1. Oil price volatility and gold prices volatility asymmetric links with natural resources via financial market fluctuations: Implications for green recovery. (2024). Du, Qingfeng ; Li, Yang.
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   RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072300990x.

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2. The impact of oil shocks on the stock market. (2024). Jimenez-Rodriguez, Rebeca ; Castro, Cesar.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000395.

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3. Fresh evidence on the oil-stock interactions under heterogeneous market conditions. (2023). Garg, Bhavesh ; Chowdhury, Kushal Banik.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001009.

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4. Tail Dependency and Risk Spillover between Oil Market and Chinese Sectoral Stock Markets—An Assessment of the 2013 Refined Oil Pricing Reform. (2022). Yang, Jun ; Li, Juchao ; Sheng, Jiliang.
   In: Energies.
   RePEc:gam:jeners:v:15:y:2022:i:16:p:6070-:d:894142.

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5. Non-linear cointegration between oil and stock prices: The role of interest rates. (2022). Perez-Soba, Ines ; Marquez-De, Elena ; Martinez-Caete, Ana R.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001343.

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6. Do oil prices and economic policy uncertainty matter for precious metal returns? New insights from a TVP-VAR framework. (2022). Zhong, Meirui ; Chen, Jinyu ; Dong, Xuesong ; Huang, Jianbai.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:78:y:2022:i:c:p:433-445.

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7. Gold-oil dynamic relationship and the asymmetric role of geopolitical risks: Evidence from Bayesian pdBEKK-GARCH with regime switching. (2022). Han, Lingyu ; Liang, Ruibin ; Cao, Yan ; Cheng, Sheng ; Jiang, Qisheng.
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   RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003610.

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8. Is gold a long-run hedge, diversifier, or safe haven for oil? Empirical evidence based on DCC-MIDAS. (2022). Lee, Chien-Chiang ; Liu, Min.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722001519.

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9. Rolling, recursive evolving and asymmetric causality between crude oil and gold prices: Evidence from an emerging market. (2022). Rajderkar, Nilay Pradeep ; Kennet, Joushita J ; Renganathan, Jayashree ; Ghate, Kshitish ; Mishra, Aswini Kumar.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004827.

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10. Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling. (2022). Huang, Shupei ; Lucey, Brian ; Wang, Xinya.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000593.

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11. Crude oil price and exchange rate: Evidence from the period before and after the launch of Chinas crude oil futures. (2022). Sun, Chuanwang ; Cai, Weiyi ; Peng, Yiqi ; Zhan, Yanhong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005582.

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12. U.S. stock prices and macroeconomic fundamentals: Fresh evidence using the quantile ARDL approach. (2021). Ferrer, Roman ; Hurley, Dene ; Hussain, Syed Jawad.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3569-3587.

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13. Evidence of speculative bubbles and regime switch in real estate market and crude oil price: Insight from Saudi Arabia. (2021). Alola, Andrew Adewale.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3473-3483.

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14. The nCOVID-19 and financial stress in the USA: health is wealth. (2021). Alola, Andrew ; Sarkodie, Samuel Asumadu.
    In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development.
    RePEc:spr:endesu:v:23:y:2021:i:6:d:10.1007_s10668-020-01029-w.

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15. Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Oros, Cornel ; Albulescu, Claudiu ; Mina, Michel.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03194648.

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16. 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.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309296.

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17. 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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18. Oil shocks and stock market volatility: New evidence. (2021). Zhu, BO ; Wang, Jiqian ; Ma, Feng ; Lu, Xinjie.
    In: Energy Economics.
    RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004394.

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19. The nonlinear effect of oil price shocks on financial stress: Evidence from China. (2021). Liu, Renren ; Wen, Fenghua ; Chen, Jianzhong.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302047.

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20. Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Boubaker, Sabri ; Akhtaruzzaman, MD.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001772.

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21. Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Oros, Cornel ; Albulescu, Claudiu ; Mina, Michel.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-20-01148.

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22. Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Albulescu, Claudiu ; Oros, Cornel ; Mina, Michel.
    In: Papers.
    RePEc:arx:papers:2104.05273.

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23. .

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24. The effects of oil prices on equity market returns in BRICS grouping: A quantile-on-quantile approach. (2020). Bonga-Bonga, Lumengo ; Mabanga, Chris.
    In: MPRA Paper.
    RePEc:pra:mprapa:101403.

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25. The Effects of Oil and Gas Risk Factors on Malaysian Oil and Gas Stock Returns: Do They Vary?. (2020). Shah, Mohd Azlan ; Low, Soo-Wah ; Hoque, Mohammad Enamul.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:15:p:3901-:d:392498.

