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Oil shocks, policy uncertainty and stock market return. (2013). Ratti, Ronald.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:26:y:2013:i:c:p:305-318.

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  13. Did real economic uncertainty drive risk connectedness in the oil–stock nexus during the COVID-19 outbreak? A partial wavelet coherence analysis. (2023). Maghyereh, Aktham ; Al-Shboul, Mohammad.
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  18. ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles.
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  19. Oil shocks and investor attention. (2023). Panagiotidis, Theodore ; Bampinas, Georgios ; Papapanagiotou, Georgios.
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  20. Fluctuation in the global oil market, stock market volatility, and economic policy uncertainty: A study of the US and China. (2023). Du, Qunyang ; Zhou, Fangxing ; Yang, Tianle.
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  21. How geopolitical risk drives spillover interconnectedness between crude oil and exchange rate markets: Evidence from the Russia-Ukraine war. (2023). Ohikhuare, Obaika M.
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  22. Revisiting the connectedness between oil prices and uncertainty indicators in BRICS countries. (2023). Tabash, Mosab I ; Anagreh, Suhaib ; Adeosun, Opeoluwa Adeniyi ; Adedokun, Adebayo.
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  23. Return and volatility connectedness among the BRICS stock and oil markets. (2023). Lee, Chien-Chiang ; Chang, Tsangyao.
    In: Resources Policy.
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  24. Does market sentiment and global uncertainties influence ESG-oil nexus? A time-frequency analysis. (2023). Mishra, Sibanjan ; Bhattacherjee, Purba ; Kang, Sang Hoon.
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  25. The Russia–Ukraine war and energy market volatility: A novel application of the volatility ratio in the context of natural gas. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed ; Chen, Shengming.
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  27. How does economic policy uncertainty (EPU) impact copper-firms stock returns? International evidence. (2023). Gahona-Flores, Orlando ; Espinosa-Mendez, Christian ; Maquieira, Carlos P.
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  28. Dynamic linkages between Islamic equity indices, oil prices, gold prices, and news-based uncertainty: New insights from partial and multiple wavelet coherence. (2023). Suleman, Muhammad Tahir ; Sharif, Arshian ; Khan, Farhad.
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  31. Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali.
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  33. Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar.
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  46. Whose policy uncertainty matters in the trade between China and the U.S.?. (2022). Bahmani-Oskooee, Mohsen ; Xu, Jia.
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  50. Effect of economic policy uncertainty on stock market return and volatility under heterogeneous market characteristics. (2022). Paul, Amartya ; Kundu, Srikanta.
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  62. EPU spillovers and stock return predictability: A cross-country study. (2022). Xue, Wenjun ; He, Zhongzhi ; Gong, Yuting.
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  66. Detrended cross-correlation analysis in quantiles between oil price and the US stock market. (2022). Mokni, Khaled ; Ben-Salha, Ousama.
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  67. Asymmetric effects of oil shocks on economic policy uncertainty. (2022). Lusta, Abdulmula ; Aimer, Najmi.
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  68. Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis. (2022). Zhang, Feipeng ; Li, Rong ; Yuan, DI.
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  69. Macroeconomic outcomes of OPEC and non-OPEC oil supply shocks in the euro area. (2022). Chang, Tsangyao ; Lee, Chien-Chiang ; Zhang, Dongna ; Cai, Yifei.
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  70. The rise in investors’ awareness of climate risks after the Paris Agreement and the clean energy-oil-technology prices nexus. (2022). Fahmy, Hany.
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  71. The impact of policy, political and economic uncertainty on corporate capital investment in the emerging markets of Eastern Europe and Turkey. (2022). Azimli, Asil.
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  72. Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. (2022). Bellos, Sotirios K ; Gkasis, Pavlos ; Golitsis, Petros.
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  73. Economic policy uncertainty, oil price volatility and stock market returns: Evidence from a nonlinear model. (2022). Ma, Yong ; Du, Wanying ; Wang, Yunyuan ; Liu, Xiaojun.
