1. Commodity Dependence and Optimal Asset Allocation. (2025). Dequiedt, Vianney ; Gomes, Mathieu ; Pukthuanthong, Kuntara ; Williamsrambaud, Benjamin.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:45:y:2025:i:3:p:224-246.

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2. Extended Multivariate EGARCH Model: A Model for Zero‐Return and Negative Spillovers. (2025). Xu, Yongdeng.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:44:y:2025:i:4:p:1266-1279.

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3. Dynamic risk spillover in green financial markets: A wavelet frequency analysis from China. (2025). Shang, Junyan ; Zhao, Xiaojun ; Wang, Yiding.
   In: Energy Economics.
   RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001240.

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4. Exploring the role of oil shocks on the financial stability of Gulf Cooperation Council countries. (2024). Lau, Chi Keung ; Elsayed, Ahmed ; Sheng, Xin ; Downing, Gareth ; Marco, Chi Keung.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1804-1819.

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5. Time-frequency information transmission among financial markets: evidence from implied volatility. (2024). Tiwari, Aviral ; Qureshi, Fiza ; Naeem, Muhammad Abubakr ; Farid, Saqib ; Elheddad, Mohamed.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04266-y.

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6. Commodity and Stock Market Interlinkages: Opportunities and Challenges for Investors in Indian Market. (2024). Jhunjhunwala, Shital ; Suresh, Sandra.
   In: Global Business Review.
   RePEc:sae:globus:v:25:y:2024:i:2_suppl:p:s42-s58.

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7. Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence. (2024). Ben Amar, Amine ; Boubrahimi, Nabil ; Bellalah, Makram ; Dkhissi, Ilham ; Hasnaoui, Amir.
   In: Post-Print.
   RePEc:hal:journl:hal-04643053.

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8. Predicting oil price fluctuations: Integrating external indicators and advanced regression techniques. (2024). James, William ; Peipei, Wang.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:97:y:2024:i:c:s0301420724006305.

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9. Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning. (2024). Silva, Thiago ; Braz, Tercio ; Tabak, Benjamin Miranda.
   In: Energy Economics.
   RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004067.

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10. Extended multivariate EGARCH model: A model for zero€ return and negative spillovers. (2024). Xu, Yongdeng.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2024/24.

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11. Trading around the clock: Revisit volatility spillover between crude oil and equity markets in different trading sessions. (2023). Fu, Tong ; Hao, Jing ; Ma, Feng ; He, Feng.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:43:y:2023:i:6:p:771-791.

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12. Dynamic correlations and volatility spillovers between subsectoral clean‐energy stocks and commodity futures markets: A hedging perspective. (2023). Coskun, Merve.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:43:y:2023:i:12:p:1727-1749.

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13. Hedging against risks associated with travel and tourism stocks during COVID‐19 pandemic: The role of gold. (2023). Salisu, Afees ; Abdulsalam, Sikiru ; Sikiru, Abdulsalam Abidemi.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1872-1882.

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14. Asymmetric and Lag Effects of Industry Risk Factors on the Malaysian Oil and Gas Stocks. (2023). Low, Soo-Wah ; Ghazali, Noor Azlan ; Shah, Mohd Azlan ; Hoque, Mohammad Enamul ; Tee, Lain-Tze.
    In: SAGE Open.
    RePEc:sae:sagope:v:13:y:2023:i:3:p:21582440231179444.

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15. Time-varying causality between oil price and exchange rate in five ASEAN economies. (2023). Kocoglu, Mustafa ; Lim, Soyoung ; Kyophilavong, Phouphet ; Awan, Ashar.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09457-6.

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16. Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-EVT-CVaR model. (2023). Bedoui, Rihab ; Benkraiem, Ramzi ; Guesmi, Khaled ; Kedidi, Islem.
    In: Post-Print.
    RePEc:hal:journl:hal-04631234.

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17. In Search of Hedges and Safe Havens during the COVID-19 Pandemic: Gold versus Bitcoin, Oil, and Oil Uncertainty. (2023). Boubaker, Sabri ; Al-Nassar, N S ; Makram, B ; Chaibi, A.
    In: Post-Print.
    RePEc:hal:journl:hal-04435437.

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18. Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict. (2023). Goutte, Stéphane ; Ben Amar, Amine ; Bouattour, Mondher ; Bellalah, Makram.
    In: Post-Print.
    RePEc:hal:journl:hal-04122251.

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19. Volatility Contagion from Bulk Shipping and Petrochemical Industries to Oil Futures Market during the Economic Uncertainty. (2023). Lin, Arthur Jin.
    In: Mathematics.
    RePEc:gam:jmathe:v:11:y:2023:i:17:p:3737-:d:1229443.

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20. Frequency connectedness and cross-quantile dependence among medicare, medicine prices and health-tech equity. (2023). Sohag, Kazi ; Gainetdinova, Anna ; Riad, S M ; Nappo, Fabio.
    In: Technovation.
    RePEc:eee:techno:v:120:y:2023:i:c:s016649722200030x.

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21. In search of hedges and safe havens during the COVID─19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty. (2023). Boubaker, Sabri ; Al-Nassar, Nassar S ; Makram, Beljid ; Chaibi, Anis.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:90:y:2023:i:c:p:318-332.

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22. Financial stress in Russia: Exploring the impact of oil market shocks. (2023). Sohag, Kazi ; Elsayed, Ahmed ; Kalina, Irina.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008619.

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23. Dynamic spillovers among natural gas, liquid natural gas, trade policy uncertainty, and stock market. (2023). Mensi, Walid ; Roudari, Soheil ; Gholami, Samad ; Al-Yahyaee, Khamis Hamed ; Sadeghi, Abdorasoul.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003999.

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24. Extreme quantile spillovers and connectedness between oil and Chinese sector markets: A portfolio hedging analysis. (2023). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Alomari, Mohammad.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000397.

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25. Dynamic connectedness between crude oil and equity markets: What about the effects of firms solvency and profitability positions?. (2023). Balli, Faruk ; Ha, Thi Thu.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000387.

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26. International stock market volatility: A data-rich environment based on oil shocks. (2023). Lu, Xinjie ; Wang, Tianyang ; Ma, Feng ; Wen, Fenghua.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:214:y:2023:i:c:p:184-215.

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27. Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict. (2023). Goutte, Stéphane ; Ben Amar, Amine ; Bouattour, Mondher ; Bellalah, Makram.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002258.

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28. Measuring the multi-scale price transmission effects from crude oil to energy stocks: A cascaded view. (2023). , Zenglei ; Zhao, Wenqi ; Zhang, Shuo ; Sun, Qingru ; Yu, Jinxiu ; Wang, HE.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004076.

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29. The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei.
    In: Energy.
    RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395.

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30. Dynamic volatility transfer in the European oil and gas industry. (2023). Huszar, Zsuzsa R ; Kotro, Balazs B.
    In: Energy Economics.
    RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005509.

