This document has not been cited yet.

1. Abhyankar, A., Xu, B., & Wang, J. (2013). Oil price shocks and the stock market: Evidence from Japan. The Energy Journal, 34, 199–222.

2. Ahelegbey, D. F., Billio, M., & Casarin, R. (2016). Bayesian graphical models for structural vector autoregressive processes. Journal of Applied Econometrics, 31(2), 357–386.

3. Alodayni, S. (2016). Oil prices, credit risks in banking systems, and macro‐financial linkages across GCC oil exporters. International Journal of Financial Studies, 4, 23.
   Paper not yet in RePEc: Add citation now
   

4. Aloui, C., & Jammazi, R. (2009). The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach. Energy Economics, 31, 789–799.

5. Aloui, C., Nguyen, D. K., & Njeh, H. (2012). Assessing the impacts of oil price fluctuations on stock returns in emerging markets. Economic Modelling, 29, 2686–2695.

6. Antonakakis, N., & Filis, G. (2013). Oil prices and stock market correlation: A time‐varying approach. International Journal of Energy and Statistics, 1, 17–29.
   Paper not yet in RePEc: Add citation now
   

7. Antonakakis, N., Chatziantoniou, I., & Filis, G. (2017). Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest. International Review of Financial Analysis, 50, 1–26.

8. Apostolakis, G., & Papadopoulos, A. P. (2014). Financial stress spillovers in advanced economies. Journal of International Financial Markets, Institutions & Money, 32, 128–149.

9. Apostolakis, G., & Papadopoulos, A. P. (2015). Financial stress spillovers across the banking, securities and foreign exchange markets. Journal of Financial Stability, 19, 1–21.

10. Arouri, M. E. H. (2011). Does crude oil move stock markets in Europe? A sector investigation. Economic Modelling, 28, 1716–1725.

11. Arouri, M. E. H., & Rault, C. (2012). Oil prices and stock markets in GCC countries: Empirical evidence from panel analysis. International Journal of Finance and Economics, 17, 242–253.

12. Arouri, M., & Fouquau, J. (2009). On the short‐term influence of oil price changes on stock markets in GCC countries: Linear and nonlinear analysis. Economic Bulletin, 29, 806–815.
    Paper not yet in RePEc: Add citation now
    

13. Arouri, M., & Rault, C. (2010). Oil prices and stock markets: What drives what in the Gulf Corporation Council Countries (pp. 41–56). Economie Internationale, CEPII Research Center (issue 2Q).

14. Arouri, M., Lahiani, A., & Nguyen, D. K. (2011). Return and volatility transmission between world oil prices and stock markets of the GCC countries. Economic Modelling, 28, 1815–1825.

15. Asteriou, D., & Bashmakova, Y. (2013). Assessing the impact of oil returns on emerging stock markets: A panel data approach for ten Central and Eastern European countries. Energy Economics, 38, 204–211.

16. Awartani, B., & Maghyereh, A. (2013). Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council countries. Energy Economics, 36, 28–42.

17. Balakrishnan, R., Danninger, S., Elekdag, S., & Tytell, I. (2011). The transmission of financial stress from advanced to emerging economies. Emerging Markets Finance Trade, 47(sup2), 40–68.

18. Balakrishnan, R., Danninger, S., Tytell, I., & Elekdag, S. A. (2009). The transmission of financial stress from advanced to emerging economies (No. 09/133), Working Paper Series. IMF.

19. Balcilar, M., Ozdemir, Z. A., Ozdemir, H., & Wohar, M. E. (2020). Spillover effects in oil‐related CDS markets during and after the sub‐prime crisis. The North American Journal of Economics and Finance, 54, 101249.
    Paper not yet in RePEc: Add citation now
    

20. Baruník, J., & Křehlík, T. (2018). Measuring the frequency dynamics of financial connectedness and systemic risk. Journal of Financial Econometrics, 16(2), 271–296.

21. Basher, A., Haug, A. A., & Sadorsky, P. (2016). The impact of oil shocks on exchange rates: A Markov‐switching approach. Energy Economics, 54, 11–23.

22. Basher, S. A., & Sadorsky, P. (2006). Oil price risk and emerging stock markets. Global Finance Journal, 17, 224–251.

23. Beirne, J., Caporale, G. M., Schulze‐Ghattas, M., & Spagnolo, N. (2013). Volatility spillovers and contagion from mature to emerging stock markets. Review of International Economics, 21(5), 1060–1075.