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  74. Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China. (2022). Jiang, Yonghong ; Tian, Gengyu ; Song, LU.
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  75. When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis. (2022). Wang, Deqing ; Lv, Tao ; Ding, Zhihua ; Zhang, Huiying ; Liu, Zhenhua.
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  76. Do oil price shocks have any implications for stock return momentum?. (2022). Kang, Sanghoon ; Maitra, Debasish ; Dash, Saumya Ranjan ; Balakumar, Suganya.
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  77. The roles of oil shocks and geopolitical uncertainties on China’s green bond returns. (2022). Li, Ding ; Tang, Huayun ; Lee, Chi-Chuan.
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  78. Prediction of crude oil prices in COVID-19 outbreak using real data. (2022). Kaymak, Yiit.
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  79. Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high?frequency data†. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad.
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  80. Policy uncertainty and income distribution: Asymmetric evidence from state?level data in the United States. (2022). Bahmani-Oskooee, Mohsen ; Bahmanioskooee, Mohsen ; Hasanzade, Mehrnoosh.
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  82. The impact of economic policy uncertainty on stock returns: The role of corporate environmental responsibility engagement. (2021). Albitar, Khaldoon ; Shen, Xiaoyan ; Hou, Peng ; Liao, Gaoke.
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  83. Oil and the U.S. Stock Market: Implications for Low Carbon Policies. (2021). Panagiotidis, Theodore ; Kaufmann, Robert ; Dergiades, Theologos ; Arampatzidis, Ioannis.
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  84. Financial reporting under economic policy uncertainty. (2021). Ozili, Peterson K.
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  85. Oil and US stock market shocks: implications for Canadian equities. (2021). Mahadeo, Scott ; Heinlein, Reinhold.
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  86. Directional Spillover Effects Between BRICS Stock Markets and Economic Policy Uncertainty. (2021). Hung, Ngo Thai.
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  87. Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Oros, Cornel ; Albulescu, Claudiu ; Mina, Michel.
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  88. Do Economic Policy Uncertainty and Geopolitical Risk Lead to Environmental Degradation? Evidence from Emerging Economies. (2021). Lean, Hooi Hooi ; Alola, Andrew ; Anser, Muhammad Khalid ; Ahmad, Munir ; Syed, Qasim Raza.
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  89. Sustainability of Global Economic Policy and Stock Market Returns in Indonesia. (2021). Wong, Wing-Keung ; Gilal, Muhammad Akram ; Hashmi, Shabir Mohsin.
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  90. Whose Policy Uncertainty Matters in the Trade between Korea and the U.S.?. (2021). Baek, Jungho ; Bahmani-Oskooee, Mohsen.
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  91. The Dynamic Spillover Effects of Macroeconomic and Financial Uncertainty on Commodity Markets Uncertainties. (2021). Gouider, Abdessalem ; Mezghani, Imed ; ben Haddad, Hedi.
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  92. The historic oil price fluctuation during the Covid-19 pandemic: What are the causes?. (2021). LE, Thai-Ha ; Tu, Anh.
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  93. Regime-switching energy price volatility: The role of economic policy uncertainty. (2021). Etienne, Xiaoli L ; Scarcioffolo, Alexandre R.
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  94. Time-varying interactions between geopolitical risks and renewable energy consumption. (2021). Wu, Yanrui ; Cai, Yifei.
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  95. Commodity futures returns and policy uncertainty. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar.
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  96. Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model. (2021). Wang, Gang-Jin ; Yang, Xiaoguang ; Ma, Chaoqun ; Jiang, Yong.
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  97. Quantile relationship between Islamic and non-Islamic equity markets. (2021). Kang, Sang Hoon ; Uddin, Gazi Salah ; Hedstrom, Axel ; Rahman, Md Lutfur.
