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Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment. (2013). Floros, Christos ; Filis, George ; Degiannakis, Stavros.
In: MPRA Paper.
RePEc:pra:mprapa:80495.

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  1. Return and volatility spillovers among oil price shocks and international green bond markets. (2024). Umar, Muhammad ; Usman, Muhammad ; Aikins, Emmanuel Joel ; Hadhri, Sinda.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000461.

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  2. Does oil price volatility matter for the US transportation industry?. (2024). Rothovius, Timo ; Bouri, Elie ; Dutta, Anupam ; Uddin, Gazi Salah ; Azoury, Nehme.
    In: Energy.
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  3. .

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  4. An empirical investigation of the impact of spillover dynamics from crude to NSE Nifty Index during and prior to the COVID-19 pandemic period. (2023). Paliwal, Riya ; Shahani, Rakesh.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:3:y:2023:i:8:d:10.1007_s43546-023-00517-1.

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  5. Analysis of the Impact of Orthogonalized Brent Oil Price Shocks on the Returns of Dependent Industries in Times of the Russian War. (2023). Krahnhof, Philippe ; Au, Cam-Duc ; Friedhoff, Tim.
    In: MUNI ECON Working Papers.
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  6. Oil shocks and investor attention. (2023). Panagiotidis, Theodore ; Bampinas, Georgios ; Papapanagiotou, Georgios.
    In: The Quarterly Review of Economics and Finance.
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  7. Co-movement between commodity and equity markets revisited—An application of the Thick Pen method. (2023). Lee, Seungho ; Durand, Robert B ; Gronwald, Marc ; Wadud, Sania.
    In: International Review of Financial Analysis.
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  8. Energy shocks and bank efficiency in emerging economies. (2023). Kim, Ja Ryong ; Ullah, Subhan ; Nasim, Asma ; Hameed, Affan.
    In: Energy Economics.
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  9. Decomposed oil price shocks and GCC stock market sector returns and volatility. (2023). Abuzayed, Bana ; Bouri, Elie ; Al-Fayoumi, Nedal.
    In: Energy Economics.
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  10. Big oil in the transition or Green Paradox? A capital market approach. (2023). Todorova, Neda ; Baur, Dirk G.
    In: Energy Economics.
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  11. The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen ; Umar, Zaghum.
    In: Energy Economics.
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  12. The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models. (2023). Catik, Nazif A ; Helmi, Mohamad Husam ; Akdeniz, Coskun ; Huyuguzel, Gul Serife ; Kosedagli, Begum Yurteri.
    In: International Journal of Energy Economics and Policy.
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  13. On the Time-varying Correlations and Hedging Effectiveness: An Analysis of Crude Oil, Gold, and Stock Market. (2023). Santhosh, P K ; Sahadudheen, I.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2023-06-37.

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  14. 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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  15. Disaggregating the impact of oil prices on European industrial equity indices: a spatial econometric analysis. (2022). Naveed, Amjad ; Hussain, Syed Mujahid ; Ahmad, Nisar ; Ahmed, Sheraz.
    In: Empirical Economics.
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  16. Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach. (2022). Tiwari, Aviral ; Hille, Erik ; Kumar, Satish ; Jena, Sangram Keshari.
    In: Annals of Operations Research.
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  17. Oil shocks and investor attention. (2022). Panagiotidis, Theodore ; Bampinas, Georgios ; Papapanagiotou, Georgios.
    In: Working Paper series.
    RePEc:rim:rimwps:22-13.

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  18. Do exchange rate and inflation rate matter in the cyclicality of oil price and stock returns?. (2022). Philips, Abiodun S ; Akinseye, Ademola B ; Oduyemi, Gabriel O.
    In: Resources Policy.
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  19. Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets. (2022). Yousaf, Imran ; Vo, Xuan Vinh ; Kang, Sang Hoon ; Mensi, Walid.
    In: Journal of International Financial Markets, Institutions and Money.
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  20. The dynamic moderating function of the exchange rate market on the oil-stock nexus. (2022). An, Haizhong ; Huang, Shupei ; Xu, Xin.
    In: International Review of Financial Analysis.
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  21. Analysing Time-frequency Relationship between Oil price and Sectoral Indices in India using Wavelet Techniques. (2022). Datta, Radhika Prosad ; Mandal, Koushik.
    In: International Journal of Energy Economics and Policy.
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  22. .

