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1. How Oil Prices Impact the Japanese and South Korean Economies: Evidence from the Stock Market and Implications for Energy Security. (2025). Thorbecke, Willem.
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2. The predictive power of the oil variance risk premium. (2025). McMillan, David G ; Ziadat, Salem Adel.
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3. COVID-19 pandemic, oil prices and Saudi stock market: empirical evidence from ARDL modeling and Bayer–Hanck cointegration approach. (2024). Boukhatem, Jamel ; Alhazmi, Ali M.
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4. Oil Price Shocks and the Canadian Stock Market. (2024). Dai, Wei ; Tan, Ruiqi.
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5. Dynamic quantile connectedness between oil and stock markets: Theimpactof theinterestrate. (2024). Rong, Xueyun ; Cong, Xiaoping ; Qin, Jingrui ; Ma, DI.
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6. Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China. (2021). Huo, Rui ; Ahmed, Abdullahi D.
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7. The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices. (2021). Li, Wanyang ; Tian, Meiyu ; Wen, Fenghua.
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8. Forecasting oil price realized volatility: A new approach. (2016). Filis, George ; Degiannakis, Stavros.
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9. Return dynamics and volatility spillovers between FOREX and MENA stock markets: what to remember for portfolio choice?. (2015). mongi, arfaoui ; Ben Rejeb, Aymen ; Arfaoui, Mongi.
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10. Financial market interdependencies: a quantile regression analysis of volatility spillover. (2014). mongi, arfaoui ; Ben Rejeb, Aymen ; Arfaoui, Mongi.
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12. Does oil price uncertainty transmit to the Thai stock market?. (2014). Jiranyakul, Komain.
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13. Does oil price uncertainty transmit to the Thai stock market?. (2014). Jiranyakul, Komain.
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14. Does oil price uncertainty transmit to the Thai stock market?. (2014). Jiranyakul, Komain.
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15. Does oil price uncertainty transmit to the Thai stock market?. (2014). Jiranyakul, Komain.
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16. An international analysis of REITs and stock portfolio management based on dynamic conditional correlation models. (2014). Lee, Yen-Hsien.
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17. Financial Linkages between U.S. Sector Credit Default Swaps Markets. (2014). Hammoudeh, Shawkat ; Arouri, Mohamed ; Jawadi, Fredj.
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18. Instabilities in the relationships and hedging strategies between crude oil and US stock markets: do long memory and asymmetry matter?. (2014). Aloui, Chaker.
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19. Testing for asymmetric causality from U.S. equity returns to commodity futures returns. (2014). Uddin, Gazi Salah.
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20. Gauging the nonstationarity and asymmetries in the oil-stock price links: a multivariate analysis. (2014). GUESMI, Khaled ; Boubaker, Heni.
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21. Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets. (2014). Nguyen, Duc Khuong ; AROURI, Mohamed ; Pukthuanthong, Kuntara.
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22. Understanding return and volatility spillovers among major agricultural commodities. (2014). Nguyen, Duc Khuong ; Lahiani, Amine ; Vo, Thierry .
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23. On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility. (2014). Teulon, Frédéric ; JEBABLI, Ikram ; AROURI, Mohamed.
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24. Dynamic spillovers among major energy and cereal commodity prices. (2014). Yoon, Seong-Min ; Nguyen, Duc Khuong ; Mensi, walid ; Hammoudeh, Shawkat.
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26. World gold prices and stock returns in China: insights for hedging and diversification strategies. (2014). Nguyen, Duc Khuong ; Lahiani, Amine ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, .
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28. Responses of international stock markets to oil price surges: a regimeswitching perspective. (2014). .
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29. Effectiveness of Portfolio Diversification and the Dynamic Relationship between Stock and Currency Markets in the Emerging Eastern European and Russian Markets. (2014). Lee, Yen-Hsien ; SU, Wei-Fan ; Fang, Hao.
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30. Wavelet-based evidence of the impact of oil prices on stock returns. (2014). Reboredo, Juan ; Rivera-Castro, Miguel A..
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31. On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility. (2014). Teulon, Frédéric ; JEBABLI, Ikram ; AROURI, Mohamed.
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32. Wavelet dynamics for oil-stock world interactions. (2014). Madaleno, Mara ; Pinho, Carlos.
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33. Dynamic spillovers among major energy and cereal commodity prices. (2014). Yoon, Seong-Min ; Nguyen, Duc Khuong ; Mensi, walid ; Hammoudeh, Shawkat.
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34. Modeling volatility and conditional correlations between socially responsible investments, gold and oil. (2014). Sadorsky, Perry.
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35. Volatility spillovers between the oil market and the European Union carbon emission market. (2014). Reboredo, Juan.
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36. The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data. (2014). Filis, George ; Degiannakis, Stavros ; Stavros Degiannakis, George Filis,, ; Kizys, Renatas.
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37. Measuring Persistence in Volatility Spillovers. (2013). Weber, Enzo ; Conrad, Christian.
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38. Volatility Spillovers Between Oil Prices and Stock Returns: A Focus on Frontier Markets. (2013). Gomes, Mathieu ; Chaibi, Anissa.
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39. Volatility Spillovers Between Oil Prices and Stock Returns: A Focus on Frontier Markets. (2013). Chaibi, Anissa ; Gomes, Mathieu.
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40. World gold prices and stock returns in China: insights for hedging and diversification strategies. (2013). Nguyen, Duc Khuong ; Lahiani, Amine ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, .
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41. On the relationship between world oil prices and GCC stock markets. (2013). Nguyen, Duc Khuong ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, ; Jouini, Jamel.
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42. On the short- and long-run efficiency of energy and precious metal markets. (2013). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, .
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43. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2013). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, .
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44. Return and volatility interaction between oil prices and stock markets in Saudi Arabia. (2013). JOUINI, Jamel.
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45. Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach. (2013). Soucek, Michael ; Todorova, Neda ; Souek, Michael .
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46. A time-varying copula approach to oil and stock market dependence: The case of transition economies. (2013). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Aloui, Riadh.
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47. Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate. (2013). Salisu, Afees ; Mobolaji, Hakeem .
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48. Does crude oil price play an important role in explaining stock return behavior?. (2013). Yu, Shih-Ti ; Chang, Kuang-Liang.
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49. The relationship between Asian equity and commodity futures markets. (2013). Thuraisamy, Kannan ; Sharma, Susan ; Ali Ahmed, Huson ; Ali Ahmed, Huson Joher, .
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50. Oil price shocks and stock market volatility: evidence from European data. (2013). Filis, George ; Degiannakis, Stavros ; Kizys, Renatas.
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51. Measuring Persistence in Volatility Spillovers. (2013). Weber, Enzo ; Conrad, Christian.
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52. Measuring Persistence in Volatility Spillovers. (2013). Weber, Enzo ; Conrad, Christian.
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53. Liquidity and crude oil prices: China’s influence over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald.
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54. Price and Volatility Spillover between Livestock and Related Commodity Markets. (2012). Schroeder, Ted ; Pozo, Veronica F..
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55. Do Oil Prices Affect Kuwait Sectoral Stock Prices? Non-Linear Cointegration Evidence. (2003). Kisswani, Khalid ; Elian, Mohammad I.
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