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  98. Does crude oil price stimulate economic policy uncertainty in BRICS?. (2021). Umar, Muhammad ; Qin, Meng ; Huang, Shi-Wen ; Su, Chi-Wei.
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  99. The dynamic effects of international oil price shocks on economic fluctuation. (2021). Zhang, Wei ; Xiong, Xiong ; Liu, Jian-Min ; Gong, Xiao-Li.
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  100. (A)symmetric time-varying effects of uncertainty fluctuations on oil price volatility: A nonlinear ARDL investigation. (2021). Kisswani, Khalid.
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  101. How the fiscal and monetary policy uncertainty of China respond to global oil price volatility: A multi-regime-on-scale approach. (2021). Cheng, Sheng ; Jiang, Qisheng.
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  102. Analyzing the impacts of geopolitical risk and economic uncertainty on natural resources rents. (2021). Luni, Tania ; Majeed, Muhammad Tariq ; Dogan, Eyup.
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  103. Economic policy uncertainty and stock market returns: Evidence from Canada. (2021). Killins, Robert ; Batabyal, Sourav.
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  104. Perceptions of the threat to national security and the stock market. (2021). Lambe, Brendan J ; Wisniewski, Tomasz Piotr.
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  105. The impact of economic policy uncertainty on crowdfunding success. (2021). Chi, Thi Huyen ; Hsieh, Hui-Ching.
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  106. Uncertainty of uncertainty and firm cash holdings. (2021). Goyal, Abhinav ; Urquhart, Andrew ; Goodell, John W.
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  107. State-level COVID-19 outbreak and stock returns. (2021). Truong, Cameron ; Phang, Soon-Yeow ; Garg, Mukesh ; Adrian, Christofer ; Pham, Anh Viet.
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  108. Economic policy uncertainty and leverage dynamics: Evidence from an emerging economy. (2021). Singh, Shveta ; Kashiramka, Smita ; Bajaj, Yukti.
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  109. Predicting equity premium using news-based economic policy uncertainty: Not all uncertainty changes are equally important. (2021). Nonejad, Nima.
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  110. Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Ma, Feng ; Wang, LU ; Gao, Xinxin ; Hao, Jianyang.
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  111. Tanker freight rates and economic policy uncertainty: A wavelet-based copula approach. (2021). Bai, Xiwen.
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  112. US partisan conflict uncertainty and oil prices. (2021). Apergis, Nicholas ; Saeed, Tareq ; Hayat, Tasawar.
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  113. Time-varying effects of oil price shocks and economic policy uncertainty on the nonferrous metals industry: From the perspective of industrial security. (2021). Chen, Ying ; Liao, Jianhui ; Zhu, Xuehong.
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  114. Oil shocks and equity markets: The case of GCC and BRICS economies. (2021). Zaremba, Adam ; Trabelsi, Nader ; Umar, Zaghum.
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  115. Oil shocks and stock market: Revisiting the dynamics. (2021). B, Anand ; Paul, Sunil ; Anand, .
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  116. Economic policy uncertainty (EPU) and firm carbon emissions: Evidence using a China provincial EPU index. (2021). Shi, Xunpeng ; Yang, Longjian ; Guo, Dongmei ; Yu, Jian.
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  117. Do oil-price shocks predict the realized variance of U.S. REITs?. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Epni, Ouzhan ; Bonato, Matteo.
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  118. Financial stress, economic policy uncertainty, and oil price uncertainty. (2021). Apostolakis, George ; Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos.
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  119. Oil and the U.S. stock market: Implications for low carbon policies. (2021). Panagiotidis, Theodore ; Dergiades, Theologos ; Arampatzidis, Ioannis ; Kaufmann, Robert K.
    In: Energy Economics.
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  120. Oil price volatility and the logistics industry: Dynamic connectedness with portfolio implications. (2021). Kang, Sanghoon ; Dash, Saumya Ranjan ; Ur, Mobeen ; Maitra, Debasish.
    In: Energy Economics.
