1. Uncertainty’s Effect on China’s Knowledge-Based Economy: Transformation Beyond Trade. (2025). Sindakis, Stavros ; Lyv, Yiqing ; Jiang, Hao.
   In: Journal of the Knowledge Economy.
   RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-02036-2.

   Full description at Econpapers || Download paper

2. Can oil prices affect economic uncertainty and financial stress? Quantile-based evidence from France and Germany. (2024). Li, Yafei ; Luqman, Muhammad.
   In: Economic Change and Restructuring.
   RePEc:kap:ecopln:v:57:y:2024:i:6:d:10.1007_s10644-024-09812-9.

   Full description at Econpapers || Download paper

3. Climate policy uncertainty and its relationship with precious metals price volatility: Comparative analysis pre and during COVID-19. (2024). Raza, Syed Ali ; Khan, Komal Akram.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011765.

   Full description at Econpapers || Download paper

4. The Impact of Commodity Market on the Economy of Developing Countries. (2023). Chowdhury, Emon.
   In: MPRA Paper.
   RePEc:pra:mprapa:119462.

   Full description at Econpapers || Download paper

1. Antonakakis, N. ; Chatziantoniou, I. ; Filis, G. Oil shocks and stock markets: dynamic connectedness under the prism of recent geopolitical and economic unrest. 2017 Int. Rev. Financ. Anal.. 50 1-26

2. Arouri, M.E.H. ; Jouini, J. ; Nguyen, D.K. On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness. 2012 Energy Econ.. 34 611-617

3. Batten, J. ; Ciner, C. ; Lucey, B. ; Szilagyi, P. The structure of gold and silver spread returns. 2013 Quant. Finance. -

4. Batten, J.A. ; Ciner, C. ; Lucey, B.M. The macroeconomic determinants of volatility in precious metals markets. 2010 Resour. Pol.. 35 65-71

5. Baur, D.G. ; McDermott, T.K.J. ; Baur, D. ; McDermott, T. Is gold a safe haven? International evidence. 2010 J. Bank. Finance. 34 1886-1898

6. Behmiri, N.B. ; Manera, M. The role of outliers and oil price shocks on volatility of metal prices. 2015 Resour. Pol.. 46 139-150

7. Bhanja, N. ; Ahmad, A. ; Billah, A. Aggregate , asymmetric and frequency-based spillover among equity , precious metals , and cryptocurrency. 2023 Resour. Pol.. 80 -

8. Bhatia, V. ; Das, D. ; Tiwari, A.K. ; Shahbaz, M. ; Hasim, H.M. Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach. 2018 Resour. Pol.. 55 244-252

9. Bildirici, M. ; Türkmen, C. The chaotic relationship between oil return, gold, silver and copper returns in Turkey: non-linear ARDL and augmented non-linear granger causality. 2015 Procedia - Soc. Behav. Sci.. 210 397-407
   Paper not yet in RePEc: Add citation now
   

10. Bouri, E. ; Molnár, P. ; Azzi, G. ; Roubaud, D. ; Hagfors, L.I. On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?. 2017 Financ Res Lett. 20 192-198

11. Bredin, D. ; Conlon, T. ; Potì, V. The price of shelter - Downside risk reduction with precious metals. 2017 Int. Rev. Financ. Anal.. 49 48-58

12. Cho, J.S. ; Kim, T. ; Shin, Y. Quantile cointegration in the autoregressive distributed-lag modeling framework. 2015 J. Econom.. 188 281-300

13. Churchill, S.A. ; Inekwe, J. ; Ivanovski, K. ; Smyth, R. Dynamics of oil price, precious metal prices and the exchange rate in the long-run. 2019 Energy Econ.. 104508 -

14. Cui, M. ; Wong, W.-K. ; Wisetsri, W. ; Mabrouk, F. ; Muda, I. ; Li, Z. ; Hassan, M. Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data. 2023 Resour. Pol.. 80 -

15. Demiralay, S. ; Ulusoy, V. Non-linear volatility dynamics and risk management of precious metals. 2014 N. Am. J. Econ. Finance. 30 183-202

16. Dickey, D.A. ; Fuller, W.A. Distribution of the estimators for autoregressive time series with a unit root. 1979 J. Am. Stat. Assoc.. 74 427-431
    Paper not yet in RePEc: Add citation now
    