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26. Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks. (2020). Salisu, Afees ; Adediran, Idris.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309377.

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27. Explaining the nonlinear response of stock markets to oil price shocks. (2020). Sharma, Shahil ; Escobari, Diego.
    In: Energy.
    RePEc:eee:energy:v:213:y:2020:i:c:s0360544220318855.

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28. A dynamic quantile regression model for the relationship between oil price and stock markets in oil-importing and oil-exporting countries. (2020). Mokni, Khaled.
    In: Energy.
    RePEc:eee:energy:v:213:y:2020:i:c:s0360544220317473.

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29. Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Gkillas, Konstantinos ; Aye, Goodness C.
    In: Energy Economics.
    RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300876.

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30. Chinas liberalizing stock market, crude oil, and safe-haven assets: A linkage study based on a novel multivariate wavelet-vine copula approach. (2020). Li, Min ; Zhong, Rui ; Wang, Hao ; Ji, Hao.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:93:y:2020:i:c:p:187-204.

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31. Structural change in the link between oil and the European stock market: implications for risk management. (2019). Ojea, Ferreiro Javier.
    In: Dependence Modeling.
    RePEc:vrs:demode:v:7:y:2019:i:1:p:53-125:n:4.

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32. 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.

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33. Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Aye, Goodness C.
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34. Do Crude Oil Prices Drive the Relationship between Stock Markets of Oil-Importing and Oil-Exporting Countries?. (2019). Mokni, Khaled ; Youssef, Manel.
    In: Economies.
    RePEc:gam:jecomi:v:7:y:2019:i:3:p:70-:d:247077.

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35. Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets. (2019). Demirer, Riza ; Hammoudeh, Shawkat ; Balcilar, Mehmet.
    In: Energy Policy.
    RePEc:eee:enepol:v:134:y:2019:i:c:s030142151930518x.

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36. 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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37. Reinvestigating the Oil Price–Stock Market Nexus: Evidence from Chinese Industry Stock Returns. (2018). Fang, Sheng ; Egan, Paul G ; Lu, Xinsheng.
    In: China & World Economy.
    RePEc:bla:chinae:v:26:y:2018:i:3:p:43-62.

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38. Asymmetric effects of oil price shocks on stock returns: evidence from a two-stage Markov regime-switching approach. (2017). Zhu, Huiming ; Ren, Yinghua ; You, Wanhai ; Su, Xianfang .
    In: Applied Economics.
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39. TIME VARYING CAUSALITY BETWEEN GOLD AND OIL PRICES. (2017). Tuna, Gulfen .
    In: Romanian Economic Business Review.
    RePEc:rau:journl:v:12:y:2017:i:1:p:59-67.

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40. The Diversification Benefits of Including Carbon Assets in Financial Portfolios. (2017). Yu, Xueying ; Liu, Zhixin ; Zhang, Yinpeng.
    In: Sustainability.
    RePEc:gam:jsusta:v:9:y:2017:i:3:p:437-:d:93470.

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41. On the nonlinear relation between crude oil and gold. (2017). Kumar, Satish.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:51:y:2017:i:c:p:219-224.

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42. On the Linkage between the International Crude Oil Price and Stock Markets: Evidence from the Nordic and Other European Oil Importing and Oil Exporting Countries. (2016). Bein, murad ; Aga, Mehmet .
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2016:i:4:p:115-134.

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43. The connectedness between crude oil and financial markets: Evidence from implied volatility indices. (2016). Awartani, Basel ; Aktham, Maghyereh ; Cherif, Guermat .
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:4:y:2016:i:1:p:56-69.

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44. Real oil prices and the international sign predictability of stock returns. (2016). Pönkä, Harri ; Ponka, Harri .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:17:y:2016:i:c:p:79-87.

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45. Dependence and risk management in oil and stock markets. A wavelet-copula analysis. (2016). Reboredo, Juan ; Jammazi, Rania.
    In: Energy.
    RePEc:eee:energy:v:107:y:2016:i:c:p:866-888.

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46. Quantile dependence of oil price movements and stock returns. (2016). Ugolini, Andrea ; Reboredo, Juan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:54:y:2016:i:c:p:33-49.

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47. An empirical analysis of the relationships between crude oil, gold and stock markets. (2016). Rojas, Omar ; Coronado, Semei ; Jim, Rebeca .
    In: Papers.
    RePEc:arx:papers:1510.07599.