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  121. Economic policy uncertainty and stock market returns: New evidence. (2021). Liang, Chao ; Chen, Zhonglu ; Wang, Jianqiong ; Xu, Yongan.
    In: The North American Journal of Economics and Finance.
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  122. Oil price shocks and credit spread: Structural effect and dynamic spillover. (2021). Xie, Rui ; Liu, Cenjie ; Jiang, Yong.
    In: The North American Journal of Economics and Finance.
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  123. Sensitivity of US equity returns to economic policy uncertainty and investor sentiments. (2021). Vo, Xuan Vinh ; Sensoy, Ahmet ; Hussain, Syed Jawad ; Eraslan, Veysel ; Ur, Mobeen.
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  124. Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry. (2021). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez.
    In: The North American Journal of Economics and Finance.
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  125. Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid.
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  126. Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Oros, Cornel ; Albulescu, Claudiu ; Mina, Michel.
    In: Economics Bulletin.
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  127. The Dynamic Impact of Structural Oil Price Shocks on the Macroeconomy. (2021). Ziyi, Zhang ; Jie, LI ; Ping, LI.
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  128. Cyclicality of commodity markets with respect to the U.S. economic policy uncertainty based on granger causality in quantiles. (2021). Apergis, Nicholas ; Saeed, Tareq ; Hayat, Tasawar.
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  129. How does stock market co-move with domestic economic policy uncertainty? New evidence from symmetric thermal optimal path method. (2021). Yang, Yan-Hong ; Shao, Ying-Hui.
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  130. Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Albulescu, Claudiu ; Oros, Cornel ; Mina, Michel.
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  132. A Machine Learning Based Regulatory Risk Index for Cryptocurrencies. (2020). Xie, Taojun ; Hardle, Wolfgang Karl ; Ni, Xinwen.
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  133. Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries. (2020). Mo, Bin ; Tian, Gengyu ; Jiang, Yonghong.
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  134. The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 55 Countries. (2020). GUPTA, RANGAN ; Ji, Qiang ; Sheng, Xin.
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  135. Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?. (2020). GUPTA, RANGAN ; Bonato, Matteo ; Pierdzioch, Christian.
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  136. Time-Varying Relationship between Crude Oil Price and Exchange Rate in the Context of Structural Breaks. (2020). Peng, Jiaying ; Failler, Pierre ; Liu, Yue ; Zheng, Yuhang.
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  137. Multi-Time Scale Spillover Effect of International Oil Price Fluctuation on China’s Stock Markets. (2020). Streimikiene, Dalia ; Song, Qinghua ; Zhu, Jingran.
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  138. Effect of intelligent logistics policy on shareholder value: Evidence from Chinese logistics companies. (2020). Zhang, Jiahui ; Xie, Dong ; Lin, Yong ; Wang, Siyu ; Liu, Weihua.
    In: Transportation Research Part E: Logistics and Transportation Review.
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  139. Insurance and economic policy uncertainty. (2020). Olasehinde-Williams, Godwin ; GUPTA, RANGAN ; Balcilar, Mehmet ; Lee, Chien-Chiang.
    In: Research in International Business and Finance.
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  140. Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China. (2020). Li, Youwei ; Wang, Ziwei ; He, Feng.
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  141. The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns: A quantile regression approach. (2020). Das, Debojyoti ; Kannadhasan, M.
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  142. Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty. (2020). GUPTA, RANGAN ; Christou, Christina.
    In: The Quarterly Review of Economics and Finance.
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  143. Geopolitical risk, uncertainty and Bitcoin investment. (2020). Uddin, Gazi ; al Mamun, MD ; Kang, Sang Hoon ; Suleman, Muhammad Tahir.
    In: Physica A: Statistical Mechanics and its Applications.
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  144. Corruption and equity market performance: International comparative evidence. (2020). , Walid.
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  145. Corporate risk-taking in developed countries: The influence of economic policy uncertainty and macroeconomic conditions. (2020). Vural-Yava, Idem.
