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2. Managing risk and reaping rewards: Climate‐change futures as a game‐changer for energy futures markets. (2024). Hassan, M. Kabir ; Hoque, Mohammad Enamul ; Pezzo, Luca.
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4. Extreme dynamic connectedness and hedging strategy across commodity, bond, currency, and stock markets: Evidence from Asian Pacific, Canada, Mexico, and US countries. (2024). Kang, Sang Hoon ; el Khoury, Rim ; Al-Kharusi, Sami ; Mensi, Walid.
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5. Dynamic spillovers and connectedness between crude oil and green bond markets. (2024). Yousaf, Imran ; Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013053.

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6. A novel regret-rejoice cross-efficiency approach for energy stock portfolio optimization. (2024). Liu, Yong-Jun ; Zhang, Wei-Guo ; Yang, Guo-Sen.
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   RePEc:eee:jomega:v:126:y:2024:i:c:s0305048324000185.

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7. COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications: Evidence from China and US economies. (2024). Vo, Xuan Vinh ; Kang, Sang Hoon ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed.
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8. Extreme downside risk connectedness between green energy and stock markets. (2024). Alomari, Mohammed ; el Khoury, Rim ; Mensi, Walid ; Vo, Xuan Vinh ; Kang, Sang Hoon.
   In: Energy.
   RePEc:eee:energy:v:312:y:2024:i:c:s0360544224032535.

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9. Commodity systemic risk and macroeconomic predictions. (2024). Fang, YI ; Zhao, Yang ; Pei, Tiancheng ; Ouyang, Ruolan.
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   RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005152.

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10. Are clean energy markets hedges for stock markets? A tail quantile connectedness regression. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Al-Kharusi, Sami ; Ziadat, Salem Adel.
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    RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004651.

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11. Extreme time-frequency connectedness between energy sector markets and financial markets. (2024). Belghouthi, Houssem Eddine ; Alomari, Mohammed ; Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:84:y:2024:i:c:p:847-877.

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12. Oil price shocks, sustainability index, and green bond market spillovers and connectedness during bear and bull market conditions. (2024). Belghouthi, Houssem Eddine ; Alghazali, Abdullah ; Kang, Sang Hoon ; McLver, Ron ; Mensi, Walid.
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    RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1470-1489.

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13. Multiobjective portfolio optimization: Forecasting and evaluation under investment horizon heterogeneity. (2023). Lau, Chi Keung ; Dai, Xingyu ; Wang, Qunwei ; Zhang, Dongna ; Marco, Chi Keung.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:42:y:2023:i:8:p:2167-2196.

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14. Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method. (2023). Wang, Xiangning ; Zhang, Shuguang ; Huang, Qian.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000621.

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15. Comovement and spillover among energy markets: A Comparison across different crisis periods. (2023). Vo, Xuan Vinh ; Ghardallou, Wafa ; Zeitun, Rami ; Nautiyal, Neeraj ; Ur, Mobeen.
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16. Investigating the role of metal and commodity classes in overcoming resource destabilization. (2022). Nobanee, Haitham ; Karim, Sitara ; Siddique, Md Abubakar ; Naz, Farah.
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    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005189.