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48. Oil price shocks and stock markets: testing for non-linearity. (2015). Jiménez-Rodríguez, Rebeca ; Jimenez-Rodriguez, Rebeca.
    In: Empirical Economics.
    RePEc:spr:empeco:v:48:y:2015:i:3:p:1079-1102.

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49. Real oil prices and the international sign predictability of stock returns. (2015). Pönkä, Harri.
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51. Wavelet-based evidence of the impact of oil prices on stock returns. (2014). Reboredo, Juan ; Rivera-Castro, Miguel A..
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    RePEc:eee:reveco:v:29:y:2014:i:c:p:145-176.

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52. Wavelet dynamics for oil-stock world interactions. (2014). Pinho, Carlos ; Madaleno, Mara.
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    RePEc:eee:eneeco:v:45:y:2014:i:c:p:120-133.

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53. Volatility spillovers between the oil market and the European Union carbon emission market. (2014). Reboredo, Juan.
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    RePEc:eee:ecmode:v:36:y:2014:i:c:p:229-234.

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54. Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?. (2013). Czudaj, Robert ; Beckmann, Joscha.
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55. Oil prices and effective dollar exchange rates. (2013). Czudaj, Robert ; Beckmann, Joscha.
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    RePEc:eee:reveco:v:27:y:2013:i:c:p:621-636.

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56. Is gold a hedge or safe haven against oil price movements?. (2013). Reboredo, Juan.
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    RePEc:eee:jrpoli:v:38:y:2013:i:2:p:130-137.

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57. Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?. (2013). Czudaj, Robert ; Beckmann, Joscha.
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    RePEc:eee:eneeco:v:40:y:2013:i:c:p:665-678.

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1. Determinants of the WTI?Brent price spread revisited. (2021). Rathgeber, Andreas W ; Geyerklingeberg, Jerome.
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2. Effects of crude oil prices on copper and maize prices. (2021). Kaulu, Byrne.
   In: Future Business Journal.
   RePEc:spr:futbus:v:7:y:2021:i:1:d:10.1186_s43093-021-00100-w.

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3. How the Removal of a Market Barrier Enhanced Market Efficiency: The Case of WTI and Brent Crude Oil Prices. (2021). Bauer, Paul ; Rushlow, Jennifer.
   In: Atlantic Economic Journal.
   RePEc:kap:atlecj:v:49:y:2021:i:1:d:10.1007_s11293-021-09707-4.

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4. Spatial crude oil production divergence and crude oil price behaviour in the United States. (2021). Gil-Alana, Luis ; Monge, Manuel.
   In: Energy.
   RePEc:eee:energy:v:232:y:2021:i:c:s0360544221012822.

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5. Study on the impacts of Shanghai crude oil futures on global oil market and oil industry based on VECM and DAG models. (2021). Di, Peng ; Zhang, QI ; Farnoosh, Arash.
   In: Energy.
   RePEc:eee:energy:v:223:y:2021:i:c:s0360544221002991.

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6. Identifying states of global financial market based on information flow network motifs. (2021). Yue, Peng ; Wei, NA ; Yong, Yang ; Xie, Wen-Jie ; Zhou, Wei-Xing.
   In: The North American Journal of Economics and Finance.
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7. Liner shipping industry and oil price volatility: Dynamic connectedness and portfolio diversification. (2020). Chandra, Saurabh ; Maitra, Debasish ; Dash, Saumya Ranjan.
   In: Transportation Research Part E: Logistics and Transportation Review.
   RePEc:eee:transe:v:138:y:2020:i:c:s136655452030613x.

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8. Analyzing time-varying volatility spillovers between the crude oil markets using a new method. (2020). Gong, XU ; Liu, Tangyong.
   In: Energy Economics.
   RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300505.

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9. Dynamic transmission mechanisms in global crude oil prices: Estimation and implications. (2019). Zhang, Dayong ; Ji, Qiang ; Kutan, Ali M.
   In: Energy.
   RePEc:eee:energy:v:175:y:2019:i:c:p:1181-1193.

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10. Interaction between oil and US dollar exchange rate: nonlinear causality, time-varying influence and structural breaks in volatility. (2018). Xia, Xiao-Hua ; Huang, Chuangxia ; Xiao, Jihong ; Wen, Fenghua.
    In: Applied Economics.
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11. Dynamic Connectedness of International Crude Oil Prices: The Diebold–Yilmaz Approach. (2018). Huang, Jing ; Xiao, Xiaoyong.
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12. Assessing the relevance of individual characteristics for the structure of similarity networks in new social strata in Shanghai. (2018). Wang, Luo-Qing ; Xu, Yong-Xiang.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:509:y:2018:i:c:p:881-889.

