Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
create a website

Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach. (2017). Salisu, Afees ; Isah, Kazeem.
In: Economic Modelling.
RePEc:eee:ecmode:v:66:y:2017:i:c:p:258-271.

Full description at Econpapers || Download paper

Cited: 150

Citations received by this document

Cites: 59

References cited by this document

Cocites: 65

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Asymmetric Nexus Between Industrial Production and Carbon Emissions: Empirics from Sub-Saharan Africa. (2024). Amoh, John Kwaku ; Musah, Abubakar ; Abdul-Mumuni, Abdallah.
    In: Global Journal of Emerging Market Economies.
    RePEc:sae:emeeco:v:16:y:2024:i:3:p:392-410.

    Full description at Econpapers || Download paper

  2. What are the best alternatives for sustainability? A rationalization theme for natural resource depletion and technical innovation. (2024). Liu, Nan ; Zhang, Kai ; Hong, Cencen.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724004665.

    Full description at Econpapers || Download paper

  3. The dynamic nexus of oil price fluctuations and banking sector in China: A continuous wavelet analysis. (2024). Bilgili, Faik ; Kukaya, Sevda ; Kassouri, Yacouba ; Majok, Aweng Peter.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011601.

    Full description at Econpapers || Download paper

  4. .

    Full description at Econpapers || Download paper

  5. Stock returns and interest rate differential in high and low interest rate environments. (2023). Salisu, Afees ; Sikiru, Abdulsalam Abidemi.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1713-1728.

    Full description at Econpapers || Download paper

  6. Energy use and environmental degradation in Europe: evidence from panel nonlinear ARDL. (2023). Munir, Kashif.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01473-y.

    Full description at Econpapers || Download paper

  7. Youth unemployment in Nigeria: nature, causes and solutions. (2023). Salisu, Afees ; Olubusoye, Olusanya ; Olofin, Sam O.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01388-8.

    Full description at Econpapers || Download paper

  8. Asymmetric evidence of foreign direct investment response to stock returns in Nigeria. (2023). Oladele, Olumuyiwa Samuel ; Owuru, Joel Ede.
    In: Future Business Journal.
    RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00194-4.

    Full description at Econpapers || Download paper

  9. A Markov Switching Approach in Assessing Oil Price and Stock Market Nexus in the Last Decade: The Impact of the COVID-19 Pandemic. (2023). Phoong, Seuk Yen ; al Mahi, Masnun.
    In: SAGE Open.
    RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231153855.

    Full description at Econpapers || Download paper

  10. Exploring the Relevance of Crude Oil Prices and Installed Generation Capacity in Prognosticating the NIFTY Energy Index. (2023). Banerjee, Suvajit ; Ghosh, Avik.
    In: Millennial Asia.
    RePEc:sae:millen:v:14:y:2023:i:4:p:560-581.

    Full description at Econpapers || Download paper

  11. Impact of economic policy uncertainty, oil prices, and technological innovations on natural resources footprint in BRICS economies. (2023). Wang, Xiao ; Huang, Yichen ; Zhang, Yang.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723007936.

    Full description at Econpapers || Download paper

  12. Return and volatility connectedness among the BRICS stock and oil markets. (2023). Lee, Chien-Chiang ; Chang, Tsangyao.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009522.

    Full description at Econpapers || Download paper

  13. A new hybrid model for multi-step WTI futures price forecasting based on self-attention mechanism and spatial–temporal graph neural network. (2023). Cheng, LI ; Xue, Minggao ; Zhao, Geya.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006670.

    Full description at Econpapers || Download paper

  14. Is the impact of oil shocks more pronounced during extreme market conditions?. (2023). Kang, Sang Hoon ; Ghardallou, Wafa ; Vo, Xuan Vinh ; Nautiyal, Neeraj ; Ur, Mobeen.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006104.

    Full description at Econpapers || Download paper

  15. Realized semi variance quantile connectedness between oil prices and stock market: Spillover from Russian-Ukraine clash. (2023). Tedeschi, Marco ; Zhang, Anqi ; Tarczyska-Uniewska, Magorzata ; Mallek, Sabrine ; Si, Kamel.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005093.

    Full description at Econpapers || Download paper

  16. Oil price and the Bitcoin market. (2023). Salisu, Afees ; Vo, Xuan Vinh ; Ndako, Umar B.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001459.

    Full description at Econpapers || Download paper

  17. Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach. (2023). Ozkan, Oktay ; Saleem, Asima ; Khan, Nasir.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000636.

    Full description at Econpapers || Download paper

  18. Time-varying effects of fuel prices on stock market returns during COVID-19 outbreak. (2023). Hunjra, Ahmed ; Tiwari, Aviral Kumar ; Younes, Ben Zaied ; Duppati, Geeta.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000259.

    Full description at Econpapers || Download paper

  19. Does it hurt or help? Revisiting the effects of ICT on economic growth and energy consumption: A nonlinear panel ARDL approach. (2023). Vo, Xuan Vinh ; Farouk, Sherine ; Nghiem, Xuan-Hoa ; Bakry, Walid.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:78:y:2023:i:c:p:597-617.

    Full description at Econpapers || Download paper

  20. The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models. (2023). Catik, Nazif A ; Helmi, Mohamad Husam ; Akdeniz, Coskun ; Huyuguzel, Gul Serife ; Kosedagli, Begum Yurteri.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2023-06-45.

    Full description at Econpapers || Download paper

  21. Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436.

    Full description at Econpapers || Download paper

  22. .

    Full description at Econpapers || Download paper

  23. The behaviour of U.S. stocks to financial and health risks. (2022). Salisu, Afees ; Raheem, Ibrahim D ; Eigbiremolen, Godstime O.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4607-4618.

    Full description at Econpapers || Download paper

  24. Crude oil market and Nigerian stocks: An asymmetric information spillover approach. (2022). Lin, Boqiang ; Okorie, David.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4002-4017.

    Full description at Econpapers || Download paper

  25. A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data. (2022). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:1:p:384-400.

    Full description at Econpapers || Download paper

  26. A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements. (2022). Salisu, Afees ; Ogbonnayaorji, Nnenna ; Isah, Kazeem.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1220-1239.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  29. The Impact of Oil Price on Economic Growth in Middle-Income Oil-Importing Countries: A Non-Linear Panel ARDL Approach. (2022). , Odhiambo ; Motunrayo, Akinsola.
    In: Acta Universitatis Sapientiae, Economics and Business.
    RePEc:vrs:auseab:v:10:y:2022:i:1:p:29-48:n:8.

    Full description at Econpapers || Download paper

  30. The role of domestic and foreign economic uncertainties in determining the foreign exchange rates: an extended monetary approach. (2022). Woahid, S M.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:46:y:2022:i:4:d:10.1007_s12197-022-09589-5.

    Full description at Econpapers || Download paper

  31. The role of forest and agriculture towards environmental fortification: designing a sustainable policy framework for top forested countries. (2022). Salem, Sultan ; Radulescu, Magdalena ; Adedoyin, Festus Fatai ; Abbasi, Kashif Raza ; Hussain, Khadim.
    In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development.
    RePEc:spr:endesu:v:24:y:2022:i:6:d:10.1007_s10668-021-01803-4.

    Full description at Econpapers || Download Impact of COVID-19 pandemic on exports: new evidence from selected European Union countries and Turkey. (2022). Manga, Muge ; Cengiz, Orhan.
    In: Asia-Pacific Journal of Regional Science.
    RePEc:spr:apjors:v:6:y:2022:i:3:d:10.1007_s41685-022-00249-4.

