1. Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel ; Razzaq, Abdel.
   In: Energy.
   RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022497.

   Full description at Econpapers || Download paper

2. Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter. (2024). Yildirim, Zekeriya ; Guloglu, Hasan.
   In: Energy.
   RePEc:eee:energy:v:306:y:2024:i:c:s0360544224020711.

   Full description at Econpapers || Download paper

3. Evaluating robust determinants of the WTI/Brent oil price differential: A dynamic model averaging analysis. (2023). Magkonis, Georgios ; Filis, George ; Tzouvanas, Panagiotis ; Filippidis, Michail.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:43:y:2023:i:6:p:807-825.

   Full description at Econpapers || Download paper

4. Time?varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data. (2023). Rojas, Omar ; Nazlioglu, Saban ; Gupta, Rangan ; Coronado, Semei.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2239-2247.

   Full description at Econpapers || Download paper

5. The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure. (2023). Umar, Zaghum ; Escribano, Ana ; Jareo, Francisco.
   In: Palgrave Communications.
   RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-022-01500-1.

   Full description at Econpapers || Download paper

6. Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk. (2023). Yang, Lu.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002015.

   Full description at Econpapers || Download paper

7. The macroeconomic effects of oil price uncertainty. (2023). Abiad, Abdul ; Qureshi, Irfan A.
   In: Energy Economics.
   RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003377.

   Full description at Econpapers || Download paper

8. Managerial performance and oil price shocks. (2023). Zhang, Qin ; Wong, Jin Boon.
   In: Energy Economics.
   RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002621.

   Full description at Econpapers || Download paper

9. The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen ; Umar, Zaghum.
   In: Energy Economics.
   RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609.

   Full description at Econpapers || Download paper

10. Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo.
    In: LIDAM Discussion Papers LFIN.
    RePEc:ajf:louvlf:2023002.

    Full description at Econpapers || Download paper

11. What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries. (2023). Ha, Quan Tran ; Yihong, Simon Cottrell.
    In: The Energy Journal.
    RePEc:aen:journl:ej44-5-delpachitra.

    Full description at Econpapers || Download paper

12. Do oil shocks impact stock liquidity?. (2022). Wong, Jin Boon ; Zhang, Qin.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:3:p:472-491.

    Full description at Econpapers || Download paper

13. Oil price shocks and yield curve dynamics in emerging markets. (2022). GUPTA, RANGAN ; Lucey, Brian ; Karahan, Cenk C ; Cepni, Oguzhan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:80:y:2022:i:c:p:613-623.

    Full description at Econpapers || Download paper

14. How do oil prices affect emerging market sovereign bond spreads?. (2022). Lin, Tzu-Yu ; Huang, Shiangtsz ; Chen, Shiu-Sheng .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001036.

    Full description at Econpapers || Download paper

15. Do heterogeneous oil price shocks really have different effects on earnings management?. (2022). Lin, Boqiang ; Wu, Nan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003203.

    Full description at Econpapers || Download paper

16. Oil price shocks and cost of capital: Does market liquidity play a role?. (2022). Demirer, Riza ; Prodromou, Tina.
    In: Energy Economics.
    RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004698.

    Full description at Econpapers || Download paper

17. Spillovers between sovereign yield curve components and oil price shocks. (2022). Alwahedi, Wafa ; Esparcia, Carlos ; Aharon, David Y ; Umar, Zaghum.
    In: Energy Economics.
    RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001396.

    Full description at Econpapers || Download paper

18. Stock market reactions to different types of oil shocks: Evidence from China. (2021). Wong, Jin Boon.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:2:p:179-193.

    Full description at Econpapers || Download paper

19. Oil shocks and corporate payouts. (2021). Hasan, Mostafa Monzur ; Wong, Jin Boon.
    In: Energy Economics.
    RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002218.

    Full description at Econpapers || Download paper

20. Oil shocks, competition, and corporate investment: Evidence from China. (2020). Wen, Fenghua ; Xiao, Jihong ; Li, Yang ; Chen, Xian.
    In: Energy Economics.
    RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301596.