17. Gao, H. ; Shi, D. ; Zhao, B. Does good luck make people overconfident? Evidence from a natural experiment in the stock market. 2021 J. Corp. Finance. 68 -

18. Guan, L. ; Zhang, W.-W. ; Ahmad, F. ; Naqvi, B. The volatility of natural resource prices and its impact on the economic growth for natural resource-dependent economies: a comparison of oil and gold dependent economies. 2021 Resour. Pol.. 72 -

19. Guo, S. ; Wang, Q. ; Hordofa, T.T. ; Kaur, P. ; Nguyen, N.Q. ; Maneengam, A. Does COVID-19 pandemic cause natural resources commodity prices volatility? Empirical evidence from China. 2022 Resour. Pol.. 77 -

20. Hammoudeh, S. ; Araújo Santos, P. ; Al-Hassan, A. Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks. 2013 N. Am. J. Econ. Finance. 25 318-334

21. He, C. ; Huang, K. ; Lin, J. ; Wang, T. ; Zhang, Z. Explain systemic risk of commodity futures market by dynamic network. 2023 Int. Rev. Financ. Anal.. 88 -

22. Hoang, T.H. Van ; Lahiani, A. ; Heller, D. Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach. 2016 Econ. Modell.. 54 54-66

23. Hu, F. ; Qiu, L. ; Xi, X. ; Zhou, Haiyan ; Hu, T. ; Su, N. ; Zhou, Haitao ; Li, X. ; Yang, S. ; Duan, Z. Has COVID-19 changed China's digital trade?—implications for health economics. 2022 Front. Public Health. 10 -
    Paper not yet in RePEc: Add citation now
    

24. Hu, F. ; Xi, X. ; Zhang, Y. Influencing mechanism of reverse knowledge spillover on investment enterprises' technological progress: an empirical examination of Chinese firms. 2021 Technol. Forecast. Soc. Change. 169 -

25. Huang, D. ; Kilic, M. Gold, platinum, and expected stock returns. 2019 J. Financ. Econ.. 132 50-75

26. Joof, F. ; Samour, A. ; Ali, M. ; Tursoy, T. ; Haseeb, M. ; Hossain, M.E. ; Kamal, M. Symmetric and asymmetric effects of gold, and oil price on environment: the role of clean energy in China. 2023 Resour. Pol.. 81 -

27. Kang, S.H. ; McIver, R. ; Yoon, S.-M. Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. 2017 Energy Econ.. 62 19-32

28. Kang, W. ; Perez de Gracia, F. ; Ratti, R.A. Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations. 2017 J. Int. Money Finance. 70 344-359
    Paper not yet in RePEc: Add citation now
    

29. Kang, W. ; Ratti, R.A. ; Vespignani, J.L. Oil price shocks and policy uncertainty: new evidence on the effects of US and non-US oil production. 2017 Energy Econ.. 66 536-546

30. Kumar, A. ; Ghate, K. ; Renganathan, J. ; Kennet, J.J. Rolling , recursive evolving and asymmetric causality between crude oil and gold prices : evidence from an emerging market. 2022 Resour. Pol.. 75 -

31. Kwiatkowski, D. ; Phillips, P.C.B. ; Schmidt, P. ; Shin, Y. Testing the null hypothesis of stationarity against the alternative of a unit root: how sure are we that economic time series have a unit root?. 1992 J. Econom.. 54 159-178

32. Lau, M.C.K. ; Vigne, S.A. ; Wang, S. ; Yarovaya, L. Return spillovers between white precious metal ETFs: the role of oil, gold, and global equity. 2017 Int. Rev. Financ. Anal.. 52 316-332

33. Le, T.-H. ; Chang, Y. Oil and Gold: Correlation or Causation?. 2011 Development and Policies Research Center: Vietnam

34. Li, L. Commodity prices volatility and economic growth: empirical evidence from natural resources industries of China. 2023 Resour. Pol.. 80 -

35. Li, X. ; Wang, J. ; Yang, C. Risk prediction in financial management of listed companies based on optimized BP neural network under digital economy. 2023 Neural Comput. Appl.. 35 2045-2058
    Paper not yet in RePEc: Add citation now
    
36. Liu, X. ; Zhou, G. ; Kong, M. ; Yin, Z. ; Li, X. ; Yin, L. ; Zheng, W. Developing multi-labelled corpus of twitter short texts: a semi-automatic method. 2023 Systems. 11 390-
    Paper not yet in RePEc: Add citation now
    