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  23. Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers. (2021). Shahzad, Syed Jawad Hussain ; Krištoufek, Ladislav ; Bouri, Elie ; Hussain, Syed Jawad ; Saeed, Tareq ; Kristoufek, Ladislav.
    In: Financial Innovation.
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  24. Risk and Return Transmissions From Crude Oil to Latin American Stock Markets During the Crisis: Portfolio Implications. (2021). Adeel, Ifraz ; Naveed, Muhammad ; Ali, Shoaib ; Yousaf, Imran.
    In: SAGE Open.
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  25. 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.
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  26. Oil Prices and Firm Returns in an Emerging Market. (2021). Ulusoy, Veysel ; Demiralay, Sercan ; Cakan, Esin.
    In: American Business Review.
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  27. Managing exposure to volatile oil prices: Evidence from U.S. sectoral and industry-level data. (2021). Selmi, Refk ; bouoiyour, jamal ; Wohar, Mark E ; Miftah, Amal.
    In: Resources Policy.
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  28. The financial impacts of jump processes in the crude oil price: Evidence from G20 countries in the pre- and post-COVID-19. (2021). Selmi, Refk ; Alqahtani, Abdullah ; Hongbing, Ouyang.
    In: Resources Policy.
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  29. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun.
    In: Resources Policy.
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  30. Are Indian sectoral indices oil shock prone? An empirical evaluation. (2021). Mishra, Shekhar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s030142072030920x.

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  31. Energy commodities and advanced stock markets: A post-crisis approach. (2021). Kiohos, Apostolos ; Stoupos, Nikolaos.
    In: Resources Policy.
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  32. Forecasting the dynamic relationship between crude oil and stock prices since the 19th century. (2021). Hailemariam, Abebe ; Ivanovski, Kris.
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  33. Occupancy, oil prices, and stock returns: Evidence from the U.S. airline industry. (2021). Amin, Md Ruhul ; Mollick, Andr Varella .
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  34. Firm-specific news and the predictability of Consumer stocks in Vietnam. (2021). Salisu, Afees ; Vo, Xuan Vinh.
    In: Finance Research Letters.
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  35. Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions. (2021). Klein, Tony ; Alqahtani, Abdullah.
    In: Energy.
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  36. The nexus, downside risk and asset allocation between oil and Islamic stock markets: A cross-country analysis. (2021). Hadhri, Sinda.
    In: Energy Economics.
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  37. Relationship between Oil Prices and Stock Prices in BRICS-T Countries: Symmetric and Asymmetric Causality Analysis. (2021). Abdulina, Gulnar ; Kudabayeva, Lyazzat ; Dosmakhanbet, Assan ; Syzdykova, Aziza ; Abubakirova, Aktolkin.
    In: International Journal of Energy Economics and Policy.
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  38. Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model. (2021). Chevallier, Julien ; Abderrazak, Dhaoui ; Feng, MA ; Julien, Chevallier .
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  39. Shock and Volatility Spillovers between Crude Oil Price and Stock Returns: Evidence for Thailand. (2020). Sethapramote, Yuthana ; Jiranyakul, Komain ; Theplib, Krit.
    In: MPRA Paper.
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  40. 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.

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  41. 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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  42. Volatility Transmission between Oil Prices and Stock Prices as a New Source of Instability: Lessons from the UK Experience. (2020). Of, Dundee University ; Robertson, John .
    In: Asian Journal of Economics and Empirical Research.
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  43. Dynamic Effects of Crude Oil Price Movements: a Sectoral Examination. (2019). Wada, Isah.
    In: Romanian Economic Journal.
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  44. 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.
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  45. Oil Price and Stock Prices of EU Financial Companies: Evidence from Panel Data Modeling. (2019). BELASCU, LUCIAN ; Vrinceanu, Georgiana ; Horobet, Alexandra ; Popescu, Consuela.
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  46. Oil price shocks and the equity market: Evidence for the S&P 500 sectoral indices. (2019). Sakaki, Hamid.
    In: Research in International Business and Finance.
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  47. 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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  48. Oil subsidies and the risk exposure of oil-user stocks: Evidence from net oil producers. (2019). Hassan, M. Kabir ; Basher, Syed ; Alhassan, Abdulrahman.
    In: Resources Policy.
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  49. Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?. (2019). Zhang, Dayong ; Ma, Yan-Ran ; Pan, Jiaofeng ; Ji, Qiang.
    In: Energy Economics.
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  50. 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 ; Hamdi, Besma ; Alqahtani, Faisal ; Aloui, Mouna.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:536-552.

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  51. The asymmetric response of gasoline prices to oil price shocks and policy uncertainty. (2019). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez.
    In: Energy Economics.
    RePEc:eee:eneeco:v:77:y:2019:i:c:p:66-79.

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  52. OIL PRICE EXPOSURE OF CEE FINANCIAL COMPANIES. (2019). Vrinceanu, Georgiana Maria ; Horobet, Alexandra ; Belascu, Lucian.
    In: Review of Socio - Economic Perspectives.
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  53. Oil price shocks and stock return volatility: New evidence based on volatility impulse response analysis. (2018). Ali, Faek Menla ; Eraslan, Sercan.
    In: Discussion Papers.
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  54. Impact of oil prices on firm stock return: industry-wise analysis. (2018). Wei, Chen ; Waheed, Rida ; Lv, Yulan ; Sarwar, Suleman.
    In: Empirical Economics.
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  55. Oil Price Shocks and Uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia.
    In: MPRA Paper.
    RePEc:pra:mprapa:96271.

