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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.

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  1. Interdependence and spillovers between big oil companies and regional and global energy equity markets. (2024). Boako, Gideon ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Hanif, Waqas ; Yoon, Seong-Min.
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    RePEc:eee:reveco:v:92:y:2024:i:c:p:451-469.

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  2. From black gold to financial fallout: Analyzing extreme risk spillovers in oil-exporting nations. (2024). Urom, Christian ; Mzoughi, Hela ; Benkraiem, Ramzi ; Abid, Ilyes.
    In: Journal of International Financial Markets, Institutions and Money.
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  3. The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions. (2024). Guo, Yumei ; Cao, Hong ; Yin, Libo.
    In: Energy Economics.
    RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324002007.

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  4. Capital Market Volatility During Crises: Oil Price Insights, VIX Index, and Gold Price Analysis. (2023). Gabriel, Hapau Razvan.
    In: Management & Marketing.
    RePEc:vrs:manmar:v:18:y:2023:i:3:p:290-314:n:2.

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  5. Elucidating Directed Statistical Dependencies: Investigating Global Financial Market Indices Influence on Korean Short Selling Activities. (2023). Kim, Woo Chang ; Lee, Myounggu ; Choi, Insu.
    In: Pacific-Basin Finance Journal.
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  6. Analysis of firm performance in presence of oil price shocks: Importance of skilled management. (2023). Zhang, Kaiqi ; Liu, Jiayu ; Robert, James.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009765.

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  7. Spillover and portfolio analysis for oil and stock market: A new insight across financial crisis, COVID-19 and Russian-Ukraine war. (2023). Tiwari, Aviral Kumar ; Waheed, Rida ; Sarwar, Suleman ; Aziz, Ghazala ; Lei, Lei.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723003562.

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  8. Country risk and bank returns: Evidence from MENA countries. (2023). Hassan, Hussein A ; Shah, Syed Faisal ; Albaity, Mohamed ; Thangavelu, Shanmugam ; Rahman, Mahfuzur.
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  9. The electric shock: Causes and consequences of electricity prices in the United Kingdom. (2023). Lee, Lillian ; Shubita, Moade ; Ganepola, Chanaka N.
    In: Energy Economics.
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  10. Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimension models. (2023). Nonejad, Nima.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004620.

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  11. Decomposed oil price shocks and GCC stock market sector returns and volatility. (2023). Abuzayed, Bana ; Bouri, Elie ; Al-Fayoumi, Nedal.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004280.

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  12. Time-varying tail risk connectedness among sustainability-related products and fossil energy investments. (2023). Ren, Boru ; Lucey, Brian.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323003109.

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  13. Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:78:y:2023:i:c:p:60-83.

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  14. Oil Shocks, Monetary Policy, and Stock Returns: A Case of Oil-based Economy. (2023). , Abdullah.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2023-06-7.

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  15. Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8.

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  16. Forecasting the oil price realized volatility: A multivariate heterogeneous autoregressive model. (2022). Ma, Feng ; Tang, Yusui ; Wei, YU ; Zhang, Yaojie.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4770-4783.

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  17. 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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  18. Does crude oil futures price really help to predict spot oil price? New evidence from density forecasting. (2022). Wei, Guiwu ; Li, Xiafei ; Bai, Lan.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3694-3712.

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  19. The role of intermediary capital risk in predicting oil volatility. (2022). Yin, Libo.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:1:p:401-416.

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  20. Oil price uncertainty and the risk?return relation in stock markets: Evidence from oil?importing and oil?exporting countries. (2022). Wen, Fenghua ; Zhang, Guoqing ; Zhou, Fangzhao ; Chen, Jiaqi.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1154-1172.

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  21. Oil and stock prices: New evidence from a time varying homogenous panel smooth transition VECM for seven developing countries. (2022). Shahbaz, Muhammad ; Omay, Tolga ; Ivrendi, Mehmet ; Ceylan, Resat.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1085-1100.

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  22. Forecasting the volatility of the German stock market: New evidence. (2022). Zhang, Yaojie ; Liang, Chao.
    In: Applied Economics.
    RePEc:taf:applec:v:54:y:2022:i:9:p:1055-1070.

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  23. 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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  24. The Impact of COVID-19 pandemic on Islamic and conventional financial markets: International empirical evidence. (2022). Mzoughi, Hela ; Belaid, Fateh ; ben Amar, Amine ; Guesmi, Khaled.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:85:y:2022:i:c:p:303-325.

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  25. The effects of COVID-19 on the interrelationship among oil prices, stock prices and exchange rates in selected oil exporting economies. (2022). Kumeka, Terver ; David-Wayas, Maria Onyinye ; Uzoma-Nwosu, Damian Chidozie.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001921.

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  26. Impact of global oil and gold prices on the Iran stock market returns during the Covid-19 pandemic using the quantile regression approach. (2022). Khanzadi, A ; Sh, M ; Zeinedini, SH.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000526.