    Full description at Econpapers || Download paper

  32. Asymmetric Linkages of Oil Prices, Money Supply, and TASI on Sectoral Stock Prices in Saudi Arabia: A Non-Linear ARDL Approach. (2022). Rehman, Mohd Ziaur ; Bin, Md Fouad.
    In: SAGE Open.
    RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211071110.

    Full description at Econpapers || Download paper

  33. Risk and returns are the most important parametres in stock analysis. Therefore, the literature contains several studies to identify variables that affect risk and return. The effects of these variabl. (2022). Kale, Suleyman ; Yilmaz, Kubra.
    In: EKOIST Journal of Econometrics and Statistics.
    RePEc:ist:ekoist:v:0:y:2022:i:36:p:1-20.

    Full description at Econpapers || Download paper

  34. CENTRAL BANK INDEPENDENCE AND PRICE STABILITY UNDER ALTERNATIVE POLITICAL REGIMES: A GLOBAL EVIDENCE. (2022). Opuala-Charles, Silva ; Udeaja, Elias A ; Salisu, Afees A.
    In: Bulletin of Monetary Economics and Banking.
    RePEc:idn:journl:v:25:y:2022:i:2b:p:155-172.

    Full description at Econpapers || Download paper

  35. Evaluating the Liquidity Response of South African Exchange-Traded Funds to Country Risk Effects. (2022). Kunjal, Damien.
    In: Economies.
    RePEc:gam:jecomi:v:10:y:2022:i:6:p:130-:d:830998.

    Full description at Econpapers || Download paper

  36. Good oil volatility, bad oil volatility, and stock return predictability. (2022). Wang, Yudong ; Xiao, Jihong.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:80:y:2022:i:c:p:953-966.

    Full description at Econpapers || Download paper

  37. Impact of energy intensity, green economy and blue economy to achieve sustainable economic growth in GCC countries: Does Saudi Vision 2030 matters to GCC countries. (2022). Sarwar, Suleman.
    In: Renewable Energy.
    RePEc:eee:renene:v:191:y:2022:i:c:p:30-46.

    Full description at Econpapers || Download paper

  38. Asymmetric impacts of natural resources on ecological footprints: Exploring the role of economic growth, FDI and renewable energy in G-11 countries. (2022). Yang, Xiaodong ; Mehmood, Usman ; Guan, Weimin ; Sun, Yunpeng.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s030142072200469x.

    Full description at Econpapers || Download paper

  39. Do exchange rate and inflation rate matter in the cyclicality of oil price and stock returns?. (2022). Philips, Abiodun S ; Akinseye, Ademola B ; Oduyemi, Gabriel O.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003270.

    Full description at Econpapers || Download paper

  40. Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network. (2022). Dolatabadi, Ali ; Doudkanlou, Mohammad Ghasemi ; Rashidi, Muhammad Mahdi ; Adekoya, Oluwasegun Babatunde ; Asl, Mahdi Ghaemi.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002264.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  43. How the price dynamics of energy resources and precious metals interact with conventional and Islamic Stocks: Fresh insight from dynamic ARDL approach. (2022). Ozturk, Ilhan ; Sharif, Arshian ; Ashraf, Muhammad Sajjad ; Khan, Muhammad Kamran ; Sarwat, Salman ; Godil, Danish Iqbal.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004785.

    Full description at Econpapers || Download paper

  44. The quantile dependence of the stock returns of “clean” and “dirty” firms on oil demand and supply shocks. (2022). Kassouri, Yacouba ; Altinta, Halil.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851321000714.

    Full description at Econpapers || Download paper

  45. In search of a rational foundation for the massive IT boom in the Australian banking industry: Can the IT boom really drive relationship banking?. (2022). Gangopadhyay, Partha ; Bakry, Walid ; Jain, Siddharth.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001132.

    Full description at Econpapers || Download paper

  46. Oil price uncertainty and stock price crash risk: Evidence from China. (2022). Wen, Fenghua ; Li, Yang ; Chen, Xian ; Xiao, Jihong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002778.

    Full description at Econpapers || Download paper

  47. Boom-bust cycles in oil consumption: The role of explosive bubbles and asymmetric adjustments. (2022). Kassouri, Yacouba.
    In: Energy Economics.
    RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322001785.

    Full description at Econpapers || Download paper

  48. Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis. (2022). Zhang, Feipeng ; Li, Rong ; Yuan, DI.
    In: Energy Economics.
    RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001487.

    Full description at Econpapers || Download paper

  49. The banking instability and climate change: Evidence from China. (2022). Lu, Li Ping ; Zhang, Shuai.
    In: Energy Economics.
    RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321006253.

    Full description at Econpapers || Download paper

  50. Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks?. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002163.

    Full description at Econpapers || Download paper

  51. COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:74:y:2022:i:c:p:702-715.

    Full description at Econpapers || Download paper

  52. Oil price dynamics and firms stock returns in the Nigeria stock market. (2022). Akachukwu, Stanley Uche.
    In: African Development Review.
    RePEc:bla:afrdev:v:34:y:2022:i:4:p:472-486.

    Full description at Econpapers || Download paper

  53. .

    Full description at Econpapers || Download paper

  54. Examining the effectiveness of low-carbon strategies in South Asian countries: the case of energy efficiency and renewable energy. (2021). Ojha, Raj Kumar ; Mahapatra, Bamadev ; Irfan, Mohd.
    In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development.
    RePEc:spr:endesu:v:23:y:2021:i:8:d:10.1007_s10668-020-01150-w.

    Full description at Econpapers || Download paper

  55. The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model. (2021). Salisu, Afees ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:202160.

    Full description at Econpapers || Download paper

  56. Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals. (2021). Salisu, Afees ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:202144.

    Full description at Econpapers || Download paper

  57. Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks. (2021). Salisu, Afees ; Pierdzioch, Christian ; Gupta, Rangan.
    In: Working Papers.
    RePEc:pre:wpaper:202127.

    Full description at Econpapers || Download paper

  58. Forecasting Oil Price over 150 Years: The Role of Tail Risks. (2021). Salisu, Afees ; Ji, Qiang ; Gupta, Rangan.
    In: Working Papers.
    RePEc:pre:wpaper:202120.

    Full description at Econpapers || Download paper

  59. Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data. (2021). Salisu, Afees ; Ogbonna, Ahamuefula ; Gupta, Rangan.
    In: Working Papers.
    RePEc:pre:wpaper:202117.

    Full description at Econpapers || Download paper

  60. COVID-19 related uncertainty, investor sentiment and stock returns in India. (2021). Mandal, Sabuj Kumar ; Sinha, Apra .
    In: MPRA Paper.
    RePEc:pra:mprapa:109549.

    Full description at Econpapers || Download paper

  61. Ratchet Effect in Import Prices – Inflation Rate Nexus. (2021). Orekoya, Samuel ; Oloko, Tirimisiyu F ; Oyinlola, Mutiu A.
    In: Economic Alternatives.
    RePEc:nwe:eajour:y:2021:i:3:p:335-354.

    Full description at Econpapers || Download paper

  62. Impact of Investment in Tourism Infrastructure Development on Attracting International Visitors: A Nonlinear Panel ARDL Approach Using Vietnam’s Data. (2021). Nguyen, Quang Hai.
    In: Economies.
    RePEc:gam:jecomi:v:9:y:2021:i:3:p:131-:d:635517.

