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1. Oil and the Stock Market Revisited: A Mixed Functional VAR Approach. (2024). Cross, Jamie ; Chang, Yoosoon ; Bjørnland, Hilde ; Bjornland, Hilde C.
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2. Oil Price Fluctuations, US Banks, and Macroprudential Policy. (2024). Lorusso, Marco ; Gelain, Paolo.
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   RePEc:fip:fedcwq:95098.

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3. Asymmetric Impact of Oil Price Changes on Stock Prices: Evidence from Country and Sectoral Level Data. (2022). Saha, Sujata.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:46:y:2022:i:2:d:10.1007_s12197-021-09559-3.

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4. Non-linear cointegration between oil and stock prices: The role of interest rates. (2022). Perez-Soba, Ines ; Marquez-De, Elena ; Martinez-Caete, Ana R.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001343.

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5. 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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6. Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis. (2022). Li, Sufang ; Zhang, Feipeng ; Yuan, DI.
   In: Energy Economics.
   RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001487.

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7. The asymmetric effects of oil price shocks on the U.S. stock market. (2022). Rahman, Sajjadur.
   In: Energy Economics.
   RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005466.

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8. Economic policy uncertainty, oil price volatility and stock market returns: Evidence from a nonlinear model. (2022). Wang, Yunyuan ; Ma, Yong ; Liu, Xiaojun ; Du, Wanying.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001176.

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9. Are the responses of output and investment to oil price shocks asymmetric?: The case of an oil-importing small open economy. (2021). Kocaaslan, Ozge Kandemir.
   In: Empirical Economics.
   RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01983-4.

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10. 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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11. Counterfactual shock in energy commodities affects stock market dynamics: Evidence from the United States. (2021). Sarkodie, Samuel Asumadu ; Ahmed, Maruf Yakubu.
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12. The effect of oil supply shocks on industry returns. (2021). Wu, Kai ; Li, Jay Y ; Huang, Dayong.
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13. Asymmetric responses of consumer spending to energy prices: A threshold VAR approach. (2021). Knotek, Edward ; Zaman, Saeed.
    In: Energy Economics.
    RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000323.

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14. The impact of oil price volatility on stock markets: Evidences from oil-importing countries. (2021). Park, Sung Y. ; Joo, Young C.
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15. Impulse response analysis for structural dynamic models with nonlinear regressors. (2021). Pesavento, Elena ; Kilian, Lutz ; Herrera, Ana María ; Goncalves, Silvia ; Gonalves, Silvia.
    In: Journal of Econometrics.
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16. Monetary shocks and job flows: evidence from disaggregated data. (2020). Karaki, Mohamad.
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17. Oil shocks and volatility jumps. (2020). Wohar, Mark ; GUPTA, RANGAN ; Gkillas, Konstantinos.
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18. Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors. (2020). Pesavento, Elena ; Kilian, Lutz ; Herrera, Ana María ; Goncalves, Silvia.
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19. Asymmetric Responses of Consumer Spending to Energy Prices: A Threshold VAR Approach. (2020). Zaman, Saeed ; Knotek, Edward.
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20. Impact of US policy uncertainty on Mexico: Evidence from linear and nonlinear tests. (2020). Alam, Md Rafayet ; Istiak, Khandokar.
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    RePEc:eee:quaeco:v:77:y:2020:i:c:p:355-366.

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21. Volatility spillovers for energy prices: A diagonal BEKK approach. (2020). Zolfaghari, Mehdi ; Ghoddusi, Hamed ; Faghihian, Fatemeh.
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    RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303054.

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22. Oil price uncertainty and U.S. employment growth. (2020). MA, XIAOHAN ; Koirala, Niraj Prasad.
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    RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302504.

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23. The economic and financial properties of crude oil: A review. (2020). Lang, Korbinian ; Auer, Benjamin R.
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    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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24. Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysis. (2019). Fazelabdolabadi, Babak.
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25. Asymmetric impact of oil prices on stock returns in Shanghai stock exchange: Evidence from asymmetric ARDL model. (2019). Khan, Muhammad Kamran ; Teng, Jian-Zhou.
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26. A sectoral analysis of asymmetric nexus between oil price and stock returns. (2019). Salisu, Afees ; Raheem, Ibrahim ; Ndako, Umar.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:61:y:2019:i:c:p:241-259.

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27. Oil price shocks and U.S. economic activity. (2019). Karaki, Mohamad ; Herrera, Ana María ; Rangaraju, Sandeep Kumar.
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28. Time-varying energy and stock market integration in Asia. (2019). Wagner, Niklas ; Szilagyi, Peter ; Batten, Jonathan ; Kinateder, Harald.
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29. 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.
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30. Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach. (2019). Xiao, Jihong ; Ouyang, Guangda ; Wen, Fenghua ; Hu, Chunyan.
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31. Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Mitra, Subrata K ; Pal, Debdatta.
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32. Oil Shocks and Volatility Jumps. (2018). Wohar, Mark ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos.
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33. Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin.
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34. Oil shocks and stock return volatility. (2018). Bachmeier, Lance ; Nadimi, Soheil R.
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35. The impact of oil-market shocks on stock returns in major oil-exporting countries. (2018). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
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    RePEc:eee:jimfin:v:86:y:2018:i:c:p:264-280.

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36. What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar.
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37. Time-varying rare disaster risks, oil returns and volatility. (2018). Wohar, Mark ; Suleman, Tahir ; GUPTA, RANGAN ; Demirer, Riza.
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38. Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index. (2018). Zhou, Min ; Xiao, Jihong ; Wen, Fengming.
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39. Automobile manufacturers, electric vehicles and the price of oil. (2018). Todorova, Neda ; Baur, Dirk G.
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40. The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies. (2018). Ratti, Ronald ; Ewing, Bradley ; Kang, Wensheng.
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41. Asymmetric Responses of Stock Prices to Money Supply and Oil Prices Shocks in Turkey: New Evidence from a Nonlinear ARDL Approach. (2018). Yacouba, kassouri ; Altintas, Halil.
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42. Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin.
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43. The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach. (2017). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
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44. The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach. (2017). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
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45. Can Investors of Chinese Energy Stocks Benefit from Diversification into Commodity Futures?. (2017). Nguyen, Duc Khuong ; Wen, Xiaoqian.
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46. Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations. (2017). Ratti, Ronald ; Pérez de Gracia, Fernando ; Kang, Wensheng.
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47. Can stock market investors hedge energy risk? Evidence from Asia. (2017). Wagner, Niklas ; Szilagyi, Peter ; Batten, Jonathan ; Kinateder, Harald.
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48. Can investors of Chinese energy stocks benefit from diversification into commodity futures?. (2017). Nguyen, Duc Khuong ; Wen, Xiaoqian.
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    RePEc:eee:ecmode:v:66:y:2017:i:c:p:184-200.

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49. Modeling the Impact of Oil Price Shocks on Energy Sector Stock Returns: Evidence from Nigeria. (2017). Nduka, Eleanya ; Ebechidi, Simeon.
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50. Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model. (2016). Alsalman, Zeina.
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