37. Luqman, M. ; Antonakakis, N. Guns better than butter in Pakistan? The dilemma of military expenditure, human development, and economic growth. 2021 Technol. Forecast. Soc. Change. 173 -

38. McCown, J.R. ; Shaw, R. Investment potential and risk hedging characteristics of platinum group metals. 2017 Q. Rev. Econ. Finance. 63 328-337

39. Meng, J. ; Mo, B. ; Nie, H. The dynamics of crude oil future prices on China's energy markets: quantile-on-quantile and casualty-in-quantiles approaches. 2023 Journal of Futures Markets n/a. -

40. Mighri, Z. ; Ragoubi, H. ; Sarwar, S. ; Wang, Y. Quantile Granger causality between US stock market indices and precious metal prices. 2022 Resour. Pol.. 76 -
    Paper not yet in RePEc: Add citation now
    
41. Ming, L. ; Yang, S. ; Cheng, C. The double nature of the price of gold—A quantitative analysis based on Ensemble Empirical Mode Decomposition. 2016 Resour. Pol.. 47 125-131
    Paper not yet in RePEc: Add citation now
    

42. Morales, L. ; Andreosso-O’Callaghan, B. Comparative analysis on the effects of the Asian and global financial crises on precious metal markets. 2011 Res. Int. Bus. Finance. 25 203-227

43. Narayan, P.K. ; Narayan, S. ; Zheng, X. Gold and oil futures markets: Are markets efficient?. 2010 Appl. Energy. 87 3299-3303

44. Nazlioglu, S. ; Soytas, U. ; Gupta, R. Oil prices and financial stress: a volatility spillover analysis. 2015 Energy Pol.. 82 278-288

45. Phillips, P.C.B. ; Perron, P. Testing for a unit root in time series regression. 1988 Biometrika. 75 335-
    Paper not yet in RePEc: Add citation now
    

46. Pierdzioch, C. ; Risse, M. ; Rohloff, S. A quantile-boosting approach to forecasting gold returns. 2016 N. Am. J. Econ. Finance. 35 38-55

47. Pierdzioch, C. ; Risse, M. ; Rohloff, S. A real-time quantile-regression approach to forecasting gold returns under asymmetric loss. 2015 Resour. Pol.. 45 299-306

48. Qiu, L. ; Yu, R. ; Hu, F. ; Zhou, H. ; Hu, H. How can China's medical manufacturing listed firms improve their technological innovation efficiency? An analysis based on a three-stage DEA model and corporate governance configurations. 2023 Technol. Forecast. Soc. Change. 194 -
    Paper not yet in RePEc: Add citation now
    

49. Reboredo, J.C. ; Uddin, G.S. Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach. 2016 Int. Rev. Econ. Finance. 43 284-298

50. Sadiq, M. ; Lin, C.-Y. ; Wang, K.-T. ; Trung, L.M. ; Duong, K.D. ; Ngo, T.Q. Commodity dynamism in the COVID-19 crisis: are gold, oil, and stock commodity prices, symmetrical?. 2022 Resour. Pol.. 79 -

51. Sari, R. ; Hammoudeh, S. ; Ewing, B.T. Dynamic relationships between oil and metal commodity futures prices. 2007 Geopolit. Energy. 29 -
    Paper not yet in RePEc: Add citation now
    

52. Sari, R. ; Hammoudeh, S. ; Soytas, U. Dynamics of oil price, precious metal prices, and exchange rate. 2010 Energy Econ.. 32 351-362

53. Sensoy, A. Dynamic relationship between precious metals. 2013 Resour. Pol.. 38 504-511

54. Soytas, U. ; Sari, R. ; Hammoudeh, S. ; Hacihasanoglu, E. World oil prices, precious metal prices and macroeconomy in Turkey. 2009 Energy Pol.. 37 5557-5566

55. Stock, J.H. ; Watson, M.W. Testing for common trends. 1988 J. Am. Stat. Assoc.. 83 1097-1107
    Paper not yet in RePEc: Add citation now
    

56. Uddin, G.S. ; Rahman, M.L. ; Shahzad, S.J.H. ; Rehman, M.U. Supply and demand driven oil price changes and their non-linear impact on precious metal returns: a Markov regime switching approach. 2018 Energy Econ.. 73 108-121