    Full description at Econpapers || Download paper

  63. Oil price, exchange rate and stock price in Nigeria: Fresh insights based on quantile ARDL model. (2021). Effiom, Lionel ; Uche, Emmanuel.
    In: ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT.
    RePEc:fan:efeefe:v:html10.3280/efe2021-001004.

    Full description at Econpapers || Download paper

  64. The behavior of exchange rate and stock returns in high and low interest rate environments. (2021). Salisu, Afees ; Vo, Xuan Vinh.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:74:y:2021:i:c:p:138-149.

    Full description at Econpapers || Download paper

  65. The asymmetric effects of changes in price and income on renewable and nonrenewable energy. (2021). Tatolu, Ferda Yerdelen ; En, Huseyin.
    In: Renewable Energy.
    RePEc:eee:renene:v:178:y:2021:i:c:p:144-152.

    Full description at Econpapers || Download paper

  66. Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic. (2021). Owusu Junior, Peterson ; Adam, Anokye M ; Boateng, Ebenezer.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003986.

    Full description at Econpapers || Download paper

  67. Commodity prices and economic growth in commodity-dependent countries: New evidence from nonlinear and asymmetric analysis. (2021). ben Slimane, Sarra ; ben Tahar, Moez ; Houfi, Mohamed Ali.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100060x.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  69. Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach. (2021). Salisu, Afees ; GUPTA, RANGAN.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:48:y:2021:i:c:s1044028319303503.

    Full description at Econpapers || Download paper

  70. Firm-specific news and the predictability of Consumer stocks in Vietnam. (2021). Salisu, Afees ; Vo, Xuan Vinh.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316159.

    Full description at Econpapers || Download paper

  71. Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies. (2021). Chen, Jinyu ; Zhu, Xuehong ; Liao, Jianhui.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001563.

    Full description at Econpapers || Download paper

  72. Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions. (2021). Klein, Tony ; Alqahtani, Abdullah.
    In: Energy.
    RePEc:eee:energy:v:236:y:2021:i:c:s0360544221017898.

    Full description at Econpapers || Download paper

  73. Asymmetric impacts of energy efficiency on carbon emissions: A comparative analysis between developed and developing economies. (2021). Irfan, Mohd ; Mahapatra, Bamadev.
    In: Energy.
    RePEc:eee:energy:v:227:y:2021:i:c:s0360544221007349.

    Full description at Econpapers || Download paper

  74. Sector-by-sector non-renewable energy consumption shocks and manufacturing performance in the U.S.: Analysis of the asymmetric issue with nonlinear ARDL and the role of structural breaks. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Ogunnusi, Timilehin P.
    In: Energy.
    RePEc:eee:energy:v:222:y:2021:i:c:s0360544221001961.

    Full description at Econpapers || Download paper

  75. The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US. (2021). Fatemian, Farhad ; You, Wanhai ; Li, Yehua ; Guo, Yawei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001031.

    Full description at Econpapers || Download paper

  76. The nexus, downside risk and asset allocation between oil and Islamic stock markets: A cross-country analysis. (2021). Hadhri, Sinda.
    In: Energy Economics.
    RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003364.

    Full description at Econpapers || Download paper

  77. The asymmetric effect of crude oil prices on stock prices in major international financial markets. (2021). Liu, Yan ; Jiang, Wei.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302382.

    Full description at Econpapers || Download paper

  78. Human capital, innovation, and inclusive growth in sub-Saharan African Region. (2021). Adedeji, Abdulfatai ; Onitekun, Olumide ; Oyinlola, Mutiu A.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:72:y:2021:i:c:p:609-625.

    Full description at Econpapers || Download paper

  79. A new look at the oil price-exchange rate nexus: Asymmetric evidence from selected OPEC member countries. (2021). Baek, Jungho.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:70:y:2021:i:c:p:172-181.

    Full description at Econpapers || Download paper

  80. The nexus between financial inclusion and economic development: Comparison of old and new EU member countries. (2021). TAGHIZADEH-HESARY, Farhad ; Paramati, Sudharshan Reddy ; Kale, Seenaiah ; Huang, Ruixian.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:69:y:2021:i:c:p:1-15.

    Full description at Econpapers || Download paper

  81. On the asymmetric effects of changes in crude oil prices on economic growth: New evidence from Chinas 31 provinces. (2021). Baek, Jungho ; Nam, Soojoong ; Lu, Guimin.
    In: Australian Economic Papers.
    RePEc:bla:ausecp:v:60:y:2021:i:2:p:328-360.

    Full description at Econpapers || Download paper

  82. Testing the Asymmetric Response of China’s Stock Returns to Oil Price Dynamics - Does Fear of COVID-19 Matter?. (2021). Owuru, Joel Ede.
    In: Asian Economics Letters.
    RePEc:ayb:jrnael:43.

    Full description at Econpapers || Download paper

  83. A REVIEW ON THE RELATIONSHIP BETWEEN OIL PRICES AND STOCK PRICES IN TURKEY: NEW EVIDENCES FROM FOURIER APPROACH. (2021). Songur, Mehmet.
    In: Journal of Research in Economics, Politics & Finance.
    RePEc:ahs:journl:v:6:y:2021:i:1:p:101-111.

    Full description at Econpapers || Download paper

  84. Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators. (2020). tule, moses ; Salisu, Afees ; Chiemeke, Charles .
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:18:y:2020:i:1:d:10.1007_s40953-019-00178-8.

    Full description at Econpapers || Download paper

  85. Effects of Climate Change on Economic Growth: Evidence from 20 Biggest Economies of the World. (2020). Yalcinkaya, Omer ; Kadanali, Esra.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2020:i:3:p:93-118.

    Full description at Econpapers || Download paper

  86. Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century. (2020). Salisu, Afees ; GUPTA, RANGAN ; Isah, Kazeem ; Cunado, Juncal.
    In: Working Papers.
    RePEc:pre:wpaper:202064.

    Full description at Econpapers || Download paper

  87. The behaviour of U.S. stocks to financial and health risks. (2020). Raheem, Ibrahim ; Salissu, Afees ; Eigbiremolen, Godstime.
    In: MPRA Paper.
    RePEc:pra:mprapa:105354.

    Full description at Econpapers || Download paper

  88. Oil Export Revenue and Exchange Rate: An Investigation of Asymmetric Effects on Households’ Consumption Expenditure in Nigeria. (2020). Akpa, Emeka ; Obiakor, Rowland ; Oseni, Isiaq ; Okwu, Andy.
    In: MPRA Paper.
    RePEc:pra:mprapa:102080.

    Full description at Econpapers || Download paper

  89. Dynamic Interrelationship and Volatility Spillover among Sustainability Stock Markets, Major European Conventional Indices, and International Crude Oil. (2020). Bein, Murad ; Maraqa, Basel.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:9:p:3908-:d:356369.

    Full description at Econpapers || Download paper

  90. Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results. (2020). Salisu, Afees ; Usman, Nuruddeen ; Ebuh, Godday U.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:69:y:2020:i:c:p:280-294.

    Full description at Econpapers || Download paper

  91. Time-varying linkages among gold, stocks, bonds and real estate. (2020). Yunus, Nafeesa.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:77:y:2020:i:c:p:165-185.

    Full description at Econpapers || Download paper

  92. Asymmetric causality between stock returns and usual hedges: An industry-level analysis. (2020). Bahmani-Oskooee, Mohsen ; Hadzic, Muris ; Ghodsi, Seyed Hesam.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300074.

