetary transmission channels in transmitting oil price shocks to prices in ASEAN-4 countries during pre- and post-global financial crisisFatemeh Razmi, M. Azali, Lee Chin, Muzafar Shah Habibullah
2015SSRN Electronic JournalHow Does Stock Market Volatility React to Oil Shocks?Andrea Bastianin, Matteo Manera
2015Applied Economics: Vol. 47, Issue 25Oil prices and UK industry-level stock returnsBing Xu
2015Journal of Banking & Finance: Vol. 61Time-varying effect of oil market shocks on the stock marketWensheng Kang, Ronald A. Ratti, Kyung Hwan Yoon
2015Global Finance Journal: Vol. 28US stock market regimes and oil price shocksTimotheos Angelidis, Stavros Degiannakis, George Filis
2015SSRN Electronic JournalTime-Varying Effect of Oil Market Shocks on the Stock MarketWensheng Kang, Ronald A. Ratti, Kyung Hwan Yoon
2014SSRN Electronic JournalThe Impact of Oil Price Shocks on U.S. Bond Market ReturnsWensheng Kang, Ronald A. Ratti, Kyung Hwan Yoon


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