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31. Network connectedness between Chinas crude oil futures and sector stock indices. (2023). Wang, Zi-Xin ; Fan, Ying ; Liu, Bing-Yue.
    In: Energy Economics.
    RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003468.

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32. Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A.
    In: Energy Economics.
    RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573.

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33. Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid ; Choi, Ki-Hong.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000487.

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34. Oil Price Changes and Stock Market Performance in UAE: Evidence of Cointegration Persists in Economic Diversification era. (2023). Mohammed, Zahra ; Majumdar, Sudipa ; Banerjee, Rachna.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2023-01-58.

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35. Exploring the dynamics of the equity–commodity nexus: A study of base metal futures. (2022). Padhi, Puja ; Saishree, Ipsita.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:8:p:1573-1596.

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36. Crude oil market and Nigerian stocks: An asymmetric information spillover approach. (2022). Lin, Boqiang ; Okorie, David.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4002-4017.

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37. Examining the spillover effects of volatile oil prices on Iran’s stock market using wavelet-based multivariate GARCH model. (2022). Mamipour, Siab ; Yazdani, Sanaz ; Sepehri, Elmira.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:46:y:2022:i:4:d:10.1007_s12197-022-09587-7.

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38. Assessing Permanent and Transitory Volatility Spillover Effect from Oil to Stocks in Baltic and Visegrad Countries. (2022). Momcilovic, Mirela ; Gajic-Glamoclija, Marina ; Duraskovic, Jasmina ; Ivkov, Dejan.
    In: Journal of Economics / Ekonomicky casopis.
    RePEc:sav:journl:v:70:y:2022:i:6:p:523-542.

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39. Dynamic connectedness and optimal hedging strategy among commodities and financial indices. (2022). Prigent, Jean-Luc ; Ben Amar, Amine ; Hachicha, Nejib ; Bellalah, Makram ; ben Slimane, Ikrame.
    In: Post-Print.
    RePEc:hal:journl:hal-03745047.

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40. Oil-stock nexus: the role of oil shocks for GCC markets. (2022). Ziadat, Salem Adel ; McMillan, David G.
    In: Studies in Economics and Finance.
    RePEc:eme:sefpps:sef-12-2021-0529.

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41. Does the SDR stabilize investing in commodities?. (2022). Xu, Yang ; Han, Liyan ; Jin, Jiayu.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:81:y:2022:i:c:p:160-172.

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42. Good oil volatility, bad oil volatility, and stock return predictability. (2022). Wang, Yudong ; Xiao, Jihong.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:80:y:2022:i:c:p:953-966.

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43. Dependence between renewable energy related critical metal futures and producer equity markets across varying market conditions. (2022). Uddin, Gazi ; Junttila, Juha ; Kits, Ilya ; Borg, Elin.
    In: Renewable Energy.
    RePEc:eee:renene:v:190:y:2022:i:c:p:879-892.

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44. Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis. (2022). Yousaf, Imran ; Beljid, Makram ; Chaibi, Anis ; al Ajlouni, Ahmed.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000592.

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45. Modeling Covid-19 contagious effect between asset markets and commodity futures in India. (2022). Nandan, Tanuj ; Soni, Rajat Kumar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005049.

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46. Volatility spillovers between Turkish energy stocks and fossil fuel energy commodities based on time and frequency domain approaches. (2022). Taspinar, Nigar ; Coskun, Merve.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004111.

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47. Global pandemic crisis and risk contagion in GCC stock markets. (2022). ben Zaied, Younes ; Saidi, Sana ; ben Cheikh, Nidhaleddine ; Sellami, Mohamed.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:202:y:2022:i:c:p:746-761.

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48. Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets. (2022). Yousaf, Imran ; Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:76:y:2022:i:c:s104244312100192x.

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49. The correlation between the stock market and Bitcoin during COVID-19 and other uncertainty periods. (2022). Nguyen, Khanh Quoc.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003238.

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50. Dynamic connectedness and optimal hedging strategy among commodities and financial indices. (2022). Prigent, Jean-Luc ; Ben Amar, Amine ; Hachicha, Nejib ; Bellalah, Makram ; ben Slimane, Ikrame.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002460.

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51. The economic value of high-frequency data in equity-oil hedge. (2022). Kuang, Wei.
    In: Energy.
    RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021526.

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52. Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model. (2022). Yoon, Seong-Min ; Alshater, Muneer ; Tian, Maoxi.
    In: Energy Economics.
    RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004704.

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53. Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle. (2022). Dai, Zhifeng ; Zhang, Xinhua ; Zhu, Haoyang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001359.

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54. Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative. (2022). Dai, Zhifeng ; Zhu, Haoyang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000652.

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55. Risk spillover of banking across regions: Evidence from the belt and road countries. (2022). Zhou, Mingming ; Lei, Yiqing ; Li, Jiayi ; Zhao, Hong.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:52:y:2022:i:c:s156601412200036x.

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56. Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Pattnaik, Debidutta ; Kumar, Satish ; Burton, Bruce ; Lim, Weng Marc.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011.

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57. Quantifying information transfer between Commodities and Implied Volatilities in the Energy Markets: A Multi-frequency Approach. (2022). Owusu Junior, Peterson ; Qabhobho, Thobekile ; Asafo-Adjei, Emmanuel ; Adam, Anokye M.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2022-05-53.

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58. Asymmetric volatility spillovers between world oil prices and stock markets of the G7 countries in the presence of structural breaks. (2021). Dritsakis, Nikolaos ; Mademlis, Dimitrios Kartsonakis.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3930-3944.

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59. Analysing spillover between returns and volatility series of oil across major stock markets. (2021). Tiwari, Aviral ; Shahbaz, Muhammad ; Ullah, Subhan ; Nasreen, Samia.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2458-2490.

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60. Dynamic volatility linkages and hedging between commodities and sectoral stock returns in Turkey: Evidence from SVAR‐cDCC‐GARCH model. (2021). Civcir, İrfan ; Akko, Uur.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1978-1992.

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61. Assessing the multiscale “meteor shower” effect from oil to the central and eastern European stock indices. (2021). Živkov, Dejan ; Balaban, Suzana ; Peanac, Marko.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1855-1870.

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62. Do Exchange Rates Fluctuations Influence Gold Price in G7 Countries? New Insights from a Nonparametric Causality-in-Quantiles Test. (2021). Shahbaz, Muhammad ; Muhammad, Shahbaz ; Nida, Shah ; Ali, Raza Syed.
    In: Zagreb International Review of Economics and Business.
    RePEc:vrs:zirebs:v:24:y:2021:i:2:p:37-57:n:1003.

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63. 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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64. Hedging Islamic and conventional stock markets with other financial assets: comparison between competing DCC models on hedging effectiveness. (2021). Hamma, Wajdi ; Jarboui, Anis ; Ghorbel, Ahmed.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:22:y:2021:i:3:d:10.1057_s41260-021-00208-2.