    Full description at Econpapers || Download paper

1. Abhyankar, A. ; Xu, B. ; Wang, J. Oil price shocks and the stock market: evidence from Japan. 2013 Energy Journal. 34 199-222

2. Adam, K. ; Jappelli, T. ; Menichini, A. ; Padula, M. ; Pagano, M. Analyse, compare, and apply alternative indicators and monitoring methodologies to measure the evolution of capital market integration in the European Union. 2002 Report to the European Commission. 1-95
   Paper not yet in RePEc: Add citation now
   

3. Afonso, A. ; Arghyrou, M.G. ; Bagdatoglou, G. ; Kontonikas, A. On the time-varying relationship between EMU sovereign spreads and their determinants. 2015 Econ. Model.. 44 363-371

4. Aizenman, J. ; Binici, M. ; Michael Hutchison, M. Credit ratings and the pricing of sovereign debt during the euro crisis. 2013 Oxf. Rev. Econ. Policy. 29 582-609

5. Alexandre, H. ; de Benoist, A. Oil prices and government bond risk premiums. 2010 Lahore Journal of Business. 1 1-21

6. Angelidis, T. ; Degiannakis, S. ; Filis, G. US stock market regimes and oil price shocks. 2015 Glob. Financ. J.. 28 132-146

7. Antonakakis, N. ; Chatziantoniou, I. ; Filis, G. Dynamic spillovers of oil price shocks and economic policy uncertainty. 2014 Energy Econ.. 44 433-447

8. Antonakakis, N. ; Chatziantoniou, I. ; Filis, G. Oil shocks and stock markets: dynamic connectedness under the prism of recent geopolitical and economic unrest. 2017 Int. Rev. Financ. Anal.. 50 1-26

9. Antonakakis, N. ; Filis, G. Oil prices and stock market correlation: a time-varying approach. 2013 International Journal of Energy and Statistics. 1 17-29
   Paper not yet in RePEc: Add citation now
   

10. Anzuini, A. ; Lombardi, M.J. ; Pagano, P. The Impact of Monetary Policy Shocks on Commodity Prices. 2012 :

11. Apergis, N. ; Miller, S.M. Do structural oil-market shocks affect stock prices?. 2009 Energy Econ.. 31 569-575

12. Arezki, M.R. ; Jakab, Z. ; Laxton, M.D. ; Matsumoto, M.A. ; Nurbekyan, A. ; Wang, H. ; Yao, J. Oil Prices and the Global Economy. 2017 International Monetary Fund:

13. Arora, V. ; Cerisola, M. How does US monetary policy influence sovereign spreads in emerging markets?. 2001 IMF Staff. Pap.. 48 474-498

14. Arouri, M.E.H. ; Rault, C. Oil prices and stock markets in GCC countries: empirical evidence from panel analysis. 2012 International Journal of Finance & Economics. 17 242-253

15. Baele, L. ; Ferrando, A. ; Hördahl, P. ; Krylova, E. ; Monnet, C. Measuring Financial Integration in the Euro Area. 2004 :

16. Barsky, R.B. ; Kilian, L. Do we really know that oil caused the great stagflation? A monetary alternative. 2002 NBER Macroecon. Annu.. 2001 137-183

17. Barsky, R.B. ; Kilian, L. Oil and the macroeconomy since the 1970s. 2004 J. Econ. Perspect.. 18 115-134

18. Basher, S.A. ; Haug, A.A. ; Sadorsky, P. Oil prices, exchange rates and emerging stock markets. 2012 Energy Econ.. 34 227-240

19. Baumeister, C. ; Peersman, G. Time-varying effects of oil supply shocks on the US economy. 2013 Am. Econ. J. Macroecon.. 5 1-28

20. Bernal, O. ; Gnabo, J.Y. ; Guilmin, G. Economic policy uncertainty and risk spillovers in the Eurozone. 2016 J. Int. Money Financ.. 65 24-45

21. Bessler, W. ; Wolff, D. Hedging European government bond portfolios during the recent sovereign debt crisis. 2014 J. Int. Financ. Mark. Inst. Money. 33 379-399

