1. Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis. (2023). Abakah, Emmanuel ; Hammoudeh, Shawkat ; Alagidede, Imhotep Paul ; Tiwari, Aviral Kumar.
   In: Empirical Economics.
   RePEc:spr:empeco:v:65:y:2023:i:3:d:10.1007_s00181-023-02366-1.

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2. The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate. (2023). Chang, Kuang-Liang.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000402.

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3. Can Equity be Safe-haven for Investment?. (2022). Balasubramanian, G ; Kayal, Parthajit ; Sri, Janani.
   In: Journal of Emerging Market Finance.
   RePEc:sae:emffin:v:21:y:2022:i:1:p:32-63.

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4. Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models. (2022). Nguyen, Hoang ; Virbickaite, Audrone.
   In: Working Papers.
   RePEc:hhs:oruesi:2022_005.

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5. Predicting VaR for Chinas stock market: A score-driven model based on normal inverse Gaussian distribution. (2022). Song, Shijia ; Li, Handong.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001429.

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6. Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors. (2022). Downing, Gareth ; Semeyutin, Artur.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000503.

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7. Crude oil and stock markets in the COVID-19 crisis: Evidence from oil exporters and importers. (2021). Mahadeo, Scott ; Legrenzi, Gabriella D ; Heinlein, Reinhold.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:82:y:2021:i:c:p:223-229.

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8. The GOLD market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk. (2021). ben Maatoug, Abderrazek ; Triki, Mohamed Bilel .
   In: Resources Policy.
   RePEc:eee:jrpoli:v:70:y:2021:i:c:s030142072030903x.

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9. Forecasting the dynamic relationship between crude oil and stock prices since the 19th century. (2021). Hailemariam, Abebe ; Ivanovski, Kris.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:24:y:2021:i:c:s2405851321000039.

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10. Tanker freight rates and economic policy uncertainty: A wavelet-based copula approach. (2021). Bai, Xiwen.
    In: Energy.
    RePEc:eee:energy:v:235:y:2021:i:c:s0360544221016315.

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11. Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets. (2021). Gözgör, Giray ; Xu, Bing ; Marco, Chi Keung ; Gozgor, Giray ; Semeyutin, Artur.
    In: Energy Economics.
    RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100517x.

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12. Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism. (2021). Zhang, