1. Comparing External and Internal Instruments for Vector Autoregressions. (2025). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Bruns, Martin.
   In: University of East Anglia School of Economics Working Paper Series.
   RePEc:uea:ueaeco:2025-01.

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2. Comparing External and Internal Instruments for Vector Autoregressions. (2025). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin.
   In: Discussion Papers of DIW Berlin.
   RePEc:diw:diwwpp:dp2108.

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3. How OPEC Oil Shocks Shape U.S. CPI Inflation: Evidence from an IV-SVAR Approach. (2025). Kim, Hyeongwoo ; Bhandari, Subash.
   In: Auburn Economics Working Paper Series.
   RePEc:abn:wpaper:auwp2025-06.

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4. Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach. (2024). Salisu, Afees ; GUPTA, RANGAN ; Cepni, Oguzhan ; Caraiani, Petre.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:63:y:2024:i:4:d:10.1007_s11156-024-01295-z.

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5. Oil and the Stock Market Revisited: A Mixed Functional VAR Approach. (2024). Cross, Jamie ; Chang, Yoosoon ; Bjørnland, Hilde ; Bjornland, Hilde C.
   In: CAEPR Working Papers.
   RePEc:inu:caeprp:2023005.

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6. Dynamic interactions among trade policy uncertainty, climate policy uncertainty, and crude oil prices. (2024). He, Zhifang ; Xu, Wei ; Qian, Wanchuan ; Dong, Tianqi.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004714.

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7. The impact of oil shocks on the stock market. (2024). Jimenez-Rodriguez, Rebeca ; Castro, Cesar.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000395.

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8. Time-varying effects of structural oil price shocks on financial market uncertainty. (2024). Geng, Jiang-Bo ; Yang, Junqi ; Liang, Ziwei.
   In: Energy Economics.
   RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006182.

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9. Oil Price Fluctuation and their Impact on the Macroeconomic Variables: The Case of Kuwait. (2024). Alawadhi, Salah A ; Longe, Adedayo E.
   In: International Journal of Energy Economics and Policy.
   RePEc:eco:journ2:2024-03-38.

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10. Oil market shocks and financial instability in Asian countries. (2023). Dagher, Leila ; Hasanov, Fakhri J.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:84:y:2023:i:c:p:182-195.

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11. Discovering the drivers of stock market volatility in a data-rich world. (2023). Cho, Hoon ; Ryu, Doojin ; Chun, Dohyun.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001561.

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12. The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Rossi, Eduardo ; Palomba, Giulio ; Bucci, Andrea.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219.

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13. Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring. (2023). Herrera, Ana María ; Cross, Jamie ; Chang, Yoosoon ; Bjrnland, Hilde C.
    In: Working Papers.
    RePEc:bny:wpaper:0114.

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14. Jump Dynamics and Leverage Effect: Evidences from Energy Exchange Traded Fund (ETFs). (2022). Hussain, Sabbor.
    In: Journal of Applied Finance & Banking.
    RePEc:spt:apfiba:v:12:y:2022:i:6:f:12_6_7.

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15. Oil Market Shocks and Financial Instability in Asian Countries. (2022). Dagher, Leila ; Hasanov, Fakhri.
    In: MPRA Paper.
    RePEc:pra:mprapa:116079.

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16. Oil price shocks and global liquidity: macroeconomic effects on the Brazilian real. (2022). da Silva, Rodrigo ; Mattos, Leonardo Bornacki.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:19:y:2022:i:4:d:10.1007_s10368-022-00532-x.

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17. Macroeconomic Effects of Energy Price: New Insight from Korea?. (2022). He, Yugang ; Lee, Moongi.
    In: Mathematics.
    RePEc:gam:jmathe:v:10:y:2022:i:15:p:2653-:d:874403.

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18. How do oil prices affect emerging market sovereign bond spreads?. (2022). Chen, Shiu-Sheng ; Lin, Tzu-Yu ; Huang, Shiangtsz.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001036.