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2. Balancing the books: The role of energy-related uncertainty in corporate leverage. (2025). Yang, Lukai ; Huang, Xinhui.
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3. Energy uncertainty and energy trade: International evidence. (2025). Doan, Thang Ngoc ; Nguyen, Trung Thanh.
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4. Energy shocks and stock market returns under COVID-19: New insights from the United States. (2025). Ulazeez, Abd.
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5. Asymmetric dynamics between supply chain disruptions, oil price shocks, and U.S. investor sentiment. (2025). Li, Linyue.
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6. Energy price shocks and short-time reactions of firms: The case of the german energy crisis in 2022. (2024). Rammer, Christian ; Hornbach, Jens ; Mill, Wladislaw.
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7. The predictive power of commodity prices for future economic growth: Evaluating the role of economic development. (2024). Enilov, Martin.
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8. Coal price shocks and economic growth: A province-level study of China. (2024). Lin, Boqiang ; Song, Yijie.
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9. On transmission channels of energy prices and monetary policy shocks to household consumption: Evidence from India. (2024). Sharma, Chandan ; Priya, Pragati.
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10. Assessing the impact of energy-related uncertainty on G20 stock market returns: A decomposed contemporaneous and lagged R2 connectedness approach. (2024). Yang, Yimin ; Pei, Xiaoyun ; Zhang, Hua ; Li, Hailing.
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11. How should governments respond to energy price crises? A horse-race between fiscal policies. (2024). Figus, Gioele ; Duparc-Portier, Geoffroy.
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12. Economic and supply chain impacts from energy price shocks in Southeast Asia. (2024). Simshauser, Paul ; Nong, Duy ; Nguyen, Duong Binh ; Pham, Hien.
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13. How do energy price shocks affect global economic stability? Reflection on geopolitical conflicts. (2023). Shahbaz, Muhammad ; Dong, Kangyin ; Zhao, Jun ; Ni, Guohua ; Wang, BO.
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15. Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications. (2023). Do, Hung ; Thanh, Thao Thac ; Pham, Son Duy.
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16. Does oil price uncertainty affect corporate innovation?. (2023). Wang, Xinyu ; Amin, Md Ruhul ; Aktas, Elvan.
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18. Pass-through Effects of Oil Prices on LATAM Emerging Stocks before and during COVID-19: An Evidence from a Wavelet -VAR Analysis. (2023). Tellez, Jesus Cuauhtemoc ; Sisodia, Gyanendra Singh ; Ahmed, Gouher ; Paramaiah, CH ; Rafiuddin, Aqila.
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19. Assessing volatility transmission between Brent and stocks in the major global oil producers and consumers – the multiscale robust quantile regression. (2022). Mani, Slavica ; Kovaevi, Jelena ; Trbovi, Eljana ; Ivkov, Dejan.
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20. Asymmetric Impact of Oil Price Changes on Stock Prices: Evidence from Country and Sectoral Level Data. (2022). Saha, Sujata.
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22. Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet.
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24. Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet.
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26. Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network. (2022). Adekoya, Oluwasegun ; Rashidi, Muhammad Mahdi ; Doudkanlou, Mohammad Ghasemi ; Asl, Mahdi Ghaemi ; Dolatabadi, Ali.
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27. Oil price uncertainty and stock price informativeness: Evidence from investment-price sensitivity in China. (2022). Huang, Yuxuan ; Jin, Sisi ; Zhu, QI ; Chen, Chuanglian ; Yan, Cheng.
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29. Is the oil price a barometer of Chinas automobile market? From a wavelet-based quantile-on-quantile regression perspective. (2022). Xiao, Yidong ; Liu, LU ; Wang, Kai-Hua ; Su, Chi-Wei.
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31. Sensitivity of US sectoral returns to energy commodities under different investment horizons and market conditions. (2022). Vo, Xuan Vinh ; Kang, Sang Hoon ; McIver, Ron ; Ur, Mobeen.
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33. The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model. (2021). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza.
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34. Oil Price Uncertainty, Globalization, and Total Factor Productivity: Evidence from the European Union. (2021). Serletis, Apostolos ; Балашова, Светлана ; Balashova, Svetlana.
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35. Effect of oil price uncertainty on clean energy metal stocks in China: Evidence from a nonparametric causality-in-quantiles approach. (2021). Zhu, Xuehong ; Shao, Liuguo ; Chen, Jinyu ; Zhang, Hua.
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36. The impact of extreme events on energy price risk. (2021). Zhao, Xin-Xin ; Wen, Jun ; Chang, Chun-Ping.
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37. Volatility spillovers and hedging effectiveness between oil and stock markets: Evidence from a wavelet-based and structural breaks analysis. (2021). karamti, chiraz ; Belhassine, Olfa.