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65. Oil price effect on sectoral stock returns: A conditional covariance and correlation approach for Mexico. (2021). Santillán-Salgado, Roberto ; Morales, Rodrigo A ; Santillan-Salgado, Roberto J.
    In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance).
    RePEc:imx:journl:v:16:y:2021:i:1:a:5.

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66. La modélisation de la dynamique des volatilités et des corrélations entre les prix des matières premières et les rendements boursiers. (2021). Mestiri, Sami ; Abdelghani, Sabrine.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03432761.

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67. In search of safe haven assets during COVID-19 pandemic: An empirical analysis of different investor types. (2021). Nagayev, Ruslan ; Disli, Mustafa ; Aysan, Ahmet ; Salim, Kinan ; Rizkiah, Siti K.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000829.

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68. Gold and US sectoral stocks during COVID-19 pandemic. (2021). Vo, Xuan Vinh ; Salisu, Afees ; lucey, brian.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000453.

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69. Crude oil, gold, natural gas, exchange rate and indian stock market: Evidence from the asymmetric nonlinear ARDL model. (2021). , Sureshkumar ; Singhal, Shelly ; Choudhary, Sangita.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002087.

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70. The financial impacts of jump processes in the crude oil price: Evidence from G20 countries in the pre- and post-COVID-19. (2021). Selmi, Refk ; Hongbing, Ouyang ; Alqahtani, Abdullah.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100091x.

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71. Exploring shock and volatility transmission between oil and Chinese industrial raw materials. (2021). Safarzadeh, Omid ; Kirkulak-Uludag, Berna.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720310023.

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72. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309296.

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73. Are Indian sectoral indices oil shock prone? An empirical evaluation. (2021). Mishra, Shekhar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s030142072030920x.

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74. 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.

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75. Dynamic dependence of oil, clean energy and the role of technology companies: New evidence from copulas with regime switching. (2021). Tiwari, Aviral ; Selmi, Refk ; Hammoudeh, Shawkat ; Nasreen, Samia.
    In: Energy.
    RePEc:eee:energy:v:220:y:2021:i:c:s0360544220326979.

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76. Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; al Rababa, Abdel Razzaq.
    In: Energy Economics.
    RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001675.

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77. The role of oil as a determinant of stock market interdependence: The case of the USA and GCC. (2021). Ziadat, Salem Adel ; Herbst, Patrick ; McMillan, David G.
    In: Energy Economics.
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78. Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China. (2021). Huo, Rui ; Ahmed, Abdullahi D.
    In: Energy Economics.
    RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320300803.

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79. Financial stress, economic policy uncertainty, and oil price uncertainty. (2021). Wohar, Mark ; Floros, Christos ; Apostolakis, George ; Gkillas, Konstantinos.
    In: Energy Economics.
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80. Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. (2021). Al-Fayoumi, Nedal ; Abuzayed, Bana.
    In: The North American Journal of Economics and Finance.
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81. Risk spillovers and hedge strategies between global crude oil markets and stock markets: Do regime switching processes combining long memory and asymmetry matter?. (2021). Zhou, Zhongbao ; Jiang, Yong ; Lin, Ling.
    In: The North American Journal of Economics and Finance.
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82. Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach. (2021). Tellez, Jesus Cuauhtemoc ; Daffodils, Jennifer ; Sisodia, Gyanendra Singh ; Rafiuddin, Aqila.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2021-04-64.

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83. Renewable Energy Transition: Evidence from Spillover Effects in Exchange-Traded Funds. (2021). Senjyu, Tomonobu ; Lisin, Anton.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2021-03-23.

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84. Oil Price and Industrial Growth in Saudi Arabia: Sectoral and Asymmetry Analyses. (2021). Mahmood, Haider.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2021-03-2.

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85. Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model. (2021). Chevallier, Julien ; Feng, MA ; Abderrazak, Dhaoui ; Julien, Chevallier.
    In: Studies in Nonlinear Dynamics & Econometrics.
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86. Volatility Spillover Among Equity and Commodity Markets. (2020). Aziz, Tariq ; Habibah, Ume ; Sadhwani, Ranjeeta.
    In: SAGE Open.
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87. Shock and Volatility Spillovers between Crude Oil Price and Stock Returns: Evidence for Thailand. (2020). Sethapramote, Yuthana ; Jiranyakul, Komain ; Theplib, Krit.
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88. The Role of World Oil Price in the Movements of the Asian Stock Market. (2020). Minh, Le Thi.
    In: International Journal of Innovation and Economic Development.
    RePEc:mgs:ijoied:v:6:y:2020:i:2:p:7-18.

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89. Volatility spillover and hedging effectiveness among crude oil and Islamic markets: evidence from the Gulf region. (2020). Mansour, Walid ; Walid, Haykel Hamdi.
    In: European Journal of Comparative Economics.
    RePEc:liu:liucej:v:17:y:2020:i:1:p:103-126.

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90. Volatility transmission between commodities and Ibovespa in the period 2000–2016: Is there a possibility of diversification?. (2020). Vartanian, Pedro.
    In: International Economics and Economic Policy.
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91. Dynamic Interrelationship and Volatility Spillover among Sustainability Stock Markets, Major European Conventional Indices, and International Crude Oil. (2020). Bein, murad ; Maraqa, Basel.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:9:p:3908-:d:356369.

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92. The Influence of Internet Finance on the Sustainable Development of the Financial Ecosystem in China. (2020). Liu, Xinghua ; Wang, Chongren.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:6:p:2365-:d:333850.

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93. The Oil Price and Trade Nexus in the Gulf Co-Operation Council Countries. (2020). Yousef, Tarek Tawfik ; Mahmood, Haider.
    In: Resources.
    RePEc:gam:jresou:v:9:y:2020:i:12:p:139-:d:450372.

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94. Volatility Transmission from Equity, Bulk Shipping, and Commodity Markets to Oil ETF and Energy Fund—A GARCH-MIDAS Model. (2020). Chang, Hai-Yen ; Lin, Arthur J.
    In: Mathematics.
    RePEc:gam:jmathe:v:8:y:2020:i:9:p:1534-:d:410400.

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95. Tail Dependence and Risk Spillover from the US to GCC Banking Sectors. (2020). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Samargandi, Nahla ; Trabelsi, Nader ; Alqahtani, Faisal.
    In: Mathematics.
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96. Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices. (2020). Chevallier, Julien ; Alqahtani, Abdullah.
    In: JRFM.
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97. An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management. (2020). Yousaf, Imran ; Wong, Wing-Keung ; Ali, Shoaib.
    In: JRFM.
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98. How Does the Spillover among Natural Gas, Crude Oil, and Electricity Utility Stocks Change over Time? Evidence from North America and Europe. (2020). Nakajima, Tadahiro ; Hamori, Shigeyuki ; He, Xie ; Zhang, Wenting.
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99. The Effects of Oil and Gas Risk Factors on Malaysian Oil and Gas Stock Returns: Do They Vary?. (2020). Low, Soo-Wah ; Shah, Mohd Azlan ; Hoque, Mohammad Enamul.
    In: Energies.
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100. Oil Price and Energy Depletion Nexus in GCC Countries: Asymmetry Analyses. (2020). Mahmood, Haider ; Yousef, Tarek Tawfik.
     In: Energies.
     RePEc:gam:jeners:v:13:y:2020:i:12:p:3058-:d:370939.