24. Broadstock, D. C., Cao, H., & Zhang, D. (2012). Oil shocks and their impact on energy related stocks in China. Energy Economics, 34, 1888–1895.

25. Broadstock, D. C., Fan, Y., Ji, Q., & Zhang, D. (2016). Shocks and stocks: A bottom‐up assessment of the relationship between oil prices, gasoline prices and the returns of Chinese firms. The Energy Journal, 37, 55–86.

26. Caramazza, F., Ricci, L., & Salgado, R. (2004). International financial contagion in currency crises. Journal of International Money and Finance, 23(1), 51–70.

27. Cardarelli, R., Elekdag, S., & Lall, S. (2011). Financial stress and economic contractions. Journal of Financial Stability, 7(2), 78–97.

28. Cevik, E. I., Dibooglu, S., & Kenc, T. (2013). Measuring financial stress in Turkey. Journal of Policy Modeling, 35, 370–383.

29. Chau, F., & Deesomsak, R. (2014). Does linkage fuel the fire? The transmission of financial stress across the markets. International Review of Financial Analysis, 36, 57–70.

30. Chau, F., Deesomsak, R., & Wang, J. (2014). Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries. Journal of International Financial Markets, Institutions & Money, 28, 1–19.

31. Chen, W., Hamori, S., & Kinkyo, T. (2014). Macroeconomic impacts of oil prices and underlying financial shocks. Journal of International Financial Markets Institutions and Money, 29, 1–12.

32. Ciner, C. (2001). Energy shock and financial market nonlinear linkages. Studies in Nonlinear Dynamics and Econometrics, 5, 203–212.
    Paper not yet in RePEc: Add citation now
    

33. Cong, R. G., Wei, Y. M., Jiao, J. L., & Fan, Y. (2008). Relationships between oil price shocks and stock market: A empirical analysis from China. Energy Policy, 36, 3544–3553.

34. Creti, A., & Nguyen, D. K. (2015). Energy markets' financialization, risk spillovers, and pricing model. Energy Policy, 82, 260–263.

35. Cunado, J., & de Gracia, F. P. (2003). Do oil price shocks matter? Evidence for some European countries. The Quarterly Review of Economics and Finance, 45, 65–83.
    Paper not yet in RePEc: Add citation now
    

36. Cunado, J., & de Gracia, F. P. (2005). Oil prices, economic activity, and inflation: Evidence for some Asian countries. Energy Economics, 25, 137–154.

37. Cunado, J., & de Gracia, F. P. (2014). Oil price shocks and stock market returns: Evidence for some European countries. Energy Economics, 42, 365–377.

38. Darrat, A. F., A, F., Elkhal, K., & Hakim, S. R. (2000). On the integration of emerging stock markets in the Middle East. Journal of Economic Development, 25(2), 119–130.

39. Demirer, M., Diebold, F. X., Liu, L., & Yilmaz, K. (2018). Estimating global bank network connectedness. Journal of Applied Econometrics, 33(1), 1–15.

40. Diebold, F. X., & Yilmaz, K. (2009). Measuring financial asset return and volatility spillovers, with application to global equity markets. The Econometrics Journal, 119(534), 158–171.

41. Diebold, F. X., & Yilmaz, K. (2012). Better to give than to receive: Predictive directional measurement of volatility spillovers. International Journal of Forecasting, 28(1), 57–66.

42. Diebold, F. X., & Yılmaz, K. (2014). On the network topology of variance decompositions: Measuring the connectedness of financial firms. Journal of Econometrics, 182(1), 119–134.

43. El‐Sharif, I., Brown, D., Burton, B., Nixon, B., & Russell, A. (2005). Evidence on the nature and extent of the relationship between oil prices and equity values in the UK. Energy Economics, 27, 819–830.

44. Elliott, G., Rothenberg, T. J., & Stock, J. H. (1996). Efficient tests for an autoregressive unit root.

45. Elsayed, A. H., & Yarovaya, L. (2019). Financial stress dynamics in the MENA region: Evidence from the Arab Spring. Journal of International Financial Markets, Institutions and Money, 62, 20–34.

46. Engle, R. F., Ito, T., & Lin, W.‐L. (1990). Meteor showers or heat waves? Heteroskedastic intra‐daily volatility in the foreign exchange market. Econometrica, 58(3), 525–542.