22. Bhar, R. ; Nikolova, B. Global oil prices, oil industry and equity returns: Russian experience. 2010 Scottish Journal of Political Economy. 57 169-186

23. Boldanov, R. ; Degiannakis, S. ; Filis, G. Time-varying correlation between oil and stock market volatilities: evidence from oil-importing and oil-exporting countries. 2016 Int. Rev. Financ. Anal.. 48 209-220

24. Bouri, E. ; de Boyrie, M.E. ; Pavlova, I. Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries. 2017 Int. Rev. Financ. Anal.. 49 155-165

25. Bouri, E. ; Shahzad, S.J.H. ; Raza, N. ; Roubaud, D. Oil volatility and sovereign risk of BRICS. 2018 Energy Econ.. 70 258-269

26. Broadstock, D.C. ; Cao, H. ; Zhang, D. Oil shocks and their impact on energy related stocks in China. 2012 Energy Econ.. 34 1888-1895

27. Broadstock, D.C. ; Filis, G. Oil price shocks and stock market returns: new evidence from the United States and China. 2014 J. Int. Financ. Mark. Inst. Money. 33 417-433

28. Burbidge, J. ; Harrison, A. An historical decomposition of the great depression to determine the role of money. 1985 J. Monet. Econ.. 16 45-54

29. Côté, D. ; Graham, C. Convergence of Government Bond Yields in the Euro Zone: The Role of Policy Harmonization. Bank of Canada. Working Paper 2004–23. 2004 :
    Paper not yet in RePEc: Add citation now
    

30. Caporin, M. ; McAleer, M. Do we really need both BEKK and DCC? A tale of two multivariate GARCH models. 2012 J. Econ. Surv.. 26 736-751

31. Caporin, M. ; McAleer, M. Scalar BEKK and indirect DCC. 2008 J. Forecast.. 27 537-549

32. Celi, G. ; Ginzburg, A. ; Guarascio, D. ; Simonazzi, A. Crisis in the European Monetary Union: A Core-periphery Perspective. 2017 Routledge:
    Paper not yet in RePEc: Add citation now
    

33. Chang, C.L. ; McAleer, M. ; Tansuchat, R. Conditional correlations and volatility spillovers between crude oil and stock index returns. 2013 The North American Journal of Economics and Finance. 25 116-138

34. Chen, W. ; Hamori, S. ; Kinkyo, T. Macroeconomic impacts of oil prices and underlying financial shocks. 2014 J. Int. Financ. Mark. Inst. Money. 29 1-12

35. Choi, K. ; Hammoudeh, S. Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment. 2010 Energy Policy. 38 4388-4399

36. Codogno, L. ; Favero, C. ; Missale, A. Yield spreads on EMU government bonds. 2003 Econ. Policy. 18 503-532

37. Cologni, A. ; Manera, M. Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries. 2008 Energy Econ.. 30 856-888

38. Cunado, J. ; De Gracia, F.P. Oil prices, economic activity and inflation: evidence for some Asian countries. 2005 Q. Rev. Econ. Finance. 45 65-83

39. Degiannakis, S. ; Duffy, D. ; Filis, G. ; Livada, A. Business cycle synchronisation in EMU: can fiscal policy bring member-countries closer?. 2016 Econ. Model.. 52 551-563

40. Degiannakis, S. ; Filis, G. ; Arora, V. Oil prices and stock markets: a review of the theory and empirical evidence. 2018 Energy Journal. 39 -

41. Degiannakis, S. ; Filis, G. ; Floros, C. Oil and stock returns: evidence from European industrial sector indices in a time-varying environment. 2013 J. Int. Financ. Mark. Inst. Money. 26 175-191

42. Degiannakis, S. ; Filis, G. ; Kizys, R. The effects of oil price shocks on stock market volatility: evidence from European data. 2014 Energy Journal. 35 35-36

43. Dewachter, H. ; Iania, L. ; Lyrio, M. ; de Sola Perea, M. A macro-financial analysis of the euro area sovereign bond market. 2015 J. Bank. Financ.. 50 308-325