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38. The impact of oil price volatility on stock markets: Evidences from oil-importing countries. (2021). Park, Sung Y. ; Joo, Young C.
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40. High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty. (2020). Kyei, Clement ; GUPTA, RANGAN ; Bouri, Elie ; Subramaniam, Sowmya.
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41. Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors: A tale of two crises. (2020). Belhassine, Olfa.
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42. Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects. (2020). Ding, Zhihua ; Liu, Zhenhua ; Wu, Jy S ; Tseng, Hui-Kuan.
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43. Crude oil price volatility and equity return predictability: A comparative out-of-sample study. (2020). Nonejad, Nima.
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44. Time and frequency connectedness among oil shocks, electricity and clean energy markets. (2020). Shahzad, Syed Jawad Hussain ; Nepal, Rabindra ; Peng, Zhe ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr ; Suleman, Mouhammed Tahir.
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45. Oil price uncertainty and U.S. employment growth. (2020). MA, XIAOHAN ; Koirala, Niraj Prasad.
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46. The importance of managerial ability on crude oil price uncertainty-firm performance relationship. (2020). Phan, Dinh ; Nguyen, Dat ; Tran, Vuong Thao ; Bach, Dinh Hoang ; Le, An H.
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47. The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach. (2020). Lin, Boqiang ; Su, Tong.
    In: Energy Economics.
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48. Oil price uncertainty and cash holdings: Evidence from China. (2020). Zhang, Zongyi ; Zhou, Han.
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49. Financial liquidity, geopolitics, and oil prices. (2020). Abdel-Latif, Hany ; El-Gamal, Mahmoud.
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50. Energy commodity uncertainties and the systematic risk of US industries. (2020). Shahzad, Syed Jawad Hussain ; Balli, Faruk ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr ; de Bruin, Anne.
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51. Tight oil, real WTI prices and U.S. stock returns. (2020). Huang, Wanling ; Mollick, Andre Varella.
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52. Financial factors affecting oil price change and oil-stock interactions: a review and future perspectives. (2019). LV, TAO ; Ding, Zhihua ; Liu, Zhenhua ; Qiang, Wei ; Wu, Jy S.
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53. Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment. (2019). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad ; Raza, Naveed.
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54. Dynamic Transmission of Correlation between Investor Attention and Stock Price: Evidence from China’s Energy Industry Typical Stocks. (2019). Qi, Yajie ; Guo, Sui ; Feng, Sida ; Li, Huajiao.
    In: Complexity.
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55. A sectoral analysis of asymmetric nexus between oil price and stock returns. (2019). Salisu, Afees ; Raheem, Ibrahim ; Ndako, Umar.
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56. The diminishing hedging role of crude oil: Evidence from time varying financialization. (2019). Rodriguez, Ivan ; Sharma, Shahil.
    In: Journal of Multinational Financial Management.
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57. Another look at the energy-growth nexus: New insights from MIDAS regressions. (2019). Salisu, Afees ; Ogbonna, Ahamuefula.
    In: Energy.
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58. Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach. (2019). Xiao, Jihong ; Ouyang, Guangda ; Wen, Fenghua ; Hu, Chunyan.
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59. Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin.
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60. Financial Liquidity, Geopolitics, and Oil Prices. (2018). El-Gamal, Mahmoud ; Abdel-Latif, Hany.
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61. Déjà vol oil? Predicting S&P 500 equity premium using crude oil price volatility: Evidence from old and recent time-series data. (2018). Nonejad, Nima.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:58:y:2018:i:c:p:260-270.

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62. Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index. (2018). Zhou, Min ; Xiao, Jihong ; Wen, Fengming.
    In: Energy Economics.
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63. Automobile manufacturers, electric vehicles and the price of oil. (2018). Todorova, Neda ; Baur, Dirk G.
    In: Energy Economics.
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64. Extreme dependence and risk spillovers between oil and Islamic stock markets. (2018). Shahzad, Syed Jawad Hussain ; Mensi, Walid ; Hussain, Syed Jawad ; Hammoudeh, Shawkat ; Ur, Mobeen ; Al-Yahyaee, Khamis H.
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65. Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin.
    In: The Energy Journal.
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66. US stocks in the presence of oil price risk: Large cap vs. Small cap. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond.
    In: Economics and Business Letters.
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67. US stocks in the presence of oil price risk: Large cap vs. Small cap. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond.
    In: Working Papers.
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68. A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond.
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