57. Wang, H. ; Wu, Z. ; Chen, J. ; Chen, L. Evaluation of road traffic noise exposure considering differential crowd characteristics. 2022 Transp Res D Transp Environ. 105 -
    Paper not yet in RePEc: Add citation now
    
58. Wang, Y. ; Li, H. ; Altuntaş, M. Volatility in natural resources commodity prices: evaluating volatility in oil and gas rents. 2022 Resour. Pol.. 77 -
    Paper not yet in RePEc: Add citation now
    

59. Wang, Y.S. ; Chueh, Y.L. Dynamic transmission effects between the interest rate, the US dollar, and gold and crude oil prices. 2013 Econ Model. 30 792-798

60. Xiao, Z. Quantile cointegrating regression. 2009 J. Econom.. 150 248-260

61. Yating, Y. ; Mughal, N. ; Wen, J. ; Ngan, T.T. ; Ramirez-Asis, E. ; Maneengam, A. Economic performance and natural resources commodity prices volatility: evidence from global data. 2022 Resour. Pol.. 78 -

62. Yen-Hsien Lee, ; Ya-Ling Huang, H.-J.Y. The Asymmetric long-run relationship between crude oil and gold Futures. 2012 Glob. J. Bus. Res.. 6 9-15

63. Yi, H. ; Meng, X. ; Linghu, Y. ; Zhang, Z. Can financial capability improve entrepreneurial performance? Evidence from rural China. 2023 Econ. Res.-Ekonomska istraživanja. 36 1631-1650

64. Yilanci, V. ; Kilci, E.N. The role of economic policy uncertainty and geopolitical risk in predicting prices of precious metals: evidence from a time-varying bootstrap causality test. 2021 Resour. Pol.. 72 -

65. Zhang, X. ; Yang, X. ; He, Q. Multi-scale systemic risk and spillover networks of commodity markets in the bullish and bearish regimes. 2022 N. Am. J. Econ. Finance. 62 -

66. Zhang, Y.-J. ; Wei, Y.-M. The crude oil market and the gold market: evidence for cointegration, causality and price discovery. 2010 Resour. Pol.. 35 168-177

67. Zhou, Y. ; Wang, X. ; Dong, R.K. ; Pu, R. ; Yue, X.-G. Natural resources commodity prices volatility: evidence from COVID-19 for the US economy. 2022 Resour. Pol.. 78 -
    Paper not yet in RePEc: Add citation now
    

68. Zhu, H. ; Peng, C. ; You, W. Quantile behaviour of cointegration between silver and gold prices. 2016 Finance Res. Lett.. 19 119-125

1. Degree of connectedness and the transfer of news across the oil market and the European stocks. (2022). Łęt, Blanka ; Kliber, Agata.
   In: Energy.
   RePEc:eee:energy:v:239:y:2022:i:pc:s0360544221024191.

   Full description at Econpapers || Download paper

2. High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system. (2022). Hussain, Nazim ; Fan, Ying ; Ji, Qiang ; Liu, Bing-Yue.
   In: Energy Economics.
   RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005946.

   Full description at Econpapers || Download paper

3. Assessing the safe haven property of the gold market during COVID-19 pandemic. (2021). Salisu, Afees ; Raheem, Ibrahim ; Vo, Xuan.
   In: MPRA Paper.
   RePEc:pra:mprapa:105353.

   Full description at Econpapers || Download paper

4. The historic oil price fluctuation during the Covid-19 pandemic: What are the causes?. (2021). LE, Thai-Ha ; Tu, Anh.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001100.

   Full description at Econpapers || Download paper

5. Does crude oil price stimulate economic policy uncertainty in BRICS?. (2021). Huang, Shi-Wen ; Umar, Muhammad ; Qin, Meng ; Su, Chi-Wei.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:66:y:2021:i:c:s0927538x21000263.

   Full description at Econpapers || Download paper

6. Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach. (2021). Shi, Xunpeng ; Ding, Zhihua ; Liu, Zhenhua ; Zhou, Yuqin ; Wu, Shan ; Zhai, Pengxiang.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003901.

   Full description at Econpapers || Download paper

7. Precious metals, oil, and ASEAN stock markets: From global financial crisis to global health crisis. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002324.

   Full description at Econpapers || Download paper

8. Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?. (2021). Mokni, Khaled ; Charif, Husni ; Assaf, Ata.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001264.