    Full description at Econpapers || Download paper

  93. Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns. (2020). Onwuka, Kevin O ; Urom, Christian ; Yuni, Denis N ; Uma, Kalu E.
    In: International Economics.
    RePEc:eee:inteco:v:161:y:2020:i:c:p:10-29.

    Full description at Econpapers || Download paper

  94. The relationship between oil and financial markets in emerging economies: The significant role of Kazakhstan as the oil exporting country. (2020). Gözgör, Giray ; Marco, Chi Keung ; Semeyutin, Artur ; Li, Haiping.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319301424.

    Full description at Econpapers || Download paper

  95. Predicting stock returns in the presence of COVID-19 pandemic: The role of health news. (2020). Vo, Xuan Vinh ; Salisu, Afees.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301903.

    Full description at Econpapers || Download paper

  96. The impact of shale gas development on the U.S economy: Evidence from a quantile autoregressive distributed lag model. (2020). solarin, sakiru ; Bello, Mufutau.
    In: Energy.
    RePEc:eee:energy:v:205:y:2020:i:c:s0360544220311117.

    Full description at Econpapers || Download paper

  97. Volatility spillovers for energy prices: A diagonal BEKK approach. (2020). Faghihian, Fatemeh ; Ghoddusi, Hamed ; Zolfaghari, Mehdi.
    In: Energy Economics.
    RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303054.

    Full description at Econpapers || Download paper

  98. Frequency dynamics of volatility spillovers among crude oil and international stock markets: The role of the interest rate. (2020). Wang, Xunxiao.
    In: Energy Economics.
    RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302401.

    Full description at Econpapers || Download paper

  99. The heterogeneous behaviour of the inflation hedging property of cocoa. (2020). Salisu, Afees ; Oloko, Tirimisiyu ; Adediran, Idris ; Ohemeng, William.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303535.

    Full description at Econpapers || Download paper

  100. The COVID-19 global fear index and the predictability of commodity price returns. (2020). Salisu, Afees ; Raheem, Ibrahim ; Akanni, Lateef.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020302136.

    Full description at Econpapers || Download paper

  101. The Relationship Between the Returns and Volatility of Stock and Oil Markets in the Last Two Decades: Evidence from Saudi Arabia. (2020). Alsharif, Mohammad.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2020-04-1.

    Full description at Econpapers || Download paper

  102. Testing the Robustness of Public Spending Determinants on Public Spending Decisions in Nigeria. (2019). Aladejare, Samson Adeniyi.
    In: International Economic Journal.
    RePEc:taf:intecj:v:33:y:2019:i:1:p:65-87.

    Full description at Econpapers || Download paper

  103. A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data. (2019). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201978.

    Full description at Econpapers || Download paper

  104. How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch. (2019). Salisu, Afees ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201946.

    Full description at Econpapers || Download paper

  105. What is new? The role of asymmetry and breaks in oil price–output growth volatility nexus. (2019). Raheem, Ibrahim ; Olabisi, Nafisat.
    In: MPRA Paper.
    RePEc:pra:mprapa:105361.

    Full description at Econpapers || Download paper

  106. Asymmetric impact of oil prices on stock returns in Shanghai stock exchange: Evidence from asymmetric ARDL model. (2019). Khan, Muhammad Imran ; Teng, Jian-Zhou.
    In: PLOS ONE.
    RePEc:plo:pone00:0218289.

    Full description at Econpapers || Download paper

  107. Oil Price Shocks and Unemployment Rate: New Evidence from the MENA Region. (2019). Farzanegan, Mohammad Reza ; Cheratian, Iman ; Goltabar, Saleh.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201931.

    Full description at Econpapers || Download paper

  108. Nonlinear Relationships between Oil Prices and Implied Volatilities: Providing More Valuable Information. (2019). Tsai, Wei ; Liang, Chin-Chia ; Lin, Jeng-Bau.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:14:p:3906-:d:249371.

    Full description at Econpapers || Download paper

  109. On the Linkage between the Energy Market and Stock Returns: Evidence from Romania. (2019). Joldeș, Camelia ; Gherghina, Ştefan ; armeanu, dan.
    In: Energies.
    RePEc:gam:jeners:v:12:y:2019:i:8:p:1463-:d:223779.

    Full description at Econpapers || Download paper

  110. Analysis of Oil Price Effect on Economic Growth of ASEAN Net Oil Exporters. (2019). Mohd, Niaz Ahmad ; Kriskkumar, Karunanithi.
    In: Energies.
    RePEc:gam:jeners:v:12:y:2019:i:17:p:3343-:d:262290.

    Full description at Econpapers || Download paper

  111. A sectoral analysis of asymmetric nexus between oil price and stock returns. (2019). Salisu, Afees ; Raheem, Ibrahim ; Ndako, Umar.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:61:y:2019:i:c:p:241-259.

    Full description at Econpapers || Download paper

  112. Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach. (2019). Mokni, Khaled ; Youssef, Manel .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:72:y:2019:i:c:p:14-33.

    Full description at Econpapers || Download paper

  113. Testing the predictability of commodity prices in stock returns of G7 countries: Evidence from a new approach. (2019). Salisu, Afees ; Raheem, Ibrahim D ; Isah, Kazeem O.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:64:y:2019:i:c:s030142071930399x.

    Full description at Econpapers || Download paper

  114. Assessing the inflation hedging of gold and palladium in OECD countries. (2019). Salisu, Afees ; Oloko, Tirimisiyu ; Ndako, Umar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:357-377.

    Full description at Econpapers || Download paper

  115. Does oil prices impede Islamic stock indices? Fresh insights from wavelet-based quantile-on-quantile approach. (2019). Mishra, Shekhar ; Meo, Muhammad Saeed ; Sharif, Arshian ; Rehman, Syed Abdul ; Khuntia, Sashikanta.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:292-304.

    Full description at Econpapers || Download paper

  116. United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD. (2019). Salisu, Afees.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:28:y:2019:i:c:p:343-347.

    Full description at Econpapers || Download paper

  117. Another look at the energy-growth nexus: New insights from MIDAS regressions. (2019). Salisu, Afees ; Ogbonna, Ahamuefula.
    In: Energy.
    RePEc:eee:energy:v:174:y:2019:i:c:p:69-84.

    Full description at Econpapers || Download paper

  118. The asymmetric linkage between energy use and economic growth in selected African countries: Evidence from a nonlinear panel autoregressive distributed lag model. (2019). Kouton, Jeffrey.
    In: Energy Economics.
    RePEc:eee:eneeco:v:83:y:2019:i:c:p:475-490.

    Full description at Econpapers || Download paper

  119. Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach. (2019). Hu, Chunyan ; Xiao, Jihong ; Wen, Fenghua ; Ouyang, Guangda.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:297-309.

    Full description at Econpapers || Download paper

  120. Oil price shocks and Chinese banking performance: Do country risks matter?. (2019). Lee, Chien-Chiang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:77:y:2019:i:c:p:46-53.

    Full description at Econpapers || Download paper

  121. Improving the predictability of stock returns with Bitcoin prices. (2019). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:857-867.

    Full description at Econpapers || Download paper

  122. Oil price and Gulf Corporation Council stock indices: New evidence from time-varying copula models. (2019). Vosgha, Hamed ; Fenech, Jean-Pierre.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:77:y:2019:i:c:p:81-91.