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19. The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters. (2022). Ali, Syed Riaz Mahmood ; Mensi, Walid ; Mahmood, Syed Riaz ; Kang, Sang Hoon ; Rahman, Mishkatur ; Anik, Kaysul Islam.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:73:y:2022:i:c:p:345-372.

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20. The Indirect Effects of Oil Price on Consumption through Assets. (2022). Javad, Seyed Mohammad ; Razmi, Seyedeh Fatemeh ; Torki, Leila ; Dowlatabadi, Ehsan Mohaghegh.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2022-01-29.

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21. Risk and Return Transmissions From Crude Oil to Latin American Stock Markets During the Crisis: Portfolio Implications. (2021). Yousaf, Imran ; Ali, Shoaib ; Naveed, Muhammad ; Adeel, Ifraz.
    In: SAGE Open.
    RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211013800.

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22. Chasing the ‘green bandwagon’ in times of uncertainty. (2021). Philippas, Dionisis ; Dragomirescu-Gaina, Catalin ; Galariotis, Emilios.
    In: Post-Print.
    RePEc:hal:journl:hal-03142447.

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23. Financial regimes and oil prices. (2021). Mohammed, Mikidadu ; Barrales-Ruiz, Jose.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003093.

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24. Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach. (2021). Salisu, Afees ; GUPTA, RANGAN.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:48:y:2021:i:c:s1044028319303503.

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25. Chasing the ‘green bandwagon’ in times of uncertainty. (2021). Philippas, Dionisis ; Dragomirescu-Gaina, Catalin ; Galariotis, Emilios.
    In: Energy Policy.
    RePEc:eee:enepol:v:151:y:2021:i:c:s0301421521000598.

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26. Impulse response analysis for structural dynamic models with nonlinear regressors. (2021). Pesavento, Elena ; Kilian, Lutz ; Herrera, Ana María ; Goncalves, Silvia ; Gonalves, Silvia.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:225:y:2021:i:1:p:107-130.

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27. The macroeconomic effects of oil supply news: Evidence from OPEC announcements. (2020). Känzig, Diego ; Kanzig, Diego Raoul.
    In: MPRA Paper.
    RePEc:pra:mprapa:106249.

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28. Exogenous oil supply shocks in OPEC and non-OPEC countries. (2020). Güntner, Jochen ; Henssler, Johannes ; Guntner, Jochen.
    In: Economics working papers.
    RePEc:jku:econwp:2020-02.

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29. Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors. (2020). Pesavento, Elena ; Kilian, Lutz ; Herrera, Ana María ; Goncalves, Silvia.
    In: Working Papers.
    RePEc:fip:feddwp:88270.

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30. Criticality assessment of abiotic resource use for Europe– application of the SCARCE method. (2020). Bach, Vanessa ; Arendt, Rosalie ; Finkbeiner, Matthias ; Muhl, Marco.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719309456.

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31. Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches. (2020). Tiwari, Aviral ; Raheem, Ibrahim ; Trabelsi, Nader ; Alqahtani, Faisal.
    In: Energy Economics.
    RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304438.

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32. Economic indicators and stock market volatility in an emerging economy. (2020). Cho, Hoon ; Ryu, Doojin ; Chun, Dohyun.
    In: Economic Systems.
    RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518305594.

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33. The Econometrics of Oil Market VAR Models. (2020). Zhou, Xiaoqing ; Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14460.

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34. The Econometrics of Oil Market VAR Models. (2020). Zhou, Xiaoqing ; Kilian, Lutz.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8153.

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35. Unveiling the factors of oil versus non-oil sources in affecting the global commodity prices: A combination of threshold and asymmetric modeling approach. (2019). Sek, Siok Kun.
    In: Energy.
    RePEc:eee:energy:v:176:y:2019:i:c:p:272-280.

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36. Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach. (2019). Rossi, Eduardo ; Palomba, Giulio ; Bucci, Andrea.
    In: Working Papers.
    RePEc:anc:wpaper:440.