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13. .

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14. Metals: resources or financial assets? A multivariate cross-sectional analysis. (2017). Gleich, Benedikt ; Lutzenberger, Fabian ; Rathgeber, Andreas W ; Stepanek, Christian ; Mayer, Herbert G.
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15. Volatility and Causality in Strategic Commodities: Characteristics, Myth and Evidence. (2017). Hamori, Shigeyuki ; Fang, Zheng ; Chang, Youngho.
    In: International Journal of Economics and Finance.
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16. A Markov regime-switching model of crude oil market integration. (2017). Kuck, Konstantin ; Schweikert, Karsten.
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17. Reconsidering the scarcity factor in the dynamics of oil markets: An empirical investigation of the (mis)measurement of oil reserves. (2017). OMGBA, Luc ; Karanfil, Fatih.
    In: Energy.
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18. Crude oil price behaviour before and after military conflicts and geopolitical events. (2017). Pérez de Gracia, Fernando ; Monge, Manuel ; Gil-Alana, Luis.
    In: Energy.
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19. The Bias in the Long Run Relation between the Prices of BRENT and West Texas Intermediate Crude Oils. (2017). Salha, Angelic ; Azar, Samih Antoine.
    In: International Journal of Energy Economics and Policy.
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20. Correlation structure and principal components in the global crude oil market. (2016). Zhou, Wei-Xing ; Xie, Wen-Jie ; Jiang, George J ; Dai, Yue-Hua .
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21. Dynamic Structure of the Spot Price of Crude Oil: Does Time Aggregation Matter?. (2016). Barnett, William ; Aghababa, Hajar .
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22. Dynamic Structure of the Spot Price of Crude Oil: Does Time Aggregation Matter?. (2016). Barnett, William ; Aghababa, Hajar .
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23. Dynamic structure of the spot price of crude oil: does time aggregation matter?. (2016). Barnett, William ; Aghababa, Hajar .
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24. Price differences among crude oils: The private costs of supply disruptions. (2016). Kaufmann, Robert.
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25. Evolution of the world crude oil market integration: A graph theory analysis. (2016). Ji, Qiang ; Fan, Ying.
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26. Psychological barriers in oil futures markets. (2016). Dowling, Michael ; Lucey, Brian M ; Cummins, Mark.
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27. Estimating relative price impact: The case of Brent and WTI. (2016). Karali, Berna ; Ye, Shiyu .
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28. West Texas Intermediate and Brent Spread during Organization of the Petroleum Exporting Countries Supply Disruptions. (2015). Omar, Ayman .
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29. The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration. (2014). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Intarglia, Maurizio ; Cuestas, Juan Carlos.
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30. A unified world oil market: Regions in physical, economic, geographic, and political space. (2014). Kaufmann, Robert ; Banerjee, Shayan .
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31. Price discovery in crude oil futures. (2014). Elder, John ; Miao, Hong ; Ramchander, Sanjay.
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32. Time-varying Granger causality tests for applications in global crude oil markets. (2014). Liu, John ; Lu, Feng-bin ; Hong, Yong-miao ; Wang, Shou-Yang ; Lai, Kin-Keung .
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33. The Emperor Has No Clothes: The Limits of OPEC in the Global Oil Market. (2014). Colgan, Jeff D..
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34. Evaluación de la contribución económica del sector de hidrocarburos colombiano frente a diversos escenarios de producción. (2014). Villar, Leonardo ; Ramírez, Juan ; Forero, David ; Castro, Felipe ; Ramirez, Juan Mauricio .
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35. Correlation structure and principal components in global crude oil market. (2014). Jiang, George J. ; Dai, Yue-Hua ; Xie, Wen-Jie ; Zhou, Wei-Xing.
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36. Dynamic Adjustment of Crude Oil Price Spreads. (2014). Ghoshray, Atanu ; Trifonova, Tatiana .
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37. Oil prices and effective dollar exchange rates. (2013). Czudaj, Robert ; Beckmann, Joscha.
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38. Non-linearities in the dynamics of oil prices. (2013). Nusair, Salah ; Kisswani, Khalid.
    In: Energy Economics.
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39. Economic growth, inflation and oil shocks: are the 1970s coming back?. (2012). Montañés, Antonio ; Gómez-Loscos, Ana ; Gadea, María.
    In: Applied Economics.
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40. On the Origins of Conditional Heteroscedasticity in Time Series. (2012). Ashley, Richard.
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41. Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach. (2012). JAMMAZI, RANIA.
    In: Energy.
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42. Why did the price of solar PV Si feedstock fluctuate so wildly in 2004–2009?. (2012). Bao, Haibo ; Song, Yuhua ; Yu, Yang.
    In: Energy Policy.
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43. Volatility transmission and volatility impulse response functions in crude oil markets. (2012). Tamvakis, Michael ; Jin, Xiaoye ; Lin, Sharon Xiaowen .
    In: Energy Economics.
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44. A data envelopment analysis-based framework for the relative performance evaluation of competing crude oil prices volatility forecasting models. (2012). Xu, Bing ; Ouenniche, Jamal.
    In: Energy Economics.
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45. Price discount, inventories and the distortion of WTI benchmark. (2012). Kao, Chung-Wei ; Wan, Jer-Yuh .
    In: Energy Economics.
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46. Crude Oil Market Power—A Shift in Recent Years?. (2012). Huppmann, Daniel ; Holz, Franziska.
    In: The Energy Journal.
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47. Causality in crude oil prices. (2011). Wlazlowski, Szymon ; Giulietti, Monica ; Hagstromer, Bjorn .
    In: Applied Economics.
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48. ECONOMIC GROWTH, INFLATION AND OIL SHOCKS: ARE THE 1970s COMING BACK?. (2011). Montañés, Antonio ; Gómez-Loscos, Ana ; Gadea, María ; Montaes, Antonio ; Gomez-Loscos, Ana.
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49. The integration of China into the world crude oil market since 1998. (2011). Li, Raymond ; Leung, Guy ; Leung, Guy C. K., .
    In: Energy Policy.
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50. Nonlinear effects of oil shocks on stock returns: a Markov-switching approach. (2010). Reboredo, Juan.
    In: Applied Economics.
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51. Market efficiency and the Euro: the case of the Athens stock exchange. (2010). Panagiotidis, Theodore.
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52. What is behind the increase in oil prices? Analyzing oil consumption and supply relationship with oil price. (2010). Mason, Paul ; Gallo, Andres ; Shapiro, Steve ; Fabritius, Michael .
    In: Energy.
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53. Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests. (2009). Lim, Kian-Ping ; Brooks, Robert.
    In: Applied Financial Economics.
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54. Weak-form market efficiency and nonlinearity: evidence from Middle East and African stock indices. (2009). Lim, Kian-Ping.
    In: Applied Economics Letters.
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55. Oil shocks and the macro-economy: a comparison across high oil price periods. (2009). Jiménez-Rodríguez, Rebeca ; Sanchez, Marcelo ; Jimenez-Rodriguez, Rebeca .
    In: Applied Economics Letters.
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56. Modelling stock returns in Africas emerging equity markets. (2009). Panagiotidis, Theodore ; ALAGIDEDE, PAUL.
    In: Stirling Economics Discussion Papers.
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57. Modelling stock returns in Africa’s emerging equity markets.. (2009). Panagiotidis, Theodore ; ALAGIDEDE, PAUL.
    In: Discussion Paper Series.
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58. Modelling stock returns in Africas emerging equity markets. (2009). Panagiotidis, Theodore ; ALAGIDEDE, PAUL.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:18:y:2009:i:1-2:p:1-11.