47. Fang, C. R., & You, S. Y. (2014). The impact of oil price shocks on the large emerging countries stock prices: Evidence from China, India and Russia. International Review of Economics and Finance, 29, 330–338.
    Paper not yet in RePEc: Add citation now
    

48. Fattouh, B., Kilian, L., & Mahadeva, L. (2013). The role of speculation in oil markets: What have we learned so far? The Energy Journal, 34(3), 7–33.

49. Fayyad, A., & Daly, K. (2011). The impact of oil price shocks on stock market returns: Comparing GCC countries with the UK and the USA. Emerging Markets Review, 12, 61–78.

50. Fernandez‐Rodrigueza, F., Gomez‐Puig, M., & Sosvilla‐Rivero, S. (2016). Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility. Journal of International Financial Markets Institutions and Money, 43, 126–145.
    Paper not yet in RePEc: Add citation now
    

51. Filis, G., & Chatziantoniou, I. (2014). Financial and monetary policy responses to oil price shocks: Evidence from oil‐importing and oil‐exporting countries. Review of Quantitative Finance and Accounting, 42, 709–729.

52. Filis, G., Degiannakis, S., & Floros, C. (2011). Dynamic correlation between stock market and oil prices: The case of oil‐importing and oil‐exporting countries. International Review of Financial Analysis, 20, 152–164.

53. Forbes, K. J. (2002). Are trade linkages important determinants of country vulnerability to crises? In Preventing currency crises in emerging markets (pp. 77–132). University of Chicago Press.
    Paper not yet in RePEc: Add citation now
    

54. Ghosh, S. (2016). Political transition and bank performance: How important was the Arab Spring? Journal of Comparative Economics, 44(2), 372–382.

55. Glick, R., & Rose, A. K. (1999). Contagion and trade: Why are currency crises regional? Journal of International Money and Finance, 18(4), 603–617.

56. Gomez‐Gonzalez, J. E., Hirs‐Garzon, J., & Gamboa‐Arbelaez, J. (2020). Dynamic relations between oil and stock market returns: A multi‐country study. North American Journal of Economics and Finance, 51, 101082.
    Paper not yet in RePEc: Add citation now
    
57. Graham, M., Kiviaho, J., Nikkinen, J., & Omran, M. (2013). Global and regional co‐movement of the MENA stock markets. Journal of Business Economics, 65, 86–100.
    Paper not yet in RePEc: Add citation now
    

58. Green‐Nimmo, M., Nguyen, V. H., & Rafferty, B. (2016). Risk and return spillovers among the G10 currencies. Journal of Financial Markets, 31, 43–62.

59. Gupta, R., & Modise, M. P. (2013). Does the source of oil price shocks matter for South African stock returns? A structural VAR approach. Energy Economics, 40, 825–831.

60. Hafner, C. M., & Herwartz, H. (2006a). Volatility impulse responses for multivariate GARCH models: An exchange rate illustration. Journal of International Money and Finance, 25, 719–740.

61. Hafner, C. M., & Herwartz, H. (2006b). A Lagrange multiplier test for causality in variance. Economic Letters, 93, 137–141.

62. Hamilton, J. (1996). This is what happened to the oil price‐macroeconomy relationship. Journal of Monetary Economics, 38(2), 215–220.

63. Hamilton, J. (2003). What is an oil shock? Journal of Econometrics, 113(2), 363–398.

64. Hamilton, J. (2011). Nonlinearities and the macroeconomic effects of oil prices. Macroeconomic Dynamics, 15, 364–378.

65. Hammoudeh, S., & Choi, K. (2006). Behavior of GCC stock markets and impacts of US oil and financial markets. Research in International Business and Finance, 20(1), 22–44.

66. Jones, C. M., & Kaul, G. (1996). Oil and the stock markets. The Journal of Finance, 51, 463–491.

67. Kaminsky, G. L., & Reinhart, C. M. (2000). On crises, contagion, and confusion. Journal of International Economics, 51(1), 145–168.

68. Kang, W., Ratti, R. A., & Vespignani, J. (2016). The impact of oil price shocks on the U.S. stock market: A note on the roles of U.S. and non‐U.S. oil production. Economics Letters, 145, 176–181.

69. Khandelwal, P., Miyajima, K., & Andre Santos, A. (2016). The impact of oil prices on the banking system in the GCC. IMF WP/16/161.