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1. Oil Market Shocks and Financial Instability in Asian Countries. (2022). Dagher, Leila ; Hasanov, Fakhri.
   In: MPRA Paper.
   RePEc:pra:mprapa:116079.

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2. The Exposure of European Union Productive Sectors to Oil Price Changes. (2020). PEREIRA, EDER JOHNSON DE AREA ; Ferreira, Paulo.
   In: Sustainability.
   RePEc:gam:jsusta:v:12:y:2020:i:4:p:1620-:d:323484.

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3. The relationship between oil prices and the Brazilian stock market. (2020). PEREIRA, EDER JOHNSON DE AREA ; Ferreira, Paulo ; Silva, Marcus.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320874.

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4. The impact of oil price shocks on Tehran Stock Exchange returns: Application of the Markov switching vector autoregressive models. (2020). Shahrestani, Parnia ; Rafei, Meysam.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719302843.

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5. Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS. (2020). Ji, Qiang ; Fan, Ying ; Zhao, Wan-Li ; Liu, Bing-Yue.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304605.

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6. Oil price shocks and EMU sovereign yield spreads. (2020). Filis, George ; Kizys, Renatas ; Filippidis, Michail.
   In: Energy Economics.
   RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304530.

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7. Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?. (2020). Yoon, Seong-Min ; Arreola Hernandez, Jose ; Hanif, Waqas ; Sadorsky, Perry.
   In: The North American Journal of Economics and Finance.
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8. Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysis. (2019). Fazelabdolabadi, Babak.
   In: Financial Innovation.
   RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0128-2.

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9. Oil Prices and GCC Stock Markets: New Evidence from Vector Smooth Transition Models. (2019). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama.
   In: LEO Working Papers / DR LEO.
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10. Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis. (2019). PEREIRA, EDER JOHNSON DE AREA ; Ferreira, Paulo ; da Silva, Marcus Fernandes ; de Area, Eder Johson.
    In: Physica A: Statistical Mechanics and its Applications.
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11. How oil prices affect East and Southeast Asian economies: Evidence from financial markets and implications for energy security. (2019). Thorbecke, Willem.
    In: Energy Policy.
    RePEc:eee:enepol:v:128:y:2019:i:c:p:628-638.