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101. Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade. (2020). Benlagha, Noureddine.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531918311115.

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102. Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors: A tale of two crises. (2020). Belhassine, Olfa.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531918310638.

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103. Economic policy uncertainty and the Bitcoin-US stock nexus. (2020). Vo, Xuan Vinh ; Mokni, Khaled ; Bouri, Elie ; Ajmi, Ahdi Noomen.
     In: Journal of Multinational Financial Management.
     RePEc:eee:mulfin:v:57-58:y:2020:i::s1042444x20300451.

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104. Dynamic connectedness and portfolio strategies: Energy and metal markets. (2020). Cagli, Efe ; Mandaci, Pinar Evrim ; Takin, Dilvin.
     In: Resources Policy.
     RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301008.

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105. Modeling the nexus of crude oil, new energy and rare earth in China: An asymmetric VAR-BEKK (DCC)-GARCH approach. (2020). Chen, Yufeng ; Qu, Fang ; Zheng, Biao.
     In: Resources Policy.
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106. Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management. (2020). Tsuji, Chikashi.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:70:y:2020:i:c:s1057521919302224.

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107. The influence of oil prices on the banking sector in oil-exporting economies: Is there a psychological barrier?. (2020). Kutan, Ali ; Samargandi, Nahla ; Alqahtani, Faisal.
     In: International Review of Financial Analysis.
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108. Risk spillover effects from global crude oil market to China’s commodity sectors. (2020). Jiang, Yonghong ; Meng, Juan ; Nie, HE ; Mo, Bin.
     In: Energy.
     RePEc:eee:energy:v:202:y:2020:i:c:s0360544220303157.

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109. Oil market conditions and sovereign risk in MENA oil exporters and importers. (2020). Roubaud, David ; Bouri, Elie ; Kachacha, Imad.
     In: Energy Policy.
     RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306603.

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110. 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.

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111. Magnitude and persistence of extreme risk spillovers in the global energy market: A high-dimensional left-tail interdependence perspective. (2020). Lin, Renda ; Liu, Jiahao ; Zhu, BO.
     In: Energy Economics.
     RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301018.

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112. Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish.
     In: Energy Economics.
     RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303615.

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113. A fractional cointegration VAR analysis of Islamic stocks: A global perspective. (2020). Salisu, Afees ; Ndako, Umar ; Adediran, Idris ; Swaray, Raymond.
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306636.

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114. 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.

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115. The Impact of Oil Price Fluctuations on Saudi Arabia Stock Market: A Vector Error-Correction Model Analysis. (2020). Ayyaf, Nouf Bin.
     In: International Journal of Energy Economics and Policy.
     RePEc:eco:journ2:2020-06-41.

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116. Price Discovery in Crude Oil Markets: Intraday Volatility Interactions between Crude Oil Futures and Energy Exchange Traded Funds. (2020). Ulusoy, Veysel ; Ozdurak, Caner.
     In: International Journal of Energy Economics and Policy.
     RePEc:eco:journ2:2020-03-51.

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117. Long run Association of Stock Prices and Crude Oil Prices: Evidence from Saudi Arabia. (2020). Rahman, Abdul.
     In: International Journal of Energy Economics and Policy.
     RePEc:eco:journ2:2020-02-16.

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118. The Impact of Oil and Gold Prices Shock on Tehran Stock Exchange: A Copula Approach. (2020). Payandeh, Amir ; Ofoghi, Reza ; Qazvini, Marjan.
     In: Papers.
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119. 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.

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120. Symmetric and Asymmetric GARCH Estimations and Portfolio Optimization: Evidence From G7 Stock Markets. (2019). Ali, Shahid ; Draz, Muhammad Umar ; Abbas, Mazhar ; Zhang, Junrui ; Ahmad, Fayyaz.
     In: SAGE Open.
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121. Do Global Financial, Oil and Gold Volatility Shocks Affect the GCC Stock Markets?. (2019). Alqahtani, Abdullah.
     In: Emerging Economy Studies.
     RePEc:sae:emecst:v:5:y:2019:i:2:p:157-175.

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122. Information and volatility linkages across energy and financial markets. (2019). Ding, Ashley.
     In: Australian Journal of Management.
     RePEc:sae:ausman:v:44:y:2019:i:4:p:594-613.

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123. Dynamic Effects of Crude Oil Price Movements: a Sectoral Examination. (2019). Wada, Isah.
     In: Romanian Economic Journal.
     RePEc:rej:journl:v:22:y:2019:i:71:p:17-28.

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124. Financial Bubbles : New Evidence from South Africa’s Stock Market. (2019). Bago, Jean-Louis ; Souratie, Wamadini M ; Ouedraogo, Moussa ; Dembele, Alou.
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125. Oil prices, US exchange rates, and stock market: evidence from Jordan as a net oil importer. (2019). Ghenimi, Ameni ; Hammami, Algia ; Bouri, Abdelfatteh.
     In: MPRA Paper.
     RePEc:pra:mprapa:94570.

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126. Commodities risk premia and regional integration in gas-exporting countries. (2019). Guesmi, Khaled ; Goutte, Stéphane ; Chevallier, Julien ; Abid, Ilyes ; Urom, Christian.
     In: Post-Print.
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127. Determinants of the Long-Term Correlation between Crude Oil and Stock Markets. (2019). Yang, Lu ; Hamori, Shigeyuki ; Ho, Kung-Cheng.
     In: Energies.
     RePEc:gam:jeners:v:12:y:2019:i:21:p:4123-:d:281377.

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128. Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach. (2019). Mokni, Khaled ; Youssef, Manel.
     In: The Quarterly Review of Economics and Finance.
     RePEc:eee:quaeco:v:72:y:2019:i:c:p:14-33.

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129. Correlations and volatility spillovers between oil, natural gas, and stock prices in India. (2019). Tiwari, Aviral ; Pradhan, Ashis ; Kumar, Satish ; Kang, Sang Hoon.
     In: Resources Policy.
     RePEc:eee:jrpoli:v:62:y:2019:i:c:p:282-291.

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130. Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model. (2019). Civcir, İrfan ; Akkoc, Ugur.
     In: Resources Policy.
     RePEc:eee:jrpoli:v:62:y:2019:i:c:p:231-239.

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131. Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management. (2019). Tiwari, Aviral ; Sarwar, Suleman ; Khalfaoui, Rabeh.
     In: Resources Policy.
     RePEc:eee:jrpoli:v:62:y:2019:i:c:p:22-32.