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  146. The effect of uncertainty on the precious metals market: New insights from Transfer Entropy and Neural Network VAR. (2020). Duc, Toan Luu.
    In: Resources Policy.
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  147. Does the price of strategic commodities respond to U.S. partisan conflict?. (2020). Sharp, Basil ; Liu, Jiang-Long ; Ma, Chao-Qun ; Ren, Yi-Shuai ; Jiang, Yong.
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  148. On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework. (2020). Maaira, Paula Medina ; Klotzle, Marcelo Cabus ; Palazzi, Rafael Baptista ; Fogliano, Felipe Arias ; de Oliveira, Erick Meira.
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  149. Does proprietary day trading provide liquidity at a cost to investors?. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin.
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  150. Economic disruptions in long-term energy scenarios – Implications for designing energy policy. (2020). Vögele, Stefan ; Vogele, Stefan ; Rubbelke, Dirk ; Mayer, Philip ; Govorukha, Kristina.
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  151. The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang.
    In: Energy Economics.
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  152. How do oil price shocks affect the output volatility of the U.S. energy mining industry? The roles of structural oil price shocks. (2020). Xiao, Helu ; Lin, Ling ; Liu, Qing ; Zhou, Zhongbao ; Jiang, Yong.
    In: Energy Economics.
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  153. The effect of economic policy uncertainty on China’s housing market. (2020). Ning, Shao-Lin ; Lin, Wen-Yuan ; Huang, Wei-Ling .
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  154. U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model. (2020). Rouyer, Ellen ; Troy, Carol ; Liang, Chin Chia .
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  155. The effect of domestic and foreign risks on an emerging stock market: A time series analysis. (2020). Kirikkaleli, Dervis.
    In: The North American Journal of Economics and Finance.
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  156. Economic policy uncertainty and the Chinese stock market volatility: Novel evidence. (2020). Zhang, Yaojie ; Ma, Feng ; Li, Tao.
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  157. Long Run Association of Oil Prices and Stock Prices: A Case of Indonesia. (2020). Alqahtani, Hassan Ali ; Srinivasa, Venkata Sai.
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  158. The Stock Price Impact of Domestic and Foreign Economic Policy Uncertainty: Evidence from China. (2020). Rouyer, Ellen ; Troy, Carol ; Liang, Chin Chia.
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  159. Connectedness Among Economic Policy Uncertainties: Evidence from the Time and Frequency Domain Perspectives. (2020). Huiwen, Zou ; Jinxin, Cui.
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  160. Dynamics of FII flows and stock market returns in a major developing country: How does economic uncertainty matter?. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Hammoudeh, Shawkat ; Jena, Sangram Keshari.
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  161. A Machine Learning Based Regulatory Risk Index for Cryptocurrencies. (2020). Xe, Taojun ; Hardle, Wolfgang Karl ; Ni, Xinwen.
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  162. Do country risk and financial uncertainty matter for energy commodity futures?. (2019). Lee, Chien-Chiang ; Lien, Donald.
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  163. Financial factors affecting oil price change and oil-stock interactions: a review and future perspectives. (2019). Lv, Tao ; Ding, Zhihua ; Liu, Zhenhua ; Qiang, Wei ; Wu, Jy S.
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  164. On the effects of policy uncertainty on stock prices. (2019). Bahmani-Oskooee, Mohsen ; Saha, Sujata.
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  165. 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 .
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  166. Forecasting European Economic Policy Uncertainty. (2019). Filis, George ; Degiannakis, Stavros.
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  167. Asymmetric Effects of Policy Uncertainty on Domestic Investment in G7 Countries. (2019). Bahmani-Oskooee, Mohsen ; Maki-Nayeri, Majid.
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  168. Oil Prices and the U.S. Economy: Evidence from the Stock Market. (2019). Thorbecke, Willem.
