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Sectoral stock return sensitivity to oil price changes: a double-threshold FIGARCH model. (2013). Mansur, Iqbal ; Elyasiani, Elyas ; Odusami, Babatunde.
In: Quantitative Finance.
RePEc:taf:quantf:v:13:y:2013:i:4:p:593-612.

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  1. The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models. (2023). Helmi, Mohamad Husam ; Catik, Nazif A ; Huyuguzel, Gul Serife ; Akdeniz, Coskun ; Kosedagli, Begum Yurteri.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2023-06-45.

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  2. Oil prices and sectoral stock returns in the BRICS-T countries: A time-varying approach. (2022). Helmi, Mohamad Husam ; Caporale, Guglielmo Maria ; Huyuguzel, Gul Serife ; Akdeniz, Cokun ; Atik, Abdurrahman Nazif.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004871.

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  3. The time-varying effects of oil prices on oil–gas stock returns of the fragile five countries. (2021). catik, nazif ; Kila, Gul Huyuguzel ; Kosedali, Begum Yurteri.
    In: Financial Innovation.
    RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00224-y.

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  4. Effects of non-ferrous metal prices and uncertainty on industry stock market under different market conditions. (2021). Chen, Ying ; Zhu, Xuehong.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002543.

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  5. Time-varying impact of oil prices on sectoral stock returns: Evidence from Turkey. (2020). catik, nazif ; Kila, Gul Huyuguzel ; Akdeniz, Cokun.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:69:y:2020:i:c:s030142072030876x.

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  6. The importance of oil assets for portfolio optimization: The analysis of firm level stocks. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Sarwar, Suleman ; Anwar, Muhammad.
    In: Energy Economics.
    RePEc:eee:eneeco:v:78:y:2019:i:c:p:217-234.

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  7. Economic Forces and Firm Stock Returns Volatility: Role of Firm Features. (2019). Bashir, Muhammad Saqib ; Taib, Hasniza Mohd.
    In: Pakistan Journal of Humanities and Social Sciences.
    RePEc:ani:ipjhss:v:7:y:2019:i:3:p:281-302.

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  8. What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:57:y:2018:i:c:p:148-156.

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  9. The Impact of Oil Shocks on the Housing Market: Evidence from Canada and U.S.. (2017). Escobari, Diego ; Killins, Robert N ; Egly, Peter V.
    In: MPRA Paper.
    RePEc:pra:mprapa:80529.

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  10. The impact of oil shocks on the housing market: Evidence from Canada and U.S. (2017). Escobari, Diego ; Killins, Robert N ; Egly, Peter V.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:93:y:2017:i:c:p:15-28.

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  11. The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia. (2017). Hao, Xiaoqing ; Gao, Xiangyun ; Huang, Shupei ; Wen, Shaobo.
    In: Applied Energy.
    RePEc:eee:appene:v:194:y:2017:i:c:p:667-678.

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  12. Equity market implied volatility and energy prices: A double threshold GARCH approach. (2015). Cochran, Steven J ; Mansur, Iqbal ; Odusami, Babatunde.
    In: Energy Economics.
    RePEc:eee:eneeco:v:50:y:2015:i:c:p:264-272.

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