44. Dickey, D.A. ; Fuller, W.A. Likelihood ratio statistics for autoregressive time series with a unit root. 1981 Econometrica. 49 1057-1072

45. Ding, Z. ; Engle, R.F. Large scale conditional covariance matrix modelling, estimation and testing. 2001 Academia Economic Papers. 29 157-184
    Paper not yet in RePEc: Add citation now
    

46. Ejsing, J.W. ; Sihvonen, J. Liquidity Premia in German Government Bonds. European Central Bank Working Paper 1081. 2009 :

47. Engle, R. Dynamic conditional correlation: a simple class of multivariate generalized autoregressive conditional heteroskedasticity models. 2002 J. Bus. Econ. Stat.. 20 339-350

48. Engle, R.F. ; Kroner, K.F. Multivariate simultaneous generalized ARCH. 1995 Econometric theory. 11 122-150

49. Favero, C.A. Modelling and forecasting government bond spreads in the euro area: a GVAR model. 2013 J. Econ.. 177 343-356

50. Filis, G. Time-varying co-movements between stock market returns and oil price shocks. 2014 International Journal of Energy and Statistics. 2 27-42
    Paper not yet in RePEc: Add citation now
    

51. Filis, G. ; Chatziantoniou, I. Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries. 2014 Rev. Quant. Finan. Acc.. 42 709-729

52. Filis, G. ; Degiannakis, S. ; Floros, C. Dynamic correlation between stock market and oil prices: the case of oil-importing and oil-exporting countries. 2011 Int. Rev. Financ. Anal.. 20 152-164

53. Gibson, H.D. ; Stephen, G. ; Hall, S.G. ; George, S. ; Tavlas, G.S. The Greek financial crisis: growing imbalances and sovereign spreads. 2012 J. Int. Money Financ.. 31 498-516

54. Gupta, R. ; Modise, M.P. Does the source of oil price shocks matter for south African stock returns? A structural VAR approach. 2013 Energy Econ.. 40 825-831

55. Hamilton, J.D. Causes and consequences of the oil shock of 2007–08. 2009 Brook. Pap. Econ. Act.. 40 215-261

56. Hamilton, J.D. Oil and the macroeconomy since world war II. 1983 J. Polit. Econ.. 91 228-248

57. Hamilton, J.D. Understanding crude oil prices. 2009 Energy Journal. 30 179-206

58. Hartmann, P. ; Maddaloni, A. ; Manganelli, S. The euro-area financial system: structure, integration, and policy initiatives. 2003 Oxford Review of Economic Policy. 19 180-213

59. Husted, L.F. ; Rogers, J.H. ; Sun, B. Measuring Cross Country Monetary Policy Uncertainty (No. 2016-11-23). 2016 Board of Governors of the Federal Reserve System: US

60. International Monetary Fund, World Economic Outlook: Too Slow for Too Long. 2016 :
    Paper not yet in RePEc: Add citation now
    

61. Kang, W. ; de Gracia, F.P. ; Ratti, R.A. Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations. 2017 J. Int. Money Financ.. 70 344-359

62. Kang, W. ; Ratti, R.A. ; Yoon, K.H. The impact of oil price shocks on the stock market return and volatility relationship. 2015 J. Int. Financ. Mark. Inst. Money. 34 41-54

63. Kilian, J. ; Park, C. The impact of oil price shocks on the U.S. stock market. 2009 International Economic Review. 50 1267-1287

64. Kilian, L. Not all oil price shocks are alike: disentangling demand and supply shocks in the crude oil market. 2009 Am. Econ. Rev.. 99 1053-1069

65. Kilian, L. ; Lewis, L.T. Does the fed respond to oil price shocks?. 2011 Econ. J.. 121 1047-1072

66. Kilian, L. ; Murphy, D.P. The role of inventories and speculative trading in the global market for crude oil. 2014 J. Appl. Econ.. 29 454-478

67. Lee, C.C. ; Lee, C.C. ; Ning, S.L. Dynamic relationship of oil price shocks and country risks. 2017 Energy Econ.. 66 571-581