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59. Horizontal and vertical transmissions in the US oil supply chain. (2009). Kaufmann, Robert ; Dees, Stephane.
    In: Energy Policy.
    RePEc:eee:enepol:v:37:y:2009:i:2:p:644-650.

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60. Oil prices, speculation, and fundamentals: Interpreting causal relations among spot and futures prices. (2009). Kaufmann, Robert ; Ullman, Ben .
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:4:p:550-558.

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61. The dynamics of a nonlinear relationship between crude oil spot and futures prices: A multivariate threshold regression approach. (2009). Huang, Bwo-Nung ; Hwang, M. J. ; Yang, C. W..
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:1:p:91-98.

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62. World Oil: Market or Mayhem?. (2009). Smith, James.
    In: Journal of Economic Perspectives.
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63. Nonlinearities and the order of integration of oil prices. (2008). Regis, Paulo ; Cuestas, Juan.
    In: Working Papers.
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64. Market Efficiency and the Euro: The case of the Athens Stock exchange.. (2008). Panagiotidis, Theodore.
    In: Discussion Paper Series.
    RePEc:mcd:mcddps:2008_14.

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65. Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets. (2008). Lim, Kian-Ping ; Hinich, Melvin ; Brooks, Robert.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:18:y:2008:i:5:p:527-544.

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