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132. Importance of oil shocks and the GCC macroeconomy: A structural VAR analysis. (2019). Shahbaz, Muhammad ; Nasir, Muhammad Ali ; Hammoudeh, Shawkat ; Al-Emadi, Ahmed Abdulsalam.
     In: Resources Policy.
     RePEc:eee:jrpoli:v:61:y:2019:i:c:p:166-179.

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133. Analysis of financial distress cross countries: Using macroeconomic, industrial indicators and accounting data. (2019). Jayasekera, Ranadeva ; Chipulu, Maxwell ; Khoja, Layla.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:66:y:2019:i:c:s1057521919300869.

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134. Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets. (2019). Guesmi, Khaled ; Goutte, Stéphane ; Abid, Ilyes ; Jamali, Ibrahim.
     In: Energy Policy.
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135. Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach. (2019). Hou, Yang ; Li, Steven ; Wen, Fenghua.
     In: Energy Economics.
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136. Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?. (2019). Zhang, Dayong ; Ji, Qiang ; Ma, Yan-Ran ; Pan, Jiaofeng.
     In: Energy Economics.
     RePEc:eee:eneeco:v:81:y:2019:i:c:p:536-544.

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137. Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis. (2019). Tiwari, Aviral ; Aloui, Mouna ; Alqahtani, Faisal ; Hamdi, Besma.
     In: Energy Economics.
     RePEc:eee:eneeco:v:80:y:2019:i:c:p:536-552.

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138. Commodities risk premia and regional integration in gas-exporting countries. (2019). Guesmi, Khaled ; Goutte, Stéphane ; Chevallier, Julien ; Abid, Ilyes ; Urom, Christian.
     In: Energy Economics.
     RePEc:eee:eneeco:v:80:y:2019:i:c:p:267-276.

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139. Impact of oil price change on airlines stock price and volatility: Evidence from China and South Korea. (2019). Yoon, Seong-Min ; Yun, Xiao.
     In: Energy Economics.
     RePEc:eee:eneeco:v:78:y:2019:i:c:p:668-679.

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140. The Impact of US Economic Policy Uncertainty Shock on GCC Stock Market Performance. (2019). Michael, Taillard ; Abdullah, Alqahtani.
     In: Asian Journal of Law and Economics.
     RePEc:bpj:ajlecn:v:10:y:2019:i:2:p:13:n:1.

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141. A Regulated Market Under Sanctions: On Tail Dependence Between Oil, Gold, and Tehran Stock Exchange Index. (2019). Volchenkov, Dimitri ; Shirvani, Abootaleb.
     In: Papers.
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142. Portfolio and hedging effectiveness of financial assets of the G7 countries. (2018). Hassan, M. Kabir ; Izadi, Selma.
     In: Eurasian Economic Review.
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143. Can oil prices help predict US stock market returns? Evidence using a dynamic model averaging (DMA) approach. (2018). Naser, Hanan ; Alaali, Fatema.
     In: Empirical Economics.
     RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1323-5.

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144. Impact of oil prices on firm stock return: industry-wise analysis. (2018). Sarwar, Suleman ; Lv, Yulan ; Waheed, Rida ; Wei, Chen.
     In: Empirical Economics.
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145. 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.

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146. The Predictive Power of Oil and Commodity Prices for Equity Markets. (2018). Dagher, Leila ; Badra, Nasser ; Jamali, Ibrahim.
     In: MPRA Paper.
     RePEc:pra:mprapa:116055.

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147. 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.

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148. Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models. (2018). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama.
     In: IMF Working Papers.
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149. Risk contribution of crude oil to industry stock returns. (2018). Yan, Panpan ; Fang, Libing ; Yu, Honghai ; Du, Donglei.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:58:y:2018:i:c:p:179-199.

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150. On the interdependence of natural gas and stock markets under structural breaks. (2018). Ahmed, Walid.
     In: The Quarterly Review of Economics and Finance.
     RePEc:eee:quaeco:v:67:y:2018:i:c:p:149-161.

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151. The interactions between OPEC oil price and sectoral stock returns: Evidence from China. (2018). Kirkulak-Uludag, Berna ; Safarzadeh, Omid.
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:508:y:2018:i:c:p:631-641.

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152. Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach. (2018). Shahzad, Syed Jawad Hussain ; Raza, Syed ; Hussain, Syed Jawad ; Ali, Sajid.
     In: Resources Policy.
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153. Analyzing volatility transmission using group transfer entropy. (2018). Dimpfl, Thomas ; Peter, Franziska J.
     In: Energy Economics.
     RePEc:eee:eneeco:v:75:y:2018:i:c:p:368-376.

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154. Oil volatility, oil and gas firms and portfolio diversification. (2018). Pérez de Gracia, Fernando ; Gabauer, David ; Filis, George ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal.
     In: Energy Economics.
     RePEc:eee:eneeco:v:70:y:2018:i:c:p:499-515.

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155. Volatility and shock interactions and risk management implications: Evidence from the U.S. and frontier markets. (2018). Post, Jordin A ; Ngene, Geoffrey ; Mungai, Ann N.
     In: Emerging Markets Review.
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156. Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses. (2018). Tsuji, Chikashi.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:74:y:2018:i:c:p:167-185.

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157. Optimal hedge ratios for clean energy equities. (2018). Ahmad, Wasim ; Sadorsky, Perry ; Sharma, Amit.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:72:y:2018:i:c:p:278-295.

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158. New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries. (2018). Tsuji, Chikashi.
     In: Applied Energy.
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159. Relationship between Crude Oil Prices and Stock Market: Evidence from India. (2018). Shetty, Vishwaroop ; Surange, Sujeet ; Giri, Sasmita ; Vardhan, Harsh ; Sharma, Ankit.
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160. Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models. (2018). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama.
     In: CESifo Working Paper Series.
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161. Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets. (2017). Roca, Eduardo ; Todorova, Neda ; Su, Jen-Je ; Jiang, Huayun.
     In: Applied Economics.
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162. The impact of oil price volatility on net-oil exporter and importer countries’ stock markets. (2017). Yelkenci, Tezer ; Tun, Goke ; Aydoan, Berna.
     In: Eurasian Economic Review.
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163. Co-movements and contagion between international stock index futures markets. (2017). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel.
     In: Empirical Economics.
     RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1113-5.

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164. Causal linkages between the energy sector and islamic regional indexes: evidence from GCC, EU, US, emerging markets and Asia-pacific. (2017). Masih, Abul ; Malayan, Firoz.
     In: MPRA Paper.
     RePEc:pra:mprapa:100681.

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165. Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems. (2017). Giudici, Paolo ; Hashem, Shatha ; Abedifar, Pejman.
     In: DEM Working Papers Series.
     RePEc:pav:demwpp:demwp0134.

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166. 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.
     RePEc:ove:journl:aid:12376.