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  169. The effects of economic policy uncertainty on outward foreign direct investment. (2019). Chi, Thi Huyen ; Boarelli, Sofia ; Hsieh, Hui-Ching.
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  170. The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea. (2019). Balcilar, Mehmet ; Kyei, Clement ; Kim, Won Joong ; Gupta, Rangan.
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  171. Islamic and conventional equity markets: Two sides of the same coin, or not?. (2019). , Walid.
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  172. Energy shocks pricing model: A non-linear US sectoral based analysis. (2019). Ur, Mobeen.
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  173. Forecasting the oil prices: What is the role of skewness risk?. (2019). Wang, Yang ; Yin, Libo.
    In: Physica A: Statistical Mechanics and its Applications.
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  174. Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective. (2019). Hadhri, Sinda ; Ftiti, Zied.
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  175. U.S., European, Chinese economic policy uncertainty and Moroccan stock market volatility. (2019). el Ghini, Ahmed ; Belcaid, Karim.
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  176. Oil prices and the U.S. economy: Evidence from the stock market. (2019). Thorbecke, Willem.
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  177. Regime differences and industry heterogeneity of the volatility transmission from the energy price to the PPI. (2019). Lin, Boqiang ; He, Yongda.
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  178. The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging. (2019). Demirer, Riza ; Badshah, Ihsan ; Suleman, Muhammad Tahir.
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  179. Time-varied causality between US partisan conflict shock and crude oil return. (2019). Wu, Yanrui ; Cai, Yifei.
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  180. Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models. (2019). Wang, Jin-Li ; Zhang, Yue-Jun.
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  181. The asymmetric response of gasoline prices to oil price shocks and policy uncertainty. (2019). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez.
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  182. Oil price shocks and Chinese banking performance: Do country risks matter?. (2019). Lee, Chien-Chiang.
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  183. Can investors attention on oil markets predict stock returns?. (2019). Feng, Jiabao ; Yin, Libo.
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  184. Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?. (2019). Bhattacharyya, Malay ; Kannadhasan, M ; Das, Debojyoti.
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  185. Revisiting global economic activity and crude oil prices: A wavelet analysis. (2019). Chu, Yin ; Gong, Qiang ; Chang, Chun-Ping ; Dong, Minyi.
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  186. Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach. (2019). Rossi, Eduardo ; Palomba, Giulio ; Bucci, Andrea.
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  188. Dynamic Connectedness in Emerging Asian Equity Markets. (2018). Sethapramote, Yuthana ; Prukumpai, Suthawan ; Manopimoke, Pym.
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  189. Oil Price Shocks and Uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia.
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  190. Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin.
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  191. Investors’ Uncertainty and Stock Market Risk. (2018). Escobari, Diego ; Jafarinejad, Mohammad.
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  192. The role of global economic policy uncertainty in long-run volatilities and correlations of U.S. industry-level stock returns and crude oil. (2018). Sun, Boyang ; Fang, Libing ; Yu, Honghai.
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  193. Oil shocks, policy uncertainty and earnings surprises. (2018). Wang, Jing ; Kang, Wensheng .
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  194. Does Geopolitical Risk Drive Equity Price Returns of BRIC Economies? Evidence from Quantile on Quantile Estimations. (2018). Amna, Imtiaz Arif.
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  195. Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach. (2018). GUPTA, RANGAN ; Demirer, Riza ; Ben Nasr, Adnen ; Cunado, Juncal.
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  196. Asymmetric Effects of Policy Uncertainty on the Demand for Money in the United States. (2018). Bahmani-Oskooee, Mohsen ; Maki-Nayeri, Majid.
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  197. The Impact of Brexit on the Stock Markets of the Greater China Region. (2018). Andreosso-Ocallaghan, Bernadette ; Morales, Lucia.
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  198. Economic policy uncertainty and stock market liquidity: Does financial crisis make any difference?. (2018). Debata, Byomakesh ; Mahakud, Jitendra.