70. Kilian, L., & Park, C. (2009). The impact of oil price shocks on the U.S. stock market. International Economic Review, 50, 1267–1287.

71. Kliesen, K. L., Owyang, M. T., & Vermann, E. K. (2012). Disentangling diverse measures: A survey of financial stress indexes. Federal Reserve Bank of St. Louis Reviews, 94(5), 369–397.
    Paper not yet in RePEc: Add citation now
    
72. Lagoarde‐Segot, T., & Lucey, B. M. (2009). Shift‐contagion vulnerability in the MENA stock markets. The World Economy, 32(10), 1478–1497.
    Paper not yet in RePEc: Add citation now
    

73. MacDonald, R., Sogiakas, V., & Tsopanakis, A. (2018). Volatility co‐movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index. Journal of International Financial Markets, Institutions & Money, 52, 17–36.

74. Maghyereh, A. I., & Awartani, B. (2012). Financial integration of GCC banking markets: A non‐parametric bootstrap DEA estimation approach. Research in International Business and Finance, 26(2), 181–195.
    Paper not yet in RePEc: Add citation now
    
75. Maghyereh, A. I., Awartani, B., & Hilu, K. A. (2015). Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from preand post‐global financial crisis. The Quarterly Review of Economics and Finance, 56, 123–138.
    Paper not yet in RePEc: Add citation now
    

76. Maghyereh, M., & Al‐Kandari, A. (2007). Oil prices and stock markets in GCC countries: New evidence from nonlinear cointegration analysis. Financial Management, 33, 449–460.

77. Malik, S., & Hammoudeh, S. (2007). Shock and volatility transmission in the oil, US and Gulf equity markets. International Review of Economics and Finance, 17, 357–368.

78. Mallick, S. K., & Sousa, R. M. (2013). The real effects of financial stress in the Eurozone. International Review of Financial Analysis, 30, 1–17.

79. Morana, C. (2013). Oil price dynamics, macro‐finance interactions and the role of financial speculation. Journal of Banking & Finance, 37(1), 206–226.

80. Nazlioglu, S., Soytas, U., & Gupta, R. (2015). Oil prices and financial stress: A volatility spillover analysis. Energy Policy, 82, 278–288.

81. Neaime, S. (2005). Financial market integration and macroeconomic volatility in the MENA region: An empirical investigation. Review of Middle East Economics and Finance, 3(3), 231–255.

82. Neaime, S. (2012). The global financial crisis, financial linkages and correlations in returns and volatilities in emerging MENA stock markets. Emerging Markets Review, 13(3), 268–282.

83. Neaime, S. (2016). Financial crises and contagion vulnerability of MENA stock markets. Emerging Markets Review, 27, 14–35.

84. Nguyen, C. C., & Bhatti, M. I. (2012). Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam. Journal of International Financial Markets Institutions and Money, 22, 758–773.

85. Park, C.‐Y., & Mercado, R. V., Jr. (2014). Determinants of financial stress in emerging market economies. Journal of Banking & Finance, 45, 199–224.

86. Park, J., & Ratti, R. A. (2008). Oil prices and stock markets in the U.S. and 13 European countries. Energy Economics, 30, 2587–2608.

87. Poghosyan, Y., & Hesse, H. (2009). Oil prices and bank profitability: Evidence from major oil‐exporting countries in the Middle East and North Africa. IMF WP/09/220.

88. Qin, X. (2020). Oil shocks and financial systemic stress: International evidence. Energy Economics, 92, 104945.

89. Reboredo, J. (2012). Modelling oil price and exchange rate co‐movements. Journal of Policy Modeling, 34, 419–440.

90. Sadorsky, P. (1999). Oil price shocks and stock market activity. Energy Economics, 21, 449–469.

91. Toda, H. Y., & Yamamoto, T. (1995). Statistical inference in vector autoregression with possibly integrated processes. Journal of Econometrics, 66, 225–250.

92. Wang, Y., Wu, C., & Yang, L. (2013). Oil price shocks and stock market activities: Evidence from oil‐importing and oil‐exporting countries. Journal of Comparative Economics, 41, 1220–1239.

93. Wen, X., Wei, Y., & Huang, D. (2012). Measuring contagion between energy market and stock market during financial crisis: A copula approach. Energy economics, 34(5), 1435–1446.