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167. What Affects the Relationships between Oil and Industrial Sector? Case of Eurozone. (2017). Kamışlı, Melik ; Temizel, Fatih ; Esen, Ethem.
     In: International Journal of Economics and Finance.
     RePEc:ibn:ijefaa:v:9:y:2017:i:9:p:52-59.

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168. Linkages Between Equity and Global Food Markets: New Evidence from Including Structural Changes. (2017). JOUINI, Jamel ; Alshogeathri, Mofleh .
     In: Czech Journal of Economics and Finance (Finance a uver).
     RePEc:fau:fauart:v:67:y:2017:i:3:p:166-198.

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169. Causes and consequences of energy price shocks on petroleum-based stock market using the spillover asymmetric multiplicative error model. (2017). Khalifa, Ahmed ; Bertuccelli, Pietro ; Alsarhan, Abdulwahab A.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:39:y:2017:i:pa:p:307-314.

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170. Financial tail risks in conventional and Islamic stock markets: A comparative analysis. (2017). Muteba Mwamba, John Weirstrass ; GUPTA, RANGAN ; Hammoudeh, Shawkat.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:42:y:2017:i:c:p:60-82.

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171. Heterogeneous market structure and systemic risk: Evidence from dual banking systems. (2017). Giudici, Paolo ; Hashem, Shatha Qamhieh ; Abedifar, Pejman.
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:33:y:2017:i:c:p:96-119.

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172. Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest. (2017). Filis, George ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:50:y:2017:i:c:p:1-26.

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173. Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries. (2017). Bouri, Elie ; de Boyrie, Maria E ; Pavlova, Ivelina.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:49:y:2017:i:c:p:155-165.

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174. Oil price shocks and Chinas stock market. (2017). Wei, Yanfeng ; Guo, Xiaoying.
     In: Energy.
     RePEc:eee:energy:v:140:y:2017:i:p1:p:185-197.

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175. Impact of oil price uncertainty on Middle East and African stock markets. (2017). Rothovius, Timo ; Nikkinen, Jussi ; Dutta, Anupam.
     In: Energy.
     RePEc:eee:energy:v:123:y:2017:i:c:p:189-197.

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176. Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries. (2017). Tziogkidis, Panagiotis ; Maghyereh, Aktham ; Awartani, Basel.
     In: Energy Economics.
     RePEc:eee:eneeco:v:68:y:2017:i:c:p:440-453.

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177. Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach. (2017). Salisu, Afees ; Isah, Kazeem.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:66:y:2017:i:c:p:258-271.

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178. Testing the dependency theory on small island economies: The case of Cyprus. (2017). YAYA, MEHMET ; Kutan, Ali ; Balcilar, Mehmet.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:61:y:2017:i:c:p:1-11.

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179. The Dynamics of Financial and Macroeconomic Determinants in Natural Gas and Crude Oil Markets: Evidence from Organization for Economic Cooperation and Development/Gulf Cooperation Council/Organization of the Petroleum Exporting Countries Countries. (2017). Karacaer-Ulusoy, Merve ; Kapusuzoglu, Ayhan.
     In: International Journal of Energy Economics and Policy.
     RePEc:eco:journ2:2017-03-21.

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180. Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem.
     In: Working Papers.
     RePEc:cui:wpaper:0023.

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181. The relationship between oil and stock prices: The case of developing and developed countries. (2017). Tuna, Vedat Ender ; Gole, Nazire.
     In: Theoretical and Applied Economics.
     RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:97-108.

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182. On the volatility transmission between oil and stock markets: a comparison of emerging importers and exporters. (2016). Demirer, Riza ; Bouri, Elie.
     In: Economia Politica: Journal of Analytical and Institutional Economics.
     RePEc:spr:epolit:v:33:y:2016:i:1:d:10.1007_s40888-016-0022-6.

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183. Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging. (2016). Wang, Yudong ; Liu, LI.
     In: Empirical Economics.
     RePEc:spr:empeco:v:50:y:2016:i:4:d:10.1007_s00181-015-0983-2.

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184. Modelling Crude Oil Price Volatility and the Effects of Global Financial Crisis. (2016). Ural, Mert.
     In: Sosyoekonomi Journal.
     RePEc:sos:sosjrn:160308.

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185. On the Linkage between the International Crude Oil Price and Stock Markets: Evidence from the Nordic and Other European Oil Importing and Oil Exporting Countries. (2016). Bein, murad ; Aga, Mehmet.
     In: Journal for Economic Forecasting.
     RePEc:rjr:romjef:v::y:2016:i:4:p:115-134.

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186. Analysing corporate insolvency in the Gulf Cooperation Council using logistic regression and multidimensional scaling. (2016). Jayasekera, Ranadeva ; Chipulu, Maxwell ; Khoja, Layla.
     In: Review of Quantitative Finance and Accounting.
     RePEc:kap:rqfnac:v:46:y:2016:i:3:d:10.1007_s11156-014-0476-y.

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187. An empirical study on the dynamic relationship between crude oil prices and Nigera stock market. (2016). Najaf, Rabia.
     In: International Journal of Academic Research in Management and Business.
     RePEc:iap:ijarmb:v:1:y:2016:i:2:p:63-76.

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188. Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets. (2016). Tiwari, Aviral ; Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Raza, Naveed.
     In: Resources Policy.
     RePEc:eee:jrpoli:v:49:y:2016:i:c:p:290-301.

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189. Intraday volatility interaction between the crude oil and equity markets. (2016). Sharma, Susan ; Phan, Dinh ; Narayan, Paresh ; Bach, Dinh Hoang.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:40:y:2016:i:c:p:1-13.

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190. Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010. (2016). Maghyereh, Aktham ; Bouri, Elie ; Awartani, Basel.
     In: Energy Economics.
     RePEc:eee:eneeco:v:56:y:2016:i:c:p:205-214.

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191. Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH. (2016). Basher, Syed ; Sadorsky, Perry.
     In: Energy Economics.
     RePEc:eee:eneeco:v:54:y:2016:i:c:p:235-247.

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192. Can Oil Prices Help Predict US Stock Market Returns: An Evidence Using a DMA Approach. (2015). Naser, Hanan ; Alaali, Fatema.
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     RePEc:pra:mprapa:65295.

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193. Dynamic Spillovers between Oil and Stock Markets: New Approaches at Spillover Index. (2015). Lee, Yen-Hsien ; Huang, Ya-Ling ; Liao, Ting-Huei.
     In: International Journal of Financial Research.
     RePEc:jfr:ijfr11:v:6:y:2015:i:2:p:178-189.

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194. Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis. (2015). Hammoudeh, Shawkat ; Aloui, Chaker ; ben Hamida, Hela.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:34:y:2015:i:c:p:69-79.

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195. Stock return forecasting: Some new evidence. (2015). Sharma, Susan ; Phan, Dinh ; Narayan, Paresh ; Phan, Dinh Hoang Bach, .
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:40:y:2015:i:c:p:38-51.