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  199. On the interdependence of natural gas and stock markets under structural breaks. (2018). Ahmed, Walid.
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  200. The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk. (2018). GUPTA, RANGAN ; Caporin, Massimiliano ; Bonaccolto, G.
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  201. Do oil shocks predict economic policy uncertainty?. (2018). Ur, Mobeen.
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  202. The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis. (2018). Uddin, Gazi ; Bekiros, Stelios ; Ahmed, Ali.
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  203. The impact of oil-market shocks on stock returns in major oil-exporting countries. (2018). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
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  204. Can economic policy uncertainty predict stock returns? Global evidence. (2018). Bach, Dinh Hoang ; Tran, Vuong Thao ; Sharma, Susan Sunila.
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  205. Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis. (2018). Labidi, Chiaz ; Bekiros, Stelios ; Uddin, Gazi Salah ; Hedstrom, Axel ; Lutfur, MD.
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  206. What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar.
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  207. Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold. (2018). Selmi, Refk ; bouoiyour, jamal ; Hammoudeh, Shawkat ; Mensi, Walid.
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  208. Oil price shocks and uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia.
    In: Economic Modelling.
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  209. How does stock market volatility react to oil shocks?. (2018). Manera, Matteo ; Bastianin, Andrea.
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  210. Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong.
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  211. Does Economic Policy Uncertainty Affect Energy Market Volatility and Vice-Versa?. (2018). Etienne, Xiaoli L ; Scarcioffolo, Alexandre Ribeiro.
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  212. Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin.
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  213. TESTING THE CAUSALITIES BETWEEN ECONOMIC POLICY UNCERTAINTY AND THE US STOCK INDICES: APPLICATIONS OF LINEAR AND NONLINEAR APPROACHES. (2017). Ongan, Serdar ; Gocer, Ismet.
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  214. Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng .
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  215. Investments and uncertainty revisited: the case of the US economy. (2017). Filis, George ; Degiannakis, Stavros ; Palaiodimos, George.
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  216. The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Bahloul, Walid ; Cunado, Juncal.
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  217. The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach. (2017). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
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  218. The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach. (2017). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
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  219. Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and non-US Oil Production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng .
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  220. On the dynamic interactions between energy and stock markets under structural shifts: Evidence from Egypt. (2017). Ahmed, Walid.
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  221. Can economic policy uncertainty help to forecast the volatility: A multifractal perspective. (2017). Liu, Zhicao ; Ma, Feng ; Ye, Yong.
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  222. Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model. (2017). GUPTA, RANGAN ; Hassapis, Christis ; Cunado, Juncal ; Christou, Christina.
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  223. Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations. (2017). Ratti, Ronald ; Pérez de Gracia, Fernando ; Kang, Wensheng .
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  224. Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena.
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  225. Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?. (2017). Wei, YU ; Hu, Yang ; Lai, Xiaodong ; Liu, Jing.
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  226. Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei.
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  227. How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell.
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  228. Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng .
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  229. Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data. (2017). Wohar, Mark ; GUPTA, RANGAN ; Balcilar, Mehmet.
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  230. Is the price of gold to gold mining stocks asymmetric?. (2017). Batten, Jonathan ; Lucey, Brian M ; Kosedag, Arman ; Ciner, Cetin .
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  231. Excess stock returns, oil shocks, and policy uncertainty in the U.S.. (2017). Gözgör, Giray ; Demir, Ender ; Gozgor, Giray .
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  232. The Causal Relationship between Economic Policy Uncertainty and Stock Market: A Panel Data Analysis. (2016). Wu, Tsung-Pao ; Hsueh, Shun-Jen ; Liu, Shu-Bing.
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  233. The responses of BRICS Equities to Chinas Slowdown: A Multi-Scale Causality Analysis. (2016). Selmi, Refk ; bouoiyour, jamal.
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  234. Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach. (2016). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena.
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  235. Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; Christou, Christina.
