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Oil price volatility and the US stock market. (2021). Rahman, Sajjadur.
In: Empirical Economics.
RePEc:spr:empeco:v:61:y:2021:i:3:d:10.1007_s00181-020-01906-3.

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Cited: 17

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Cites: 27

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  1. Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty. (2025). GUPTA, RANGAN ; Nielsen, Joshua ; Sheng, Xin ; van Eyden, Rene.
    In: Economies.
    RePEc:gam:jecomi:v:13:y:2025:i:2:p:24-:d:1573116.

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  2. Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach. (2024). Salisu, Afees ; GUPTA, RANGAN ; Cepni, Oguzhan ; Oghonna, Ahamuefula E.
    In: Working Papers.
    RePEc:pre:wpaper:202409.

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  3. Modeling the Nexus between geopolitical risk, oil price volatility and renewable energy investment; evidence from Chinese listed firms. (2024). Waqas, Muhammad ; Sibt, Muhammad ; Chaudhry, Muhammad Omer ; Ullah, Irfan ; Zhao, Dong ; Ayub, Bakhtawer.
    In: Renewable Energy.
    RePEc:eee:renene:v:225:y:2024:i:c:s0960148124003744.

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  4. Does crude oil price volatility respond asymmetrically to financial shocks?. (2024). Priya, Pragati ; Pal, Debdatta.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003969.

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  5. Crude oil volatility spillover and stock market returns across the COVID-19 pandemic and post-pandemic periods: An empirical study of China, US, and India. (2024). Mao, Zhouheng ; Bibi, Sidra ; Wang, Hui.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010449.

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  6. Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty. (2023). GUPTA, RANGAN ; van Eyden, Renee ; Sheng, Xin ; Nielsen, Joshua.
    In: Working Papers.
    RePEc:pre:wpaper:202332.

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  7. Nexus between green finance, renewable energy and carbon emission: Empirical evidence from selected Asian economies. (2023). Wu, Yang ; Xu, Lan.
    In: Renewable Energy.
    RePEc:eee:renene:v:215:y:2023:i:c:s0960148123008893.

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  8. Assessing oil price volatility co-movement with stock market volatility through quantile regression approach. (2023). Umair, Muhammad ; Gao, Junjun ; Liu, Fang.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000831.

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  9. Natural resources and financial development: Role of corporate social responsibility on green economic growth in Vietnam. (2023). Le, Thanh Tiep ; Cai, LU.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s030142072200722x.

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  10. 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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  11. Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:202217.

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  12. Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model. (2022). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:8:p:355-:d:883443.

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  13. Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Energies.
    RePEc:gam:jeners:v:15:y:2022:i:22:p:8436-:d:969735.

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  14. Nexus between oil price volatility and inflation: Mediating nexus from exchange rate. (2022). Baloch, Zulfiqar Ali ; Zhang, Yonggang ; Hyder, Mansoor ; Saydaliev, Hayot Berk ; Qian, Chong.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004202.

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  15. Testing oil price volatility during Covid-19: Global economic impact. (2022). Dilanchiev, Azer ; Baloch, Zulfiqar Ali ; Hyder, Mansoor ; Chang, Lei ; Saydaliev, Hayot Berk.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003361.

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

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  17. The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model. (2021). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza.
    In: Working Papers.
    RePEc:pre:wpaper:202160.

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  45. Automobile manufacturers, electric vehicles and the price of oil. (2018). Todorova, Neda ; Baur, Dirk G.
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  47. Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin.
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  48. US stocks in the presence of oil price risk: Large cap vs. Small cap. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond.
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  49. US stocks in the presence of oil price risk: Large cap vs. Small cap. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond.
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  50. A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond.
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Coauthors

Authors registered in RePEc who have wrote about the same topic

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