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196. Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods. (2015). Bouri, Elie.
     In: Energy.
     RePEc:eee:energy:v:89:y:2015:i:c:p:365-371.

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197. A broadened causality in variance approach to assess the risk dynamics between crude oil prices and the Jordanian stock market. (2015). Bouri, Elie.
     In: Energy Policy.
     RePEc:eee:enepol:v:85:y:2015:i:c:p:271-279.

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198. Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis. (2015). Bouri, Elie.
     In: Energy Economics.
     RePEc:eee:eneeco:v:51:y:2015:i:c:p:590-598.

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199. Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach. (2015). Salisu, Afees ; Oloko, Tirimisiyu.
     In: Energy Economics.
     RePEc:eee:eneeco:v:50:y:2015:i:c:p:1-12.

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200. Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis. (2015). Khalfaoui, Rabeh ; Boutahar, M. ; Boubaker, H..
     In: Energy Economics.
     RePEc:eee:eneeco:v:49:y:2015:i:c:p:540-549.

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201. Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries. (2015). Hammoudeh, Shawkat ; Aloui, Chaker ; ben Hamida, Hela.
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:31:y:2015:i:c:p:311-329.

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202. Oil Price Volatility and Stock Price Volatility: Evidence from Nigeria. (2015). Omorokunwa, O G ; Uwubanmwen, A E.
     In: Academic Journal of Interdisciplinary Studies.
     RePEc:bjz:ajisjr:1010.

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203. Asymmetric shocks, persistence in volatility and spillover effects between non ferrous metals on the LME spot market. (2014). Etoundi Atenga, Eric Martial, .
     In: MPRA Paper.
     RePEc:pra:mprapa:61017.

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204. Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence. (2014). Filis, George ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
     In: MPRA Paper.
     RePEc:pra:mprapa:59760.

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205. Causality in distribution between European stock markets and commodity prices: Using independence test based on the empirical copula. (2014). Wanat, Stanisław ; Papież, Monika ; Śmiech, Sławomir.
     In: MPRA Paper.
     RePEc:pra:mprapa:57706.

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206. Modeling volatility and correlations between emerging market stock prices and the prices of copper, oil and wheat. (2014). Sadorsky, Perry.
     In: Energy Economics.
     RePEc:eee:eneeco:v:43:y:2014:i:c:p:72-81.

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207. The relationship between energy and equity markets: Evidence from volatility impulse response functions. (2014). Wohar, Mark ; Olson, Eric ; Vivian, Andrew J..
     In: Energy Economics.
     RePEc:eee:eneeco:v:43:y:2014:i:c:p:297-305.

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208. Revisiting the shock and volatility transmissions among GCC stock and oil markets: A further investigation. (2014). JOUINI, Jamel ; HARRATHI, Nizar.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:38:y:2014:i:c:p:486-494.

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209. Volatility Transmissions between Oil Prices and Emerging Market Sectors: Implications for Portfolio Management and Hedging Strategies. (2014). demiralay, sercan ; Gencer, Hatice Gaye.
     In: International Journal of Energy Economics and Policy.
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210. Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold. (2013). Mensi, walid ; Managi, Shunsuke ; makram, beljid ; Boubaker, Adel ; Beljid, Makram.
     In: MPRA Paper.
     RePEc:pra:mprapa:44395.

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211. Instability and time. (2013). Sghaier, Nadia ; Boubaker, Heni.
     In: Working Papers.
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212. Instability and time-varying dependence structure between oil prices and stock markets in GCC countries. (2013). Boubaker, Heni.
     In: Working Papers.
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213. Return and volatility interaction between oil prices and stock markets in Saudi Arabia. (2013). JOUINI, Jamel.
     In: Journal of Policy Modeling.
     RePEc:eee:jpolmo:v:35:y:2013:i:6:p:1124-1144.

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214. Jump dynamics in the relationship between oil prices and the stock market: Evidence from Nigeria. (2013). Fowowe, Babajide.
     In: Energy.
     RePEc:eee:energy:v:56:y:2013:i:c:p:31-38.

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215. How does oil market uncertainty interact with other markets? An empirical analysis of implied volatility index. (2013). Ji, Qiang ; Fan, Ying ; Liu, Ming-Lei.
     In: Energy.
     RePEc:eee:energy:v:55:y:2013:i:c:p:860-868.

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216. Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate. (2013). Salisu, Afees ; Mobolaji, Hakeem .
     In: Energy Economics.
     RePEc:eee:eneeco:v:39:y:2013:i:c:p:169-176.

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217. Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries. (2013). Maghyereh, Aktham ; Awartani, Basel.
     In: Energy Economics.
     RePEc:eee:eneeco:v:36:y:2013:i:c:p:28-42.

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218. Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold. (2013). Mensi, walid ; Managi, Shunsuke ; makram, beljid ; Boubaker, Adel ; Beljid, Makram.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:32:y:2013:i:c:p:15-22.

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219. Stock markets in GCC countries and global factors: A further investigation. (2013). JOUINI, Jamel.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:31:y:2013:i:c:p:80-86.

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220. Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis. (2012). Boutahar, Mohamed ; Khalfaoui, Rabeh.
     In: MPRA Paper.
     RePEc:pra:mprapa:41624.

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221. Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis. (2012). Boutahar, Mohamed ; Khalfaoui, Rabeh.
     In: Working Papers.
     RePEc:hal:wpaper:halshs-00793068.

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222. Co-movement of oil and stock prices in the GCC region: A wavelet analysis. (2012). Omran, Mohammed ; Graham, Michael ; Nikkinen, Jussi ; Kivihaho, Jarno ; Akoum, Ibrahim.
     In: The Quarterly Review of Economics and Finance.
     RePEc:eee:quaeco:v:52:y:2012:i:4:p:385-394.

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223. Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis. (2012). Wang, Yudong ; Wu, Chongfeng.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:29:y:2012:i:6:p:2289-2297.

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224. The energy consumption-real GDP nexus revisited: Empirical evidence from 93 countries. (2012). Narayan, Paresh ; Popp, Stephan.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:29:y:2012:i:2:p:303-308.

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225. Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis. (2012). Boutahar, Mohamed ; Khalfaoui, Rabeh.
     In: AMSE Working Papers.
     RePEc:aim:wpaimx:1208.