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  236. The impact of oil price shocks on the volatility of the Turkish stock market. (2016). Takin, Dilvin F ; Hala, Umut ; aala, Efe aalar .
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  237. Oil market modelling: A comparative analysis of fundamental and latent factor approaches. (2016). Kearney, Fearghal ; Dowling, Michael ; Cummins, Mark.
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  238. Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test. (2016). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet.
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  239. Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets. (2016). Lau, Chi Keung ; Gözgör, Giray ; Bilgin, Mehmet ; Gozgor, Giray ; Marco, Chi Keung.
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  240. Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis. (2016). GUPTA, RANGAN ; Bekiros, Stelios ; Majumdar, Anandamayee.
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  241. Economic policy uncertainty and stock markets: Long-run evidence from the US. (2016). Roubaud, David ; Rault, Christophe ; AROURI, Mohamed ; Estay, Christophe .
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  242. Oil market modelling: A comparative analysis of fundamental and latent factor approaches. (2016). Kearney, Fearghal ; Cummins, Mark ; Dowling, Michael.
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  243. Time series analysis of persistence in crude oil price volatility across bull and bear regimes. (2016). YAYA, OLAOLUWA ; Olubusoye, Olusanya ; GUPTA, RANGAN ; Gil-Alana, Luis.
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  244. The impacts of oil price shocks on stock market volatility: Evidence from the G7 countries. (2016). Manera, Matteo ; Bastianin, Andrea ; Conti, Francesca .
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  245. Changes in the global oil market. (2016). Osborn, Denise ; Bataa, Erdenebat ; Izzeldin, Marwan.
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  39. On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness. (2012). Nguyen, Duc Khuong ; AROURI, Mohamed ; Arouri, Mohamed El Hedi, ; Jouini, Jamel.
    In: Energy Economics.
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  40. Oil prices, exchange rates and emerging stock markets. (2012). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:1:p:227-240.

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  41. Natural gas prices and stock prices: Evidence from EU-15 countries. (2012). Ozturk, Ilhan ; Acaravcı, Ali ; Acaravci, Ali ; Kandir, Serkan Yilmaz .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:5:p:1646-1654.

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  42. Oil prices, exchange rates and emerging stock markets. (2011). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
    In: MPRA Paper.
    RePEc:pra:mprapa:30140.

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  43. Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management. (2011). Nguyen, Duc Khuong ; AROURI, Mohamed ; Jouini, Jamel ; El Hedi Arouri, Mohamed, .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:7:p:1387-1405.

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  44. Crude oil shocks and stock markets: A panel threshold cointegration approach. (2011). Zhu, Hui-Ming ; Li, Su-Fang ; Yu, Keming.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:5:p:987-994.

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  45. Does crude oil move stock markets in Europe? A sector investigation. (2011). AROURI, Mohamed ; Arouri, Mohamed El Hedi, .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:4:p:1716-1725.

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  46. Economic Effects of Oil and Food Price Shocks in Asia and Pacific Countries: An Application of SVAR Model. (2011). Alom, Fardous.
    In: 2011 Conference, August 25-26, 2011, Nelson, New Zealand.
    RePEc:ags:nzar11:115346.

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  47. Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade. (2010). Nguyen, Duc Khuong ; AROURI, Mohamed ; Hedi Arouri, Mohamed El, .
    In: Energy Policy.
    RePEc:eee:enepol:v:38:y:2010:i:8:p:4528-4539.

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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. Short and long-term links between oil prices and stock markets in Europe. (2010). JAWADI, Fredj ; AROURI, Mohamed ; El Hedi, AROURI Mohamed ; Fredj, Jawadi.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-09-00534.

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  50. Do Oil Prices Affect Kuwait Sectoral Stock Prices? Non-Linear Cointegration Evidence. (2003). Kisswani, Khalid ; Elian, Mohammad I.
    In: Working Papers.
    RePEc:erg:wpaper:1141.

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