   Full description at Econpapers || Download paper

9. Energy commodities and advanced stock markets: A post-crisis approach. (2021). Stoupos, Nikolaos ; Kiohos, Apostolos.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309181.

   Full description at Econpapers || Download paper

10. Causal and frequency analyses of purchasing power parity. (2021). Nagayasu, Jun.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000068.

    Full description at Econpapers || Download paper

11. 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.

    Full description at Econpapers || Download paper

12. Forecasting oil price volatility using spillover effects from uncertainty indices. (2021). Filis, George ; Degiannakis, Stavros ; Delis, Panagiotis ; Chatziantoniou, Ioannis.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320316998.

    Full description at Econpapers || Download paper

13. Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method. (2021). Liu, Yun ; Gong, XU ; Wang, Xiong.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001277.

    Full description at Econpapers || Download paper

14. Assessing the safe haven property of the gold market during COVID-19 pandemic. (2021). Vo, Xuan Vinh ; Salisu, Afees ; Raheem, Ibrahim.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000090.

    Full description at Econpapers || Download paper

15. Are oil-clean energy and high technology stock prices in the same straits? Bubbles speculation and time-varying perspectives. (2021). Alola, Andrew ; Kassouri, Yacouba ; Thierry, Kacou Yves.
    In: Energy.
    RePEc:eee:energy:v:232:y:2021:i:c:s036054422101269x.

    Full description at Econpapers || Download paper

16. Analysing the spillovers between crude oil prices, stock prices and metal prices: The importance of frequency domain in USA. (2021). Tiwari, Aviral ; solarin, sakiru ; Mishra, Bibhuti.
    In: Energy.
    RePEc:eee:energy:v:220:y:2021:i:c:s0360544220328395.

    Full description at Econpapers || Download paper

17. Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives. (2021). Goh, Mark ; Cui, Jinxin ; Zou, Huiwen ; Li, Binlin.
    In: Energy.
    RePEc:eee:energy:v:216:y:2021:i:c:s0360544220324099.

    Full description at Econpapers || Download paper

18. Financial stress, economic policy uncertainty, and oil price uncertainty. (2021). Wohar, Mark ; Floros, Christos ; Apostolakis, George ; Gkillas, Konstantinos.
    In: Energy Economics.
    RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005405.

    Full description at Econpapers || Download paper

19. Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima.
    In: Energy Economics.
    RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004977.

    Full description at Econpapers || Download paper

20. Volatility spillovers and hedging effectiveness between oil and stock markets: Evidence from a wavelet-based and structural breaks analysis. (2021). karamti, chiraz ; Belhassine, Olfa.
    In: Energy Economics.
    RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003959.

    Full description at Econpapers || Download paper

21. A detailed look at crude oil price volatility prediction using macroeconomic variables. (2020). Nonejad, Nima.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:7:p:1119-1141.

    Full description at Econpapers || Download paper

22. Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries. (2020). Jiang, Yonghong ; Tian, Gengyu ; Mo, Bin.
    In: Financial Innovation.
    RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00208-y.

    Full description at Econpapers || Download paper

23. Oil prices and geopolitical risks: What implications are offered via multi-domain investigations?. (2020). Chu, Yin ; Chang, Chun-Ping ; Li, Boying ; Sui, BO.
    In: Energy & Environment.
    RePEc:sae:engenv:v:31:y:2020:i:3:p:492-516.

    Full description at Econpapers || Download paper

24. The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang.
    In: Working Papers.
    RePEc:pre:wpaper:202024.

    Full description at Econpapers || Download paper

25. Oil price jumps and the uncertainty of oil supplies in a geopolitical perspective: The role of OPEC’s spare capacity. (2020). Selmi, Refk ; MIFTAH, AMAL ; bouoiyour, jamal.
    In: International Economics.
    RePEc:eee:inteco:v:164:y:2020:i:c:p:18-35.

    Full description at Econpapers || Download paper

26. Identifying influential energy stocks based on spillover network. (2020). Wang, ZE ; Gao, Xiangyun ; Tang, Renwu ; Sun, Qingru.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305179.

    Full description at Econpapers || Download paper

27. Multiscale lead-lag relationships in oil and refined product return dynamics: A symbolic wavelet transfer entropy approach. (2020). de Mello, Lurion ; Storhas, Dominik P ; Singh, Abhay Kumar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:92:y:2020:i:c:s014098832030267x.

    Full description at Econpapers || Download paper

28. The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries. (2020). Ji, Qiang ; GUPTA, RANGAN ; Sheng, Xin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302802.