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1. Roadmap to Achieving Sustainable Development via Green Hydrogen. (2023). Ramakrishna, Seeram ; Hejjeh, Mohammad Abu ; Manganelli, Matteo ; Ghazzawi, Hasan ; Mneimneh, Farah.
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2. Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia. (2021). Dibooglu, Selahattin ; Çevik, Emrah ; Cevik, Emrah Ismail ; Al-Eisa, Eisa Abdulrahman ; Abdallah, Atif Awad.
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3. Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions. (2021). Klein, Tony ; Alqahtani, Abdullah.
   In: Energy.
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4. Liner and nonliner sectoral response of stock markets to oil price movements: The case of Saudi Arabia. (2020). Hamdan, Reem Khamis.
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5. Shock and Volatility Spillovers between Crude Oil Price and Stock Returns: Evidence for Thailand. (2020). Sethapramote, Yuthana ; Jiranyakul, Komain ; Theplib, Krit.
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6. US Economic Policy Uncertainty and GCC Stock Market. (2020). Martinez, Miguel ; Alqahtani, Abdullah.
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7. Macroeconomic Variables and Stock Returns in Bangladesh: An Empirical Analysis in The Presence of Structural Breaks. (2020). Akter, Yeasmin ; Alam, Md Nahid.
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   RePEc:jed:journl:v:45:y:2020:i:2:p:115-141.

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8. Oil prices, stock market returns and volatility spillovers: Evidence from Turkey. (2020). Dibooglu, Selahattin ; Çevik, Emrah.
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9. The Impact of Oil Price Fluctuations on Saudi Arabia Stock Market: A Vector Error-Correction Model Analysis. (2020). Ayyaf, Nouf Bin.
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10. Co-movement between some commodities and the Dow Jones Islamic Index: A Wavelet analysis. (2020). Rezgui, Hichem ; Boubaker, Heni.
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11. Impact of oil prices on stock return: evidence from G7 countries. (2019). Javaria, Kiran ; Masood, Omar ; Tvaronaviien, Manuela.
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12. Do Crude Oil Prices Drive the Relationship between Stock Markets of Oil-Importing and Oil-Exporting Countries?. (2019). Mokni, Khaled ; Youssef, Manel.
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13. Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach. (2019). Mokni, Khaled ; Youssef, Manel.
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14. Oil price and Gulf Corporation Council stock indices: New evidence from time-varying copula models. (2019). Fenech, Jean-Pierre ; Vosgha, Hamed.
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15. Brent prices and oil stock behaviors: evidence from Nigerian listed oil stocks. (2018). Laniran, Temitope ; Uzo-Peters, Amarachi ; Adenikinju, Adeola.
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16. Is there any causal link between shariah index and islamic unit trust growth ? Malaysian evidence. (2018). Masih, Abul ; Farid, Hazim.
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17. Oil price changes and stock market returns: cointegration evidence from emerging market. (2018). Kisswani, Khalid ; Elian, Mohammad I.
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18. Oil Prices and Stock Market Returns in Oil Exporting Countries: Evidence from Saudi Arabia. (2018). Khamis, Reem ; Anasweh, Mohammad ; Hamdan, Allam.
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19. Dynamics of oil price shocks and stock market behavior in Pakistan: evidence from the 2007 financial crisis period. (2017). Chen, Shihua ; Jebran, Khalil ; Saeed, Gohar ; Zeb, Alam.
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20. Causal linkages between the energy sector and islamic regional indexes: evidence from GCC, EU, US, emerging markets and Asia-pacific. (2017). Masih, Abul ; Malayan, Firoz.
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21. The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests. (2016). GUPTA, RANGAN ; Genc, Ismail ; Balcilar, Mehmet.
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22. The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Genb, Smail H.
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23. Non-Linearities in the relation between oil price, gold price and stock market returns in Iran: a multivariate regime-switching approach. (2015). mamipour, siab ; Jezeie, Fereshteh Vaezi.
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24. Investigation of Driving Forces of Energy Consumption in European Union 28 Countries. (2015). Obadi, Saleh ; Berk, Istemi ; Aydogan, Berna.
    In: International Journal of Energy Economics and Policy.
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25. Crude Oil Price Shocks and Stock Returns: Evidences from Turkish Stock Market under Global Liquidity Conditions. (2015). Berk, Istemi ; Aydogan, Berna.
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26. Oil price shocks and GCC capital markets: who drives whom?. (2014). Rizvi, Syed Aun R. ; Masih, Abul.
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27. Macroeconomic Forces and Stock Prices: Some Empirical Evidence from Saudi Arabia. (2014). Kalyanaraman, Lakshmi ; Al Tuwajri, Basmah .
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28. Instability and time. (2013). Sghaier, Nadia ; Boubaker, Heni.
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29. Instability and time-varying dependence structure between oil prices and stock markets in GCC countries. (2013). Boubaker, Heni.
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30. Nonlinear analysis among crude oil prices, stock markets return and macroeconomic variables. (2013). Naifar, Nader ; Al Dohaiman, Mohammed Saleh .
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31. Directional spillovers from the U.S. and the Saudi market to equities in the Gulf Cooperation Council countries. (2013). Maghyereh, Aktham ; Awartani, Basel ; Al Shiab, Mohammad .
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32. Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries. (2013). Maghyereh, Aktham ; Awartani, Basel.
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33. Crude Oil Price Shocks and Stock Returns: Evidence from Turkish Stock Market under Global Liquidity Conditions. (2012). Berk, Istemi ; Aydogan, Berna.
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34. Conditional Correlation Between Oil and Stock Market Returns: The Case of Mexico. (2012). Vazquez, Rocio Duran ; Fraire, Leticia Armenta ; Valdes, Arturo Lorenzo.
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35. Conditional Correlation Between Oil and Stock Market Returns: The Case of Mexico. (2012). Vazquez, Rocio Duran ; Fraire, Leticia Armenta ; Valdes, Arturo Lorenzo.
    In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance).
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36. The impact of oil price fluctuations on stock markets in developed and emerging economies. (2011). LE, Thai-Ha ; Chang, Youngho.
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37. The Impact of Oil Price Fluctuations on Stock Markets in Developed and Emerging Economies. (2011). LE, Thai-Ha ; Chang, Youngho.
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38. Return and volatility transmission between world oil prices and stock markets of the GCC countries. (2011). Nguyen, Duc Khuong ; Lahiani, Amine ; AROURI, Mohamed.
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39. Return and volatility transmission between world oil prices and stock markets of the GCC countries. (2011). Nguyen, Duc Khuong ; Lahiani, Amine ; AROURI, Mohamed ; Arouri, Mohamed El Hedi, .
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40. The impact of oil price fluctuations on stock markets in developed and emerging economies. (2011). LE, Thai-Ha ; Chang, Youngho.
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41. Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; Chang, Chia-Lin.
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42. Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe.. (2010). Rault, Christophe ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, .
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43. On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM. (2010). JAWADI, Fredj ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, .
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44. Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries. (2010). Nguyen, Duc Khuong ; AROURI, Mohamed ; Dinh, Thanh Huong ; Mohamed EL HEDI AROURI, .
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45. Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; Chang, Chia-Lin ; McAleer, M. J. ; Chang, C-L., .
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46. Short and long-term links between oil prices and stock markets in Europe. (2010). JAWADI, Fredj ; AROURI, Mohamed ; Fredj, Jawadi ; El Hedi, AROURI Mohamed .
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47. Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; Chang, Chia-Lin.
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48. Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; Chang, Chia-Lin.
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