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  27. Heterogeneous effects of oil structure and oil shocks on stock prices in different regimes: Evidence from oil-exporting and oil-importing countries. (2022). Roudari, Soheil ; Sadeghi, Abdorasoul.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000472.

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  28. Oil price uncertainty and corporate cash holdings: Global evidence. (2022). Alsubaiei, Bader Jawid ; Alomran, Abdulaziz Ahmed.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000837.

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  29. Detrended cross-correlation analysis in quantiles between oil price and the US stock market. (2022). Mokni, Khaled ; Ben-Salha, Ousama.
    In: Energy.
    RePEc:eee:energy:v:242:y:2022:i:c:s0360544221031674.

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  30. The commodity futures historical basis in trading strategy and portfolio investment. (2022). Yang, Baochen ; Pu, Yingjian.
    In: Energy Economics.
    RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006204.

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  31. High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system. (2022). Hussain, Nazim ; Ji, Qiang ; Fan, Ying ; Liu, Bing-Yue.
    In: Energy Economics.
    RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005946.

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  32. Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility. (2022). Nonejad, Nima.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000973.

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  33. Do oil price shocks have any implications for stock return momentum?. (2022). Kang, Sanghoon ; Maitra, Debasish ; Dash, Saumya Ranjan ; Balakumar, Suganya.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:75:y:2022:i:c:p:637-663.

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  34. Forecasting equity returns: The role of commodity futures along the supply chain. (2021). Wu, Chongfeng ; Li, Chenchen ; Zhou, Chunyang.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:1:p:46-71.

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

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  36. Oil Volatility Spillover into Oil Dependent Equity-Sector Stock Returns: Evidence from Major Oil Producing Countries. (2021). Talukder, Bakhtear ; Robbani, Mohammad ; Bhuyan, Rafiqul.
    In: Bulletin of Applied Economics.
    RePEc:rmk:rmkbae:v:8:y:2021:i:1:p:149-165.

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  37. Oil Prices and Firm Returns in an Emerging Market. (2021). Ulusoy, Veysel ; Demiralay, Sercan ; Cakan, Esin.
    In: American Business Review.
    RePEc:ris:ambsrv:0031.

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  38. Oil and US stock market shocks: implications for Canadian equities. (2021). Mahadeo, Scott ; Heinlein, Reinhold.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2021-07.

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  39. Seasonality in fuel consumption: a case study of a gas station || Estacionalidad en el consumo de combustible: un estudio de caso de una gasolinera. (2021). Ferreira, Paulo ; Guerra, Daniel ; Rosado, Joo.
    In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration.
    RePEc:pab:rmcpee:v:32:y:2021:i:1:p:3-12.

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  40. Systemic risk in international stock markets: Role of the oil market. (2021). Han, Liyan ; Feng, Jiabao ; Yin, Libo.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:71:y:2021:i:c:p:592-619.

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  41. Volatility spillovers during market supply shocks: The case of negative oil prices. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003664.

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  42. Information transmission and entropy-based network between Chinese stock market and commodity futures market. (2021). Hu, Ziang ; Niu, Hongli.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003044.

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  43. Energy commodities and advanced stock markets: A post-crisis approach. (2021). Kiohos, Apostolos ; Stoupos, Nikolaos.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309181.

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  44. Improving the predictability of stock returns with global financial cycle and oil price in oil-exporting African countries. (2021). Adekoya, Oluwasegun ; Oduyemi, Gabriel O ; Akinseye, Ademola B ; Ogunbowale, Gideon O.
    In: International Economics.
    RePEc:eee:inteco:v:168:y:2021:i:c:p:166-181.

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  45. Oil shocks and equity markets: The case of GCC and BRICS economies. (2021). Zaremba, Adam ; Trabelsi, Nader ; Umar, Zaghum.
    In: Energy Economics.
    RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000608.

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  46. Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics. (2021). Wang, Lei ; Liu, Liang ; Wei, YU ; Yang, Kun.
    In: Energy Economics.
    RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000542.

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  47. An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004576.

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  48. The impact of oil price shocks on latin american stock markets: a behavioral approach. (2021). Ceretta, Paulo Sergio ; Marschner, Paulo F.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-20-00762.

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  49. Forecasting Realized Volatility Using Machine Learning and Mixed-Frequency Data (the Case of the Russian Stock Market). (2021). Leonova, Aleksandra ; Elizarov, Pavel ; Pyrlik, Vladimir.
    In: CERGE-EI Working Papers.
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  50. Impact of international energy prices on Chinas industries. (2020). Zhang, Qin ; Wong, Jin Boon.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:40:y:2020:i:5:p:722-748.

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  51. Financial instability and oil price fluctuations: evidence from oil exporting developing countries. (2020). PORCHER, Thomas ; Brahim, Khaled Guesmi.
    In: European Journal of Comparative Economics.
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  52. The (in)efficiency of NYMEX energy futures: A multifractal analysis. (2020). , Igor ; Fernando, .
    In: Physica A: Statistical Mechanics and its Applications.
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  53. How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique. (2020). Sharif, Arshian ; Jermsittiparsert, Kittisak ; Sarwat, Salman ; Godil, Danish Iqbal.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308402.