    Full description at Econpapers || Download paper

29. Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness. (2020). Gabauer, David ; Filis, George ; Antonakakis, Nikolaos ; Cunado, Juncal ; de Gracia, Fernando Perez.
    In: Energy Economics.
    RePEc:eee:eneeco:v:91:y:2020:i:c:s014098832030102x.

    Full description at Econpapers || Download paper

30. Oil price shocks, global financial markets and their connectedness. (2020). Shahzad, Syed Jawad Hussain ; Demirer, Riza ; Hussain, Syed Jawad ; Ferrer, Roman.
    In: Energy Economics.
    RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301110.

    Full description at Econpapers || Download paper

31. 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.

    Full description at Econpapers || Download paper

32. Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach. (2020). Perote, Javier ; Mora-Valencia, Andrés ; Cortés, Lina ; Cortes, Lina M.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818301980.

    Full description at Econpapers || Download paper

33. Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303183.

    Full description at Econpapers || Download paper

34. Dynamic frequency connectedness between oil and natural gas volatilities. (2020). Perez-Laborda, Alejandro ; Lovcha, Yuliya.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:84:y:2020:i:c:p:181-189.

    Full description at Econpapers || Download paper

35. The COVID-19 global fear index and the predictability of commodity price returns. (2020). Salisu, Afees ; Raheem, Ibrahim ; Akanni, Lateef.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020302136.

    Full description at Econpapers || Download paper

36. 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.
    In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards.
    RePEc:spr:nathaz:v:95:y:2019:i:1:d:10.1007_s11069-018-3473-y.

    Full description at Econpapers || Download paper

37. Point and density forecasts of oil returns: The role of geopolitical risks. (2019). Wong, Wing-Keung ; Plakandaras, Vasilios ; GUPTA, RANGAN.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:580-587.

    Full description at Econpapers || Download paper

38. Connectedness among crude oil prices, stock index and metal prices: An application of network approach in the USA. (2019). Tiwari, Aviral ; Sohag, Kazi ; Shahbaz, Muhammad ; Husain, Shaiara.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:57-65.

    Full description at Econpapers || Download paper

39. Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8000.

    Full description at Econpapers || Download paper

40. Oil Price Shocks and Uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia.
    In: MPRA Paper.
    RePEc:pra:mprapa:96271.

    Full description at Econpapers || Download paper

41. Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin.
    In: MPRA Paper.
    RePEc:pra:mprapa:96270.

    Full description at Econpapers || Download paper

42. Oil price shocks and stock market returns of the GCC countries: empirical evidence from quantile regression analysis. (2018). Nusair, Salah ; Al-Khasawneh, Jamal.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:51:y:2018:i:4:d:10.1007_s10644-017-9207-4.

    Full description at Econpapers || Download paper

43. Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?. (2018). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhao, Longfeng ; Xie, Chi.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:57:y:2018:i:c:p:205-230.

    Full description at Econpapers || Download paper

44. Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Wang, Gang-Jin ; Xu, Zishuang ; Yi, Shuyue.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:60:y:2018:i:c:p:98-114.

    Full description at Econpapers || Download paper

45. Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). lucey, brian ; Kearney, Fearghal ; Peat, Maurice ; Gogolin, Fabian ; Vigne, Samuel A.
    In: Energy Economics.
    RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593.

    Full description at Econpapers || Download paper

46. High-frequency volatility connectedness between the US crude oil market and Chinas agricultural commodity markets. (2018). Ji, Qiang ; Luo, Jiawen.
    In: Energy Economics.
    RePEc:eee:eneeco:v:76:y:2018:i:c:p:424-438.

    Full description at Econpapers || Download paper

47. Oil price shocks and uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:72:y:2018:i:c:p:42-53.

    Full description at Econpapers || Download paper

48. Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin.
    In: The Energy Journal.
    RePEc:aen:journl:ej39-5-filis.

    Full description at Econpapers || Download paper

49. Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). Tang, Yong ; Guo, Yawei ; You, Wanhai ; Zhu, Huiming.
    In: Energy Economics.
    RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18.

    Full description at Econpapers || Download paper

50. 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.
    In: Documentos de Trabajo de Valor Público.
    RePEc:col:000122:015923.

    Full description at Econpapers || Download paper

Report date: 2025-09-21 16:36:02 || Missing content? Let us know