68. Maltritz, D. Determinants of sovereign yield spreads in the Eurozone: a Bayesian approach. 2012 J. Int. Money Financ.. 31 657-672

69. Miller, J.I. ; Ratti, R.A. Crude oil and stock markets: stability, instability, and bubbles. 2009 Energy Econ.. 31 559-568

70. Mohanty, S.K. ; Nandha, M. Oil risk exposure: the case of the US oil and gas sector. 2011 Financ. Rev.. 46 165-191

71. Nakov, A. ; Pescatori, A. Monetary policy trade‐offs with a dominant oil producer. 2010 J. Money, Credit, Bank.. 42 1-32

72. Pagano, M. ; Von Thadden, E.L. The European bond markets under EMU. 2004 Oxf. Rev. Econ. Policy. 20 531-554

73. Phillips, P.C. ; Perron, P. Testing for a unit root in time series regression. 1988 Biometrika. 75 335-346
    Paper not yet in RePEc: Add citation now
    

74. Rahman, S. ; Serletis, A. The asymmetric effects of oil price shocks. 2011 Macroecon. Dyn.. 15 437-471

75. Sadorsky, P. Modeling volatility and correlations between emerging market stock prices and the prices of copper, oil and wheat. 2014 Energy Econ.. 43 72-81

76. Segal, P. Oil price shocks and the macroeconomy. 2011 Oxf. Rev. Econ. Policy. 27 169-185

77. Shahzad, S.J.H. ; Naifar, N. ; Hammoudeh, S. ; Roubaud, D. Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: evidence from rolling windows and cross-quantilogram analysis. 2017 Energy Econ.. 68 327-339

78. Tang, W. ; Wu, L. ; Zhang, Z. Oil price shocks and their short-and long-term effects on the Chinese economy. 2010 Energy Econ.. 32 S3-S14

79. Vrontisi, Z. ; Kitous, A. ; Saveyn, B. ; Vandyck, T. Impact of Low Oil Prices on the EU Economy (No. JRC98188). Joint Research Centre (Seville Site). 2015 :

80. Wang, Y. ; Wu, C. ; Yang, L. Oil price shocks and stock market activities: evidence from oil-importing and oil-exporting countries. 2013 J. Comp. Econ.. 41 1220-1239

81. Xekalaki, E. ; Degiannakis, S. ARCH Models for Financial Applications. 2010 John Wiley & Sons:
    Paper not yet in RePEc: Add citation now
    

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). Ferreira, Paulo ; Silva, Marcus ; Pereira, Eder.
   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). Rafei, Meysam ; Shahrestani, Parnia.
   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). Fan, Ying ; Zhao, Wan-Li ; Liu, Bing-Yue ; Ji, Qiang.
   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 ; Filippidis, Michail ; Kizys, Renatas.
   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 ; Sadorsky, Perry ; Hernandez, Jose Arreola ; Hanif, Waqas.
   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 ; Bennaceur, Sami .
   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). Ferreira, Paulo ; Pereira, Hernane Borges ; 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). Doko Tchatoka, Firmin ; Parry, Sean ; Masson, Virginie.
    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 P.
    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). Pal, Debdatta ; Mitra, Subrata K.
    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). Kurtaran, Ayten Turan ; Akta, Zekiye ; Elik, Melike Kurtaran.
    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 ; Venegas-Martinez, Francisco ; Aali-Bujari, Ali ; Santillan-Salgado, Roberto J.
    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). Kaffel, Bilel ; Abid, Fathi.
    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). Zhang, Chuanguo ; Yu, Danlin ; Liu, Feng.
    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 ; Balcilar, Mehmet ; Ozdemir, Zeynel Abidin.
    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). Smyth, Russell ; Zhang, Xibin ; Silvapulle, Param ; Fenech, Jean-Pierre.
    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 CIEF.
    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). .
    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 ; Yoon, Kyung Hwan ; Kang, Wensheng .
    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: 2025-02-24 23:31:12 || Missing content? Let us know