94. Yarovaya, L., Brzeszczynski, J., & Lau, C. K. M. (2016a). Intra‐ and interregional return and volatility spillovers across emerging and developed markets: Evidence from stock indexes and stock index futures. International Review of Financial Analysis, 43, 96–114.

95. Yarovaya, L., Brzeszczynski, J., & Lau, C. K. M. (2016b). Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators. Finance Research Letters, 17, 158–166.

96. Yin, L., & Ma, X. (2020). Oil shocks and stock volatility: new evidence via a Bayesian, graph‐based VAR approach. Applied Economics, 52(11), 1163–1180.
    Paper not yet in RePEc: Add citation now
    
97. Zarour, B. A. (2006). Wild oil prices, but brave stock markets! The case of GCC stock markets. Operations Research, 6, 145–162.
    Paper not yet in RePEc: Add citation now
    

98. Zhang, D. (2017). Oil shocks and stock markets revisited: Measuring connectedness from a global perspective. Energy Economics, 62, 323–333.

99. Zhu, H., Guo, Y., & You, W. (2015). An empirical research of crude oil price changes and stock market in China: Evidence from structural breaks and quantile regression. Applied Economics, 47(56), 6055–6074.

100. Zhu, H., Guo, Y., You, W., & Xu, Y. (2016). The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from quantile regression approach. Energy Economics, 55, 30–41.

1. Oil Market Shocks and Financial Instability in Asian Countries. (2022). Dagher, Leila ; Hasanov, Fakhri.
   In: MPRA Paper.
   RePEc:pra:mprapa:116079.

   Full description at Econpapers || Download paper

2. The Exposure of European Union Productive Sectors to Oil Price Changes. (2020). PEREIRA, EDER JOHNSON DE AREA ; Ferreira, Paulo.
   In: Sustainability.
   RePEc:gam:jsusta:v:12:y:2020:i:4:p:1620-:d:323484.

   Full description at Econpapers || Download paper

3. The relationship between oil prices and the Brazilian stock market. (2020). PEREIRA, EDER JOHNSON DE AREA ; Ferreira, Paulo ; Silva, Marcus.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320874.

   Full description at Econpapers || Download paper

4. The impact of oil price shocks on Tehran Stock Exchange returns: Application of the Markov switching vector autoregressive models. (2020). Shahrestani, Parnia ; Rafei, Meysam.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719302843.

   Full description at Econpapers || Download paper

5. Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS. (2020). Ji, Qiang ; Fan, Ying ; Zhao, Wan-Li ; Liu, Bing-Yue.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304605.

   Full description at Econpapers || Download paper

6. Oil price shocks and EMU sovereign yield spreads. (2020). Filis, George ; Kizys, Renatas ; Filippidis, Michail.
   In: Energy Economics.
   RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304530.

   Full description at Econpapers || Download paper

7. Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?. (2020). Yoon, Seong-Min ; Arreola Hernandez, Jose ; Hanif, Waqas ; Sadorsky, Perry.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302335.

   Full description at Econpapers || Download paper

8. Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysis. (2019). Fazelabdolabadi, Babak.
   In: Financial Innovation.
   RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0128-2.

   Full description at Econpapers || Download paper

9. Oil Prices and GCC Stock Markets: New Evidence from Vector Smooth Transition Models. (2019). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama.
   In: LEO Working Papers / DR LEO.
   RePEc:leo:wpaper:2697.

   Full description at Econpapers || Download paper

10. Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis. (2019). PEREIRA, EDER JOHNSON DE AREA ; Ferreira, Paulo ; da Silva, Marcus Fernandes ; de Area, Eder Johson.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:517:y:2019:i:c:p:86-96.

    Full description at Econpapers || Download paper

11. How oil prices affect East and Southeast Asian economies: Evidence from financial markets and implications for energy security. (2019). Thorbecke, Willem.
    In: Energy Policy.
    RePEc:eee:enepol:v:128:y:2019:i:c:p:628-638.

    Full description at Econpapers || Download paper

12. Linkages between oil price shocks and stock returns revisited. (2019). Masson, Virginie ; Doko Tchatoka, Firmin ; Parry, Sean.
    In: Energy Economics.
    RePEc:eee:eneeco:v:82:y:2019:i:c:p:42-61.

    Full description at Econpapers || Download paper

13. On the relation between global food and crude oil prices: An empirical investigation in a nonlinear framework. (2019). Cao, Yan ; Cheng, Sheng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:81:y:2019:i:c:p:422-432.