    Full description at Econpapers || Download paper

  123. 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

  124. Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables. (2019). Salisu, Afees ; Oloko, Tirimisiyu F ; Swaray, Raymond.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:76:y:2019:i:c:p:153-171.

    Full description at Econpapers || Download paper

  125. Asymmetric causality between oil price and stock returns:A sectoral analysis. (2019). Bahmani-Oskooee, Mohsen ; Ghodsi, Seyed Hesam ; Hadzic, Muris.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:63:y:2019:i:c:p:165-174.

    Full description at Econpapers || Download paper

  126. 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

  127. A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus. (2018). Salisu, Afees ; Swaray, Raymond.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:37:y:2018:i:c:p:199-218.

    Full description at Econpapers || Download paper

  128. 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

  129. Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index. (2018). Xiao, Jihong ; Wen, Fenghua ; Zhou, Min.
    In: Energy Economics.
    RePEc:eee:eneeco:v:74:y:2018:i:c:p:777-786.

    Full description at Econpapers || Download paper

  130. How (a)symmetric is the response of import demand to changes in its determinants? Evidence from European energy imports. (2018). Zeidan, Rodrigo ; Fedoseeva, Svetlana.
    In: Energy Economics.
    RePEc:eee:eneeco:v:69:y:2018:i:c:p:379-394.

    Full description at Econpapers || Download paper

  131. Exchange rate volatility and Indias cross-border trade: A pooled mean group and nonlinear cointegration approach. (2018). Sharma, Chandan ; Pal, Debdatta.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:74:y:2018:i:c:p:230-246.

    Full description at Econpapers || Download paper

  132. Modelling stock price–exchange rate nexus in OECD countries: A new perspective. (2018). Salisu, Afees ; Ndako, Umar.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:74:y:2018:i:c:p:105-123.

    Full description at Econpapers || Download paper

  133. Predicting US inflation: Evidence from a new approach. (2018). Salisu, Afees ; Isah, Kazeem.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:71:y:2018:i:c:p:134-158.

    Full description at Econpapers || Download paper

  134. Predicting the stock prices of G7 countries with Bitcoin prices. (2018). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef.
    In: Working Papers.
    RePEc:cui:wpaper:0054.

    Full description at Econpapers || Download paper

  135. You are what you eat: The role of oil price in Nigeria inflation forecast. (2018). tule, moses ; Salisu, Afees ; Chimeke, Charles.
    In: Working Papers.
    RePEc:cui:wpaper:0040.

    Full description at Econpapers || Download paper

  136. Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin.
    In: The Energy Journal.
    RePEc:aen:journl:ej39-5-filis.

    Full description at Econpapers || Download paper

  137. Testing for asymmetries in the predictive model for oil price-inflation nexus. (2017). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-17-00609.

    Full description at Econpapers || Download paper

  138. Predicting US Inflation: Evidence from a New Approach. (2017). Salisu, Afees ; Isah, Kazeem.
    In: Working Papers.
    RePEc:cui:wpaper:0039.

    Full description at Econpapers || Download paper

  139. Modelling stock price-exchange rate nexus in OECD countries - A new perspective. (2017). Salisu, Afees ; Ndako, Umar.
    In: Working Papers.
    RePEc:cui:wpaper:0038.

    Full description at Econpapers || Download paper

  140. Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models. (2017). Salisu, Afees ; Ogbonna, Ahamuefula.
    In: Working Papers.
    RePEc:cui:wpaper:0035.

    Full description at Econpapers || Download paper

  141. A sectoral analysis of asymmetric nexus between oil and stock. (2017). Salisu, Afees ; Ndako, Umar ; Raheem, Ibrahim D.
    In: Working Papers.
    RePEc:cui:wpaper:0033.

    Full description at Econpapers || Download paper

  142. A new look at the stock price-exchange rate nexus. (2017). Salisu, Afees ; Ndako, Umar.
    In: Working Papers.
    RePEc:cui:wpaper:0031.

    Full description at Econpapers || Download paper

  143. Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets. (2017). Salisu, Afees ; Oyewole, Oluwatomisin ; fasanya, Ismail.
    In: Working Papers.
    RePEc:cui:wpaper:0030.

    Full description at Econpapers || Download paper

  144. Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity. (2017). Salisu, Afees ; Isah, Kazeem.
    In: Working Papers.
    RePEc:cui:wpaper:0026.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Alagidede, P. ; Panagiotidis, T. Stock returns and inflation: evidence from quantile regressions. 2012 Econ. Lett.. 117 283-286

  2. Aloui, C. ; Nguyen, D.K. ; Njeh, H. Assessing the impacts of oil price fluctuations on stock returns in emerging markets. 2012 Econ. Model.. 29 2686-2695

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

  4. Arellano, M. ; Bond, S. Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. 1991 Rev. Econ. Stud.. 58 277-297

  5. Arouri, M.E. ; Lahiani, A. ; Nguyen, D.K. Return and volatility transmission between world oil prices and stock markets of the GCC countries. 2011 Econ. Model.. 28 1815-1825

  6. Asteriou, D. ; Bashmakova, Y. Assessing the impact of oil returns on emerging stock markets: a panel data approach for ten Central and Eastern European Countries. 2013 Energy Econ.. 38 204-211

  7. Balke, N.S. ; Stephen, P.B. ; Mine, K.Y. Oil price shocks and the U.S. Economy: where does the asymmetry originate?. 2002 Energy J.. 23 27-52
    Paper not yet in RePEc: Add citation now
  8. Basher, S. ; Haug, A. ; Sadorsky, P. Oil prices, exchange rates and emerging stock markets. 2012 Energy Econ.. 34 227-240

  9. Bjørnland, H.C. Oil price shocks and stock market booms in an oil exporting country. 2009 Scott. J. Political Econ.. 56 232-254

  10. Blackburne, E.F. ; Frank, M.W. Estimation of nonstationary heterogeneous panels. 2007 Stata J.. 7 197-208

  11. Bouri, E. Oil volatility shocks and the stock markets of oil-importing MENA economies: a tale from the financial crisis. 2015 Energy Econ.. 51 590-598

  12. Bouri, E. ; Awartani, B. ; Maghyereh, A. Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010. 2016 Energy Econ.. 56 205-214

  13. Breitung, J. The local power of some unit root tests for panel data. 2000 En : Baltagi, B.H. Nonstationary Panels, Panel Cointegration and Dynamic Panels. Elsevier: Amsterdam
    Paper not yet in RePEc: Add citation now
  14. Campbell, J.Y. ; Thompson, S.B. Predicting the equity premium out of sample: can anything beat the historical average?. 2008 Rev. Financ. Stud.. 21 1509-1531

  15. Chang, K. ; Yu, S. Does crude oil price play an important role in explaining stock return behavior?. 2013 Energy Econ.. 39 159-168

  16. Cong, R.G. ; Wei, Y.M. ; Jiao, J.L. ; Fan, Y. Relationships between oil price shocks and stock market: an empirical analysis from China. 2008 Energy Policy. 36 3544-3553

  17. Cunado, J. ; Gracia, F. Oil price shocks and stock market returns: evidence for some European countries. 2014 Energy Econ.. 42 365-377

  18. Ding, H. ; Kim, H. ; Park, S. Crude oil and stock markets: causal relationships in tails?. 2016 Energy Econ.. 59 58-69

  19. Fang, C. ; You, S. The impact of oil prices hocks on the large emerging countries' stock prices: evidence from China, India and Russia. 2014 Int. Rev. Econ. Financ.. 29 330-338