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  56. 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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  57. Symmetric and asymmetric nonlinear causalities between oil prices and the U.S. economic sectors. (2018). Ngene, Geoffrey ; Wang, Jinghua.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:51:y:2018:i:1:d:10.1007_s11156-017-0668-3.

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  58. Oil and energy sector stock markets: An analysis of implied volatility indexes. (2018). Dutta, Anupam.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:44:y:2018:i:c:p:61-68.

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  59. 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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  60. Sectoral exposure of financial markets to oil risk factors in BRICS countries. (2018). Dogah, Kingsley E ; Premaratne, Gamini.
    In: Energy Economics.
    RePEc:eee:eneeco:v:76:y:2018:i:c:p:228-256.

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  61. Automobile manufacturers, electric vehicles and the price of oil. (2018). Baur, Dirk G ; Todorova, Neda.
    In: Energy Economics.
    RePEc:eee:eneeco:v:74:y:2018:i:c:p:252-262.

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  62. The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies. (2018). Ratti, Ronald ; Kang, Wensheng ; Ewing, Bradley T.
    In: Energy Economics.
    RePEc:eee:eneeco:v:72:y:2018:i:c:p:505-516.

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  63. Impact of oil price risk on sectoral equity markets: Implications on portfolio management. (2018). Tiwari, Aviral ; Yoon, Seong-Min ; Mitra, Amarnath ; Jena, Sangram Keshari.
    In: Energy Economics.
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  64. Oil volatility, oil and gas firms and portfolio diversification. (2018). Pérez de Gracia, Fernando ; Gabauer, David ; Filis, George ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal.
    In: Energy Economics.
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  65. Oil price shocks and stock return volatility: New evidence based on volatility impulse response analysis. (2018). Eraslan, Sercan ; Ali, Faek Menla.
    In: Economics Letters.
    RePEc:eee:ecolet:v:172:y:2018:i:c:p:59-62.

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  66. Oil price shocks and uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:72:y:2018:i:c:p:42-53.

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  67. Do all sectors respond to oil price shocks simultaneously?. (2018). Huang, Shupei ; Wang, Yue.
    In: Applied Energy.
    RePEc:eee:appene:v:227:y:2018:i:c:p:393-402.

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  68. Role of Energy on Economy The Case of Micro to Macro Level Analysis. (2018). Sarwar, Suleman ; Khalid, Muqaddas ; Amir, Mehnoor ; Waheed, Rida.
    In: Economics Bulletin.
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  69. Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin.
    In: The Energy Journal.
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  70. Exploring the nexus between oil prices and sectoral stock prices: Nonlinear evidence from Kuwait stock exchange. (2017). Kisswani, Khalid M ; Kruse, Robinson ; Elian, Mohammad I.
    In: Cogent Economics & Finance.
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  71. Investments and uncertainty revisited: the case of the US economy. (2017). Filis, George ; Degiannakis, Stavros ; Palaiodimos, George.
    In: Applied Economics.
    RePEc:taf:applec:v:49:y:2017:i:45:p:4521-4529.

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  72. Forecasting oil price realized volatility using information channels from other asset classes. (2017). Filis, George ; Degiannakis, Stavros.
    In: MPRA Paper.
    RePEc:pra:mprapa:96276.

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  73. Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. (2017). Filis, George ; Degiannakis, Stavros ; Boldanov, Rustam .
    In: MPRA Paper.
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  74. Hedge fund returns under crisis scenarios: A holistic approach. (2017). Degiannakis, Stavros ; Stoforos, Chrysostomos E ; Palaskas, Theodosios B.
    In: Research in International Business and Finance.
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  75. Forecasting oil price realized volatility using information channels from other asset classes. (2017). Filis, George ; Degiannakis, Stavros.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:76:y:2017:i:c:p:28-49.

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  76. Oil price shocks and Chinas stock market. (2017). Wei, Yanfeng ; Guo, Xiaoying.
    In: Energy.
    RePEc:eee:energy:v:140:y:2017:i:p1:p:185-197.

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  77. 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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  78. 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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  79. Do Oil Prices Affect Kuwait Sectoral Stock Prices? Non-Linear Cointegration Evidence. (2003). Kisswani, Khalid ; Elian, Mohammad I.
    In: Working Papers.
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  44. Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin.
    In: CIRJE F-Series.
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  45. Oil Price Shocks, Firm Uncertainty and Investment. (2010). Ratti, Ronald ; Lee, Kiseok .
    In: MPRA Paper.
    RePEc:pra:mprapa:49044.

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  46. Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe.. (2010). Rault, Christophe ; AROURI, Mohamed ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
    In: Working Papers.
    RePEc:hal:wpaper:hal-00507825.

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  47. Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:18043.

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  48. Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns. (2010). JAMMAZI, RANIA ; Aloui, Chaker.
    In: Energy Policy.
    RePEc:eee:enepol:v:38:y:2010:i:3:p:1415-1435.

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  49. Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf202.

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  50. Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin.
    In: Working Papers in Economics.
    RePEc:cbt:econwp:10/04.

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