    Full description at Econpapers || Download paper

14. Oil prices, fundamentals and expectations. (2019). Xu, Bing ; Lorusso, Marco ; Byrne, Joseph.
    In: Energy Economics.
    RePEc:eee:eneeco:v:79:y:2019:i:c:p:59-75.

    Full description at Econpapers || Download paper

15. Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Mitra, Subrata K ; Pal, Debdatta.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

    Full description at Econpapers || Download paper

16. The Relationship between the Oil Prices and Stock Prices: An Application in BIST Chemical, Oil, Plastic Index. (2019). Akta, Zekiye ; Elik, Melike Kurtaran ; Kurtaran, Ayten Turan.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2019-06-20.

    Full description at Econpapers || Download paper

17. Is There a Reverse Causality from Nominal Financial Variables to Energy Prices?. (2019). Venegas-Martínez, Francisco ; Santillán-Salgado, Roberto ; Santillan-Salgado, Roberto J ; Venegas-Martinez, Francisco ; Aali-Bujari, Ali.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2019-03-26.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

19. The Impact of Oil Prices on East and Southeast Asian Economies: Evidence from financial markets. (2018). Thorbecke, Willem.
    In: Discussion papers.
    RePEc:eti:dpaper:18043.

    Full description at Econpapers || Download paper

20. Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes. (2018). Abid, Fathi ; Kaffel, Bilel.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:490:y:2018:i:c:p:1028-1045.

    Full description at Econpapers || Download paper

21. The impact of oil-market shocks on stock returns in major oil-exporting countries. (2018). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:86:y:2018:i:c:p:264-280.

    Full description at Econpapers || Download paper

22. 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.

    Full description at Econpapers || Download paper

23. Dynamic jumps in global oil price and its impacts on Chinas bulk commodities. (2018). Liu, Feng ; Yu, Danlin ; Zhang, Chuanguo.
    In: Energy Economics.
    RePEc:eee:eneeco:v:70:y:2018:i:c:p:297-306.

    Full description at Econpapers || Download paper

24. How does stock market volatility react to oil shocks?. (2018). Manera, Matteo ; Bastianin, Andrea.
    In: Papers.
    RePEc:arx:papers:1811.03820.

    Full description at Econpapers || Download paper

25. Linkages Between Oil Price Shocks and Stock Returns Revisited. (2018). Masson, Virginie ; Doko Tchatoka, Firmin ; Parry, Sean.
    In: School of Economics Working Papers.
    RePEc:adl:wpaper:2018-01.

    Full description at Econpapers || Download paper

26. Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals. (2017). Xu, Bing ; Sakemoto, Ryuta ; Byrne, Joseph.
    In: MPRA Paper.
    RePEc:pra:mprapa:80791.

    Full description at Econpapers || Download paper

27. Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Xu, Bing ; Lorusso, Marco ; Byrne, Joseph.
    In: MPRA Paper.
    RePEc:pra:mprapa:80668.

    Full description at Econpapers || Download paper

28. Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach. (2017). Shahbaz, Muhammad ; Ozdemir, Zeynel ; Balcilar, Mehmet.
    In: MPRA Paper.
    RePEc:pra:mprapa:77324.

    Full description at Econpapers || Download paper

29. Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Lorusso, Marco ; Byrne, Joseph ; Xu, Bing.
    In: CEERP Working Paper Series.
    RePEc:hwc:wpaper:006.

    Full description at Econpapers || Download paper

30. Does oil predict gold? A nonparametric causality-in-quantiles approach. (2017). Shahbaz, Muhammad ; Ozdemir, Zeynel ; Balcilar, Mehmet.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:52:y:2017:i:c:p:257-265.

    Full description at Econpapers || Download paper

31. The effects of oil price shocks on U.S. stock order flow imbalances and stock returns. (2017). Tsouknidis, Dimitris ; Savva, Christos ; Lambertides, Neophytos.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:74:y:2017:i:c:p:137-146.

    Full description at Econpapers || Download paper

32. Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. (2017). Zhang, Xibin ; Smyth, Russell ; Fenech, Jean-Pierre ; Silvapulle, Param.
    In: Energy Economics.
    RePEc:eee:eneeco:v:67:y:2017:i:c:p:255-267.