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12. Linkages between oil price shocks and stock returns revisited. (2019). Masson, Virginie ; Doko Tchatoka, Firmin ; Parry, Sean.
    In: Energy Economics.
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13. On the relation between global food and crude oil prices: An empirical investigation in a nonlinear framework. (2019). Cao, Yan ; Cheng, Sheng.
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14. Oil prices, fundamentals and expectations. (2019). Xu, Bing ; Lorusso, Marco ; Byrne, Joseph.
    In: Energy Economics.
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15. Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Mitra, Subrata K ; Pal, Debdatta.
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16. The Relationship between the Oil Prices and Stock Prices: An Application in BIST Chemical, Oil, Plastic Index. (2019). Akta, Zekiye ; Elik, Melike Kurtaran ; Kurtaran, Ayten Turan.
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17. Is There a Reverse Causality from Nominal Financial Variables to Energy Prices?. (2019). Venegas-Martínez, Francisco ; Santillán-Salgado, Roberto ; Santillan-Salgado, Roberto J ; Venegas-Martinez, Francisco ; Aali-Bujari, Ali.
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18. Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin.
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19. The Impact of Oil Prices on East and Southeast Asian Economies: Evidence from financial markets. (2018). Thorbecke, Willem.
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20. Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes. (2018). Abid, Fathi ; Kaffel, Bilel.
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21. The impact of oil-market shocks on stock returns in major oil-exporting countries. (2018). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
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22. What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar.
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23. Dynamic jumps in global oil price and its impacts on Chinas bulk commodities. (2018). Liu, Feng ; Yu, Danlin ; Zhang, Chuanguo.
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24. How does stock market volatility react to oil shocks?. (2018). Manera, Matteo ; Bastianin, Andrea.
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25. Linkages Between Oil Price Shocks and Stock Returns Revisited. (2018). Masson, Virginie ; Doko Tchatoka, Firmin ; Parry, Sean.
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26. Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals. (2017). Xu, Bing ; Sakemoto, Ryuta ; Byrne, Joseph.
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27. Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Xu, Bing ; Lorusso, Marco ; Byrne, Joseph.
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28. Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach. (2017). Shahbaz, Muhammad ; Ozdemir, Zeynel ; Balcilar, Mehmet.
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29. Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Lorusso, Marco ; Byrne, Joseph ; Xu, Bing.
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30. Does oil predict gold? A nonparametric causality-in-quantiles approach. (2017). Shahbaz, Muhammad ; Ozdemir, Zeynel ; Balcilar, Mehmet.
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31. The effects of oil price shocks on U.S. stock order flow imbalances and stock returns. (2017). Tsouknidis, Dimitris ; Savva, Christos ; Lambertides, Neophytos.
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32. Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. (2017). Zhang, Xibin ; Smyth, Russell ; Fenech, Jean-Pierre ; Silvapulle, Param.
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33. Oil shocks and stock markets revisited: Measuring connectedness from a global perspective. (2017). Zhang, Dayong.
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34. Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach. (2017). Perote, Javier ; Mora-Valencia, Andrés ; Cortés, Lina ; Cortes, Lina M.
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35. Dynamics between strategic commodities and financial variables: Evidence from Japan. (2016). LE, Thai-Ha ; Chang, Youngho.
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36. The role of monetary transmission channels in transmitting oil price shocks to prices in ASEAN-4 countries during pre- and post-global financial crisis. (2016). Razmi, Fatemeh ; Lee, Chin ; Habibullah, Muzafar Shah ; Azali, M. ; Chin, Lee.
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37. Oil prices and UK industry-level stock returns. (2015). Xu, Bing.
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38. US stock market regimes and oil price shocks. (2015). Filis, George ; Degiannakis, Stavros ; Angelidis, Timotheos.
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39. How Does Stock Market Volatility React to Oil Shocks?. (2015). Manera, Matteo ; Bastianin, Andrea.
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40. The Relation of the US Dollar with Oil Prices, Gold Prices, and the US Stock Market. (2015). Azar, Samih Antoine.
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41. Time-varying effect of oil market shocks on the stock market. (2015). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng.
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42. Bull and bear markets in commodity prices and commodity stocks: Is there a relation?. (2015). Ntantamis, Christos ; Zhou, Jun.
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43. Time-varying effect of oil market shocks on the stock market. (2015). Ratti, Ronald ; Kang, Wensheng ; Yoon, Kyung Hwan .
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44. The impact of oil price shocks on the stock market return and volatility relationship. (2015). Yoon, Kyung Hwan ; Ratti, Ronald.
    In: Journal of International Financial Markets, Institutions and Money.
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45. US stock market regimes and oil price shocks. (2015). Filis, George ; Degiannakis, Stavros ; Angelidis, Timotheos.
    In: Global Finance Journal.
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46. Effects of oil price shocks on the stock market performance: Do nature of shocks and economies matter?. (2015). LE, Thai-Ha ; Chang, Youngho.
    In: Energy Economics.
    RePEc:eee:eneeco:v:51:y:2015:i:c:p:261-274.

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47. Oil price shocks and stock market returns: New evidence from the United States and China. (2014). Filis, George ; Broadstock, David.
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48. What drives natural gas prices? — A structural VAR approach. (2014). Nick, Sebastian ; Thoenes, Stefan.
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49. Iranian-Oil-Free Zone and international oil prices. (2014). Goodarzi, Mohammad Reza ; Farzanegan, Mohammad Reza ; Parvari, Mozhgan Raeisian .
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50. The impact of oil price shocks on U.S. bond market returns. (2014). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng.
    In: Energy Economics.
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