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  54. Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects. (2020). Ding, Zhihua ; Wu, Jy S ; Tseng, Hui-Kuan ; Liu, Zhenhua.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308153.

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  55. Analyzing volatility spillovers between oil market and Asian stock markets. (2020). Tiwari, Aviral ; Tingqiu, Cao ; Sarwar, Suleman.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719304957.

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

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  57. Oil price uncertainty, global industry returns and active investment strategies. (2020). Demirer, Riza ; Yuksel, Aydin.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300244.

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  58. A comprehensive empirical analysis of the predictive impact of the price of crude oil on aggregate equity return volatility. (2020). Nonejad, Nima.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300868.

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  59. Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry. (2020). Zhai, Pengxiang ; Sun, Licheng ; Ji, Qiang ; Zhu, Zhaobo.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301605.

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  60. Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models. (2020). Liu, Jia ; He, Kaijian ; Stafylas, Dimitrios ; Zha, Rui ; Yu, Lean.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304964.

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  61. Islamic stocks, conventional stocks, and crude oil: Directional volatility spillover analysis in BRICS. (2020). Gasbarro, Dominic ; Wali, Muammer ; Hoque, Ariful ; Hassan, Kamrul.
    In: Energy Economics.
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  62. Integration reforms in the European natural gas market: A rolling-window spillover analysis. (2020). Li, Raymond ; Wang, Linjin ; Broadstock, David C.
    In: Energy Economics.
    RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302796.

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  63. Oil stocks, risk factors, and tail behavior. (2020). Cai, Jun ; Lian, Ziying ; Webb, Robert I.
    In: Energy Economics.
    RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302723.

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  64. Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence. (2020). Chevallier, Julien ; Wang, Jiqian ; Ma, Feng ; Huang, Yisu.
    In: Energy Economics.
    RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302371.

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  65. The importance of managerial ability on crude oil price uncertainty-firm performance relationship. (2020). Le, Anh ; Nguyen, Dat Thanh ; Tran, Vuong Thao ; Bach, Dinh Hoang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301183.

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

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  67. Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches. (2020). Tiwari, Aviral ; Raheem, Ibrahim ; Trabelsi, Nader ; Alqahtani, Faisal.
    In: Energy Economics.
    RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304438.

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  68. Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

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  69. Analysis of the Time-frequency Connectedness between Gold Prices, Oil Prices and Hungarian Financial Markets. (2020). Hung, Ngo Thai.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2020-04-8.

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  70. Can Crude Oil Price be a Predictor of Stock Index Return? Evidence from Vietnamese Stock Market. (2020). Nguyen, Dat Thanh.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2020:p:13-21.

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  71. Oil Price Uncertainty and Movements in the US Government Bond Risk Premia. (2019). Wohar, Mark ; Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
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  72. Oil subsidies and the risk exposure of oil-user stocks: Evidence from net oil producers. (2019). Hassan, M. Kabir ; Basher, Syed ; Abul, Basher Syed ; Abdulrahman, Alhassan.
    In: MPRA Paper.
    RePEc:pra:mprapa:97080.

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  73. The impact of economic policy uncertainty and commodity prices on CARB country stock market volatility. (2019). Haug, Alfred ; Basher, Syed ; Perry, Sadorsky ; Alfred, Haug ; Abul, Basher Syed .
    In: MPRA Paper.
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  74. Stock market behavior of pharmaceutical industry in Iran and macroeconomic factors. (2019). Mohammadzadeh, Yousef ; Kahriz, Arash Refah ; Heidari, Hassan.
    In: Economic Change and Restructuring.
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  75. Volatility transmission between oil prices and banks stock prices as a new source of instability: Lessons from the US Experience. (2019). Ehouman, Yao Axel.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141868.

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  76. Its not that important: The negligible effect of oil market uncertainty. (2019). Wang, Yudong ; Liu, LI ; Feng, Jiabao ; Yin, Libo.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:60:y:2019:i:c:p:62-84.

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  77. Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?. (2019). McAleer, Michael ; Chang, Chia-Lin ; Caporin, Massimiliano.
    In: International Review of Economics & Finance.
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  78. Asymmetric impact of oil prices on exchange rate and stock prices. (2019). Kumar, Satish.
    In: The Quarterly Review of Economics and Finance.
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    RePEc:eee:eneeco:v:82:y:2019:i:c:p:42-61.

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  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.

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

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

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

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

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  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.

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  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.

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

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  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.

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  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.

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

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

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  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.

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  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.

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  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.

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  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.

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  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.

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

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  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.

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

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  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.

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  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 CIEF.
    RePEc:col:000122:015923.

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  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.

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  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.

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  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.

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

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

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  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.

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  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.

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  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.

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

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  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.

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  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.

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  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.

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  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.

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  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.

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  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.

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  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.

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