    Full description at Econpapers || Download paper

33. Oil shocks and stock markets revisited: Measuring connectedness from a global perspective. (2017). Zhang, Dayong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:62:y:2017:i:c:p:323-333.

    Full description at Econpapers || Download paper

34. Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach. (2017). Perote, Javier ; Mora-Valencia, Andrés ; Cortés, Lina ; Cortes, Lina M.
    In: Documentos de Trabajo de Valor Público.
    RePEc:col:000122:015923.

    Full description at Econpapers || Download paper

35. Dynamics between strategic commodities and financial variables: Evidence from Japan. (2016). LE, Thai-Ha ; Chang, Youngho.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:50:y:2016:i:c:p:1-9.

    Full description at Econpapers || Download paper

36. The role of monetary transmission channels in transmitting oil price shocks to prices in ASEAN-4 countries during pre- and post-global financial crisis. (2016). Razmi, Fatemeh ; Lee, Chin ; Habibullah, Muzafar Shah ; Azali, M. ; Chin, Lee.
    In: Energy.
    RePEc:eee:energy:v:101:y:2016:i:c:p:581-591.

    Full description at Econpapers || Download paper

37. Oil prices and UK industry-level stock returns. (2015). Xu, Bing.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:25:p:2608-2627.

    Full description at Econpapers || Download paper

38. US stock market regimes and oil price shocks. (2015). Filis, George ; Degiannakis, Stavros ; Angelidis, Timotheos.
    In: MPRA Paper.
    RePEc:pra:mprapa:80436.

    Full description at Econpapers || Download paper

39. How Does Stock Market Volatility React to Oil Shocks?. (2015). Manera, Matteo ; Bastianin, Andrea.
    In: Departmental Working Papers.
    RePEc:mil:wpdepa:2015-09.

    Full description at Econpapers || Download paper

40. The Relation of the US Dollar with Oil Prices, Gold Prices, and the US Stock Market. (2015). Azar, Samih Antoine.
    In: Research in World Economy.
    RePEc:jfr:rwe111:v:6:y:2015:i:1:p:159-171.

    Full description at Econpapers || Download paper

41. Time-varying effect of oil market shocks on the stock market. (2015). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2015-35.

    Full description at Econpapers || Download paper

42. Bull and bear markets in commodity prices and commodity stocks: Is there a relation?. (2015). Ntantamis, Christos ; Zhou, Jun.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:43:y:2015:i:c:p:61-81.

    Full description at Econpapers || Download paper

43. Time-varying effect of oil market shocks on the stock market. (2015). Ratti, Ronald ; Kang, Wensheng ; Yoon, Kyung Hwan .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s150-s163.

    Full description at Econpapers || Download paper

44. The impact of oil price shocks on the stock market return and volatility relationship. (2015). Yoon, Kyung Hwan ; Ratti, Ronald.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:34:y:2015:i:c:p:41-54.

    Full description at Econpapers || Download paper

45. US stock market regimes and oil price shocks. (2015). Filis, George ; Degiannakis, Stavros ; Angelidis, Timotheos.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:28:y:2015:i:c:p:132-146.

    Full description at Econpapers || Download paper

46. Effects of oil price shocks on the stock market performance: Do nature of shocks and economies matter?. (2015). LE, Thai-Ha ; Chang, Youngho.
    In: Energy Economics.
    RePEc:eee:eneeco:v:51:y:2015:i:c:p:261-274.

    Full description at Econpapers || Download paper

47. Oil price shocks and stock market returns: New evidence from the United States and China. (2014). Filis, George ; Broadstock, David.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:33:y:2014:i:c:p:417-433.

    Full description at Econpapers || Download paper

48. What drives natural gas prices? — A structural VAR approach. (2014). Nick, Sebastian ; Thoenes, Stefan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:45:y:2014:i:c:p:517-527.

    Full description at Econpapers || Download paper

49. Iranian-Oil-Free Zone and international oil prices. (2014). Goodarzi, Mohammad Reza ; Farzanegan, Mohammad Reza ; Parvari, Mozhgan Raeisian .
    In: Energy Economics.
    RePEc:eee:eneeco:v:45:y:2014:i:c:p:364-372.

    Full description at Econpapers || Download paper

50. The impact of oil price shocks on U.S. bond market returns. (2014). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:44:y:2014:i:c:p:248-258.

    Full description at Econpapers || Download paper

Report date: 2025-09-23 08:27:02 || Missing content? Let us know