  20. Fayyad, A. ; Daly, K. The impact of oil price shocks on stock market returns: comparing GCC countries with the UK and USA. 2011 Emerg. Mark. Rev.. 12 61-78

  21. Ferderer, J. Oil price volatility and macroeconomic. 1996 J. Macroecon.. 18 1-26

  22. 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

  23. Guesmi, K. ; Fattoum, S. Return and volatility transmission between oil prices and oil-exporting and oil-importing countries. 2014 Econ. Model.. 38 305-310

  24. Gupta, K. Oil price shocks, competition, and oil and gas stock returns-global evidence. 2016 Energy Econ.. -

  25. Hadri, K. Testing for stationarity in heterogeneous panel data. 2000 Econ. J.. 3 148-161

  26. Harris, R.D. ; Tzavalis, E. Inference for unit roots in dynamic panels where the time dimension is fixed. 1999 J. Econ.. 91 201-226

  27. Hooker, M.A. Are oil shocks inflationary? Asymmetric and nonlinear specifications versus changes in regime. 2002 J. Money Credit Bank.. 34 540-561

  28. Huang, R. ; Masulis, R. ; Stoll, H. Energy shocks and financial markets. 1996 J. Futur. Mark.. 16 1-17

  29. Huang, S. ; An, H. ; Gao, X. ; Sun, X. Do oil price asymmetric effects on the stock market persist in multiple time horizons?. 2017 Appl. Energy. 185 1799-1808

  30. Im, K.S. ; Pesaran, M.H. ; Shin, Y. Testing for unit roots in heterogeneous panels. 2003 J. Econo.. 115 53-74

  31. Jimenez-Rodriguez, R. ; Sanchez, M. Oil price shocks and real GDP growth, empirical evidence for some OECD countries. 2005 Appl. Econ.. 37 201-228

  32. Jones, C. ; Kaul, G. Oil and the stock markets. 1996 J. Financ.. 51 463-491

  33. Jouini, J. Return and volatility interaction between oil prices and stock markets in Saudi Arabia. 2013 J. Policy Model.. 35 1124-1144

  34. Jouini, J. ; Harrathi, N. Revisiting the shock and volatility transmissions among GCC stock and oil markets: a further investigation. 2014 Econ. Model.. 38 486-494

  35. Kang, W. ; Ratti, R.A. ; Vespignaniet, J. The impact of oil price shocks on the U.S. stock market: a note on the roles of U.S. and non-U.S. oil production. 2016 Econ. Lett.. 145 176-181

  36. Kilian, L. ; Park, C. The impact of oil price shocks on the U.S. stock market. 2007 Int. Econ. Rev.. 50 1267-1287
    Paper not yet in RePEc: Add citation now
  37. Le, T. ; Chang, Y. Effects of oil price shocks on the stock market performance: do nature of shocks and economies matter?. 2015 Energy Econ.. 51 261-274

  38. LeBlanc, M. ; Chinn, D.M. Do high oil prices presage inflation? The evidence from G5 countries. 2004 Bus. Econ.. 34 38-48

  39. Lee, C. ; Zeng, J. The impact of oil price shocks on stock market activities: asymmetric effect with quantile regression. 2011 Math. Comput. Simul.. 81 1910-1920

  40. Levin, A. ; Lin, C.F. ; Chu, C.S.J. Unit root tests in panel data: asymptotic and finite sample properties. 2002 J. Econ.. 108 1-24

  41. Li, Q. ; Cheng, K. ; Yang, Z. Response pattern of stock returns to international oil price shocks: from the perspective of China's oil industrial chain. 2017 Appl. Energy. -

  42. Maddala, G.S. ; Wu, S. A comparative study of unit root tests with panel data and a new simple test. 1999 Oxf. Bull. Econ. Stat.. 61 631-652

  43. Martín-Barragán, B. ; Ramos, S.B. ; Veiga, H. Correlations between oil and stock markets: a wavelet-based approach. 2015 Econ. Model.. 50 212-227

  44. Narayan, P.K. ; Gupta, R. Has oil price predicted stock returns for over a century?. 2014 Energy Econ.. 48 18-23

  45. Nusair, S.A. The effects of oil price shock s on the economies of the Gulf Co-operation Council countries: nonlinear analysis. 2016 Energy Policy. 91 256-267

  46. Pesaran, M.H. A simple panel unit root test in the presence of cross-section dependence. 2007 J. Appl. Econ.. 22 265-312

  47. Rafailidis, P. ; Katrakilidis, C. The relationship between oil prices and stock prices: a nonlinear asymmetric cointegration approach. 2014 Appl. Financ. Econ.. 24 793-800

  48. Rapach, D.E. ; Strauss, J.K. ; Zhou, G. Out-of-sample equity premium prediction: combination forecasts and links to the real economy. 2010 Rev. Financ. Stud.. 23 821-862

  49. Reboredo, J. ; Ugolini, A. Quantile dependence of oil price movements and stock returns. 2016 Energy Econ.. 54 33-49

  50. Reboredo, J.C. ; Rivera-Castro, M.A. A wavelet decomposition approach to crude oil price and exchange rate dependence. 2013 Econ. Model.. 32 42-57

  51. Reboredo, J.C. ; Rivera-Castro, M.A. Wavelet-based evidence of the impact of oil prices on stock returns. 2014 Int. Rev. Econ. Financ.. 29 145-176

  52. Sadorsky, P. Oil price shocks and stock market activity. 1999 Energy Econ.. 21 449-469

  53. Salisu, A.A. ; Isah, K.O. ; Oyewole, O.J. ; Akanni, L.O. Modelling oil price-inflation nexus: the role of asymmetries. 2017 Energy. 125 97-106

  54. Shin, Y., Yu, B., Greenwood-Nimmo, M., 2014. Modelling asymmetric cointegration and dynamic multipliers in an ARDL framework. In: Horrace, W.C.
    Paper not yet in RePEc: Add citation now
  55. Soucek, M. ; Todorova, N. Economic significance of oil price changes on Russian and Chinese stock markets. 2013 Appl. Financ. Econ.. 23 561-571

  56. Wan, W.P. Country resource environments, firm capabilities, and corporate diversification strategies. 2007 J. Manag. Stud.. 42 161-182
    Paper not yet in RePEc: Add citation now
  57. 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

  58. Welch, I. ; Goyal, A. A comprehensive look at the empirical performance of equity premium prediction. 2008 Rev. Financ. Stud.. 21 145-1508

  59. Zhu, H. ; Li, R. ; Li, S. Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns. 2014 Int. Rev. Econ. Financ.. 29 208-223

Cocites

Documents in RePEc which have cited the same bibliography

  1. Dynamic inflation hedging performance and downside risk: A comparison between Islamic and conventional stock indices. (2023). Selmi, Refk ; kasmaoui, kamal ; Deisting, Florent ; Wohar, Mark.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:91:y:2023:i:c:p:56-67.

    Full description at Econpapers || Download paper

  2. Relationship between stock returns and inflation: New evidence from the US using wavelet and causality methods. (2022). Tiwari, Aviral ; Roubaud, David ; Awodumi, Olabanji B ; Adewuyi, Adeolu O.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4515-4540.

    Full description at Econpapers || Download paper

  3. Corruption and equity market performance: International comparative evidence. (2020). , Walid.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930575x.

    Full description at Econpapers || Download paper

  4. The puzzling relationship between stocks return and inflation: a review article. (2019). Asgari, Mohsen ; Madadpour, Somayeh.
    In: International Review of Economics.
    RePEc:spr:inrvec:v:66:y:2019:i:2:d:10.1007_s12232-019-00317-w.

    Full description at Econpapers || Download paper

  5. Stock returns and inflation: a tale of two periods in India. (2019). Dar, Arif ; Bhanja, Niyati.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:52:y:2019:i:4:d:10.1007_s10644-018-9231-z.

    Full description at Econpapers || Download paper

  6. Does oil prices impede Islamic stock indices? Fresh insights from wavelet-based quantile-on-quantile approach. (2019). Mishra, Shekhar ; Meo, Muhammad Saeed ; Sharif, Arshian ; Rehman, Syed Abdul ; Khuntia, Sashikanta.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:292-304.

    Full description at Econpapers || Download paper

  7. Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data. (2019). Mikutowski, Mateusz ; Umar, Zaghum ; Zaremba, Adam.
    In: Economics Letters.
    RePEc:eee:ecolet:v:181:y:2019:i:c:p:90-94.

    Full description at Econpapers || Download paper

  8. Temporary price trends in the stock market with rational agents. (2018). Ichkitidze, Yuri .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:68:y:2018:i:c:p:103-117.

    Full description at Econpapers || Download paper

  9. The impact of oil price volatility on net-oil exporter and importer countries’ stock markets. (2017). Yelkenci, Tezer ; Tun, Goke ; Aydoan, Berna.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:7:y:2017:i:2:d:10.1007_s40822-017-0065-1.

    Full description at Econpapers || Download paper

  10. Construction of Commodity Portfolio and Its Hedge Effectiveness Gauging – Revisiting DCC Models. (2017). Mirovic, Vera ; Njegic, Jovan ; Zivkov, Dejan.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:67:y:2017:i:5:p:396-422.

    Full description at Econpapers || Download paper

  11. Time-varying impacts of demand and supply oil shocks on correlations between crude oil prices and stock markets indices. (2017). Nadal, Raquel ; Lucena, Andre ; Szklo, Alexandre.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:1011-1020.

    Full description at Econpapers || Download paper

  12. The behaviour of asset return and volatility spillovers in Turkey: A tale of two crises. (2017). Berke, Burcu ; Bajo-Rubio, Oscar ; McMillan, David.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:41:y:2017:i:c:p:577-589.

    Full description at Econpapers || Download paper

  13. Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries. (2017). Bouri, Elie ; Pavlova, Ivelina ; de Boyrie, Maria E.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:49:y:2017:i:c:p:155-165.

    Full description at Econpapers || Download paper

  14. Can stock market investors hedge energy risk? Evidence from Asia. (2017). Wagner, Niklas ; Szilagyi, Peter ; Batten, Jonathan ; Kinateder, Harald.
    In: Energy Economics.
    RePEc:eee:eneeco:v:66:y:2017:i:c:p:559-570.

    Full description at Econpapers || Download paper

  15. Financial contagion and volatility spillover: An exploration into Indian commodity derivative market. (2017). Sinha Roy, Saikat ; Sinharoy, Saikat.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:67:y:2017:i:c:p:368-380.

    Full description at Econpapers || Download paper

  16. Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach. (2017). Salisu, Afees ; Isah, Kazeem.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:66:y:2017:i:c:p:258-271.

    Full description at Econpapers || Download paper

  17. Stock price synchronicity to oil shocks across quantiles: Evidence from Chinese oil firms. (2017). Peng, Cheng ; You, Wanhai ; Jia, Xianghua ; Zhu, Huiming.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:61:y:2017:i:c:p:248-259.

    Full description at Econpapers || Download paper

  18. On the volatility transmission between oil and stock markets: a comparison of emerging importers and exporters. (2016). Demirer, Riza ; Bouri, Elie.
    In: Economia Politica: Journal of Analytical and Institutional Economics.
    RePEc:spr:epolit:v:33:y:2016:i:1:d:10.1007_s40888-016-0022-6.

    Full description at Econpapers || Download paper

  19. Hedging Inflation with Individual US stocks: A long-run portfolio analysis. (2016). Panagiotidis, Theodore ; Bampinas, Georgios.
    In: Working Paper series.
    RePEc:rim:rimwps:16-11.

    Full description at Econpapers || Download paper

  20. Intraday volatility interaction between the crude oil and equity markets. (2016). Sharma, Susan ; Narayan, Paresh ; Bach, Dinh Hoang.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:40:y:2016:i:c:p:1-13.

    Full description at Econpapers || Download paper

  21. 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.

    Full description at Econpapers || Download paper

  22. Hedging inflation with individual US stocks: A long-run portfolio analysis. (2016). Panagiotidis, Theodore ; Bampinas, Georgios.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:37:y:2016:i:c:p:374-392.

    Full description at Econpapers || Download paper

  23. Stock Market Volatility: Does Our Fundamentals Matter?. (2016). Lawal, Adedoyin ; Isola, Lawal Adedoyin .
    In: Economic Studies journal.
    RePEc:bas:econst:y:2016:i:3:p:33-42.

    Full description at Econpapers || Download paper

  24. Shocks and Stocks: A Bottom-up Assessment of the Relationship Between Oil Prices, Gasoline Prices and the Returns of Chinese Firms. (2016). Zhang, Dayong ; Broadstock, David ; David, Ying Fan .
    In: The Energy Journal.
    RePEc:aen:journl:ej37-si1-broadstock.

    Full description at Econpapers || Download paper

  25. Stock Returns, Inflation, and Real Activity in Developing Countries: A Markov-Switching Approach. (2015). Cifter, Atilla.
    In: Panoeconomicus.
    RePEc:voj:journl:v:62:y:2015:i:1:p:55-76.

    Full description at Econpapers || Download paper

  26. Quantile Regression-Based Probabilistic Estimation Scheme for Daily and Annual Suspended Sediment Loads. (2015). Shiau, Jenq-Tzong ; Chen, Ting-Ju.
    In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA).
    RePEc:spr:waterr:v:29:y:2015:i:8:p:2805-2818.

    Full description at Econpapers || Download paper

  27. Gold-oil prices co-movements and portfolio diversification implications. (2015). Chkili, Walid.
    In: MPRA Paper.
    RePEc:pra:mprapa:68110.

    Full description at Econpapers || Download paper

  28. Oil Prices and Stock Market: A Philippine Perspective. (2015). Di, Sheevun .
    In: Business and Economic Research.
    RePEc:mth:ber888:v:5:y:2015:i:2:p:122-135.

    Full description at Econpapers || Download paper

  29. 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

  30. 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

  31. Testing for asymmetric causality between U.S. equity returns and commodity futures returns. (2015). Sousa, Ricardo ; Nguyen, Duc Khuong ; Uddin, Gazi Salah.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:12:y:2015:i:c:p:38-47.

    Full description at Econpapers || Download paper

  32. Stock return forecasting: Some new evidence. (2015). Sharma, Susan ; Narayan, Paresh ; Phan, Dinh Hoang Bach, .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:40:y:2015:i:c:p:38-51.

    Full description at Econpapers || Download paper

  33. Oil prices and financial stress: A volatility spillover analysis. (2015). Soytas, Ugur ; Nazlioglu, Saban ; GUPTA, RANGAN.
    In: Energy Policy.
    RePEc:eee:enepol:v:82:y:2015:i:c:p:278-288.

    Full description at Econpapers || Download paper

  34. Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries. (2015). Khalifa, Ahmed ; Demirer, Riza ; Khalifa, Ahmed A. A., ; Jategaonkar, Shrikant P..
    In: Energy Economics.
    RePEc:eee:eneeco:v:49:y:2015:i:c:p:132-140.

    Full description at Econpapers || Download paper

  35. Gold–oil prices co-movements and portfolio diversification implications. (2015). Chkili, Walid.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-15-00444.

    Full description at Econpapers || Download paper

  36. All share price and inflation volatility in Nigeria. An application of the EGARCH model. (2015). Adedoyin, Lawal Isola ; Oloye, Martins I ; Awonusi, Frank .
    In: EuroEconomica.
    RePEc:dug:journl:y:2015:i:1:p:75-82.

    Full description at Econpapers || Download paper

  37. Oil shocks, policy uncertainty and stock returns in China. (2015). Ratti, Ronald ; Kang, Wensheng .
    In: The Economics of Transition.
    RePEc:bla:etrans:v:23:y:2015:i:4:p:657-676.

    Full description at Econpapers || Download paper

  38. Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; El Montasser, Ghassen ; Ajmi, Ahdi Noomen ; El-Montasser, Ghassen .
    In: Applied Economics.
    RePEc:taf:applec:v:46:y:2014:i:18:p:2167-2177.

    Full description at Econpapers || Download paper

  39. Causality in distribution between European stock markets and commodity prices: Using independence test based on the empirical copula. (2014). Wanat, Stanisław ; Papież, Monika ; Śmiech, Sławomir.
    In: MPRA Paper.
    RePEc:pra:mprapa:57706.

    Full description at Econpapers || Download paper

  40. Stock markets and energy prices. (2014). Basher, Syed ; Abul, Basher Syed .
    In: MPRA Paper.
    RePEc:pra:mprapa:53863.

    Full description at Econpapers || Download paper

  41. Responses of international stock markets to oil price surges: a regimeswitching perspective. (2014). Nguyen, Duc Khuong ; Jammazi, Rania.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-80.

    Full description at Econpapers || Download paper

  42. Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period. (2014). Nguyen, Duc Khuong ; El Montasser, Ghassen ; Ajmi, Ahdi Noomen ; Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-79.

    Full description at Econpapers || Download paper

  43. Asymmetric and nonlinear passthrough of crude oil prices to gasoline and natural gas prices. (2014). Atil, Ahmed .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-569.

    Full description at Econpapers || Download paper

  44. Instabilities in the relationships and hedging strategies between crude oil and US stock markets: do long memory and asymmetry matter?. (2014). Aloui, Chaker.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-549.

    Full description at Econpapers || Download paper

  45. Testing for asymmetric causality from U.S. equity returns to commodity futures returns. (2014). Uddin, Gazi Salah.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-545.

    Full description at Econpapers || Download paper

  46. The time scale behavior of oil-stock relationships: what we learn from the ASEAN-5 countries. (2014). Uddin, Gazi Salah.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-441.

    Full description at Econpapers || Download paper

  47. Evaluation of the profitability of companies financed by venture capital (CVC) listed on the French market. (2014). Moschetto, Bruno-Laurent ; Khalfallah, Moez .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-085.

    Full description at Econpapers || Download paper

  48. Responses of international stock markets to oil price surges: a regimeswitching perspective. (2014). .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-080.

    Full description at Econpapers || Download paper

  49. Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period. (2014). el Montasser, Ghassen ; Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-079.

    Full description at Econpapers || Download paper

  50. The Fisher effect: Evidence from the Romanian Stock Market. (2014). Oprea, Dragos Stefan.
    In: International Journal of Academic Research in Business and Social Sciences.
    RePEc:hur:ijarbs:v:4:y:2014:i:5:p:637-644.

    Full description at Econpapers || Download paper

  51. Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices. (2014). Nguyen, Duc Khuong ; Lahiani, Amine ; Atil, Ahmed .
    In: Post-Print.
    RePEc:hal:journl:halshs-01022598.

    Full description at Econpapers || Download paper

  52. The Impact of Oil Price Fluctuations on the Sudanese Stock Market Performance. (2014). Zakaria, Suliman .
    In: Working Papers.
    RePEc:erg:wpaper:887.

    Full description at Econpapers || Download paper

  53. Oil Price Risk Exposure and the Cross-section of Stock Returns: The Case of Net Exporting Countries. (2014). Khalifa, Ahmed ; Demirer, Riza ; Jategaonka, Shrikant P.
    In: Working Papers.
    RePEc:erg:wpaper:858.

    Full description at Econpapers || Download paper

  54. Policy Uncertainty in China, Oil Shocks and Stock Returns. (2014). Ratti, Ronald ; Kang, Wensheng .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2014-32.

    Full description at Econpapers || Download paper

  55. Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?. (2014). Nguyen, Duc Khuong ; Chkili, Walid ; Aloui, Chaker.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:33:y:2014:i:c:p:354-366.

    Full description at Econpapers || Download paper

  56. Clean energy industries and rare earth materials: Economic and financial issues. (2014). Baldi, Lucia ; Vandone, Daniela ; Peri, Massimo.
    In: Energy Policy.
    RePEc:eee:enepol:v:66:y:2014:i:c:p:53-61.

    Full description at Econpapers || Download paper

  57. Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices. (2014). Nguyen, Duc Khuong ; Lahiani, Amine ; Atil, Ahmed .
    In: Energy Policy.
    RePEc:eee:enepol:v:65:y:2014:i:c:p:567-573.

    Full description at Econpapers || Download paper

  58. Oil price risk in the Spanish stock market: An industry perspective. (2014). Escribano Sotos, Francisco ; Escribano-Sotos, Francisco ; Ferrer-Lapea, Roman ; Moya-Martinez, Pablo .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:37:y:2014:i:c:p:280-290.

    Full description at Econpapers || Download paper

  59. The impact of global oil price shocks on the Lebanese stock market. (2013). Dagher, Leila ; El Hariri, Sadika .
    In: Energy.
    RePEc:eee:energy:v:63:y:2013:i:c:p:366-374.

    Full description at Econpapers || Download paper

  60. Oil price asymmetric effects: Answering the puzzle in international stock markets. (2013). Veiga, Helena ; Ramos, Sofia.
    In: Energy Economics.
    RePEc:eee:eneeco:v:38:y:2013:i:c:p:136-145.

    Full description at Econpapers || Download paper

  61. Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests. (2013). Nguyen, Duc Khuong ; El Montasser, Ghassen ; Ajmi, Ahdi Noomen.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:35:y:2013:i:c:p:126-133.

    Full description at Econpapers || Download paper

  62. Omans trade and opportunities of integration with the Asian economies. (2013). Gani, Azmat ; Al Mawali, Nasser Rashid .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:31:y:2013:i:c:p:766-774.

    Full description at Econpapers || Download paper

  63. Clean Energy Industries and rare Earth Materials: Economic and Financial Issues. (2013). Vandone, Daniela ; Peri, Massimo ; Baldi, Lucia.
    In: 2013 International European Forum, February 18-22, 2013, Innsbruck-Igls, Austria.
    RePEc:ags:iefi13:164750.

    Full description at Econpapers || Download paper

  64. The impact of global oil price shocks on the Lebanese stock market. (2012). Dagher, Leila ; el Hariri, Sadika.
    In: MPRA Paper.
    RePEc:pra:mprapa:116123.

    Full description at Econpapers || Download paper

  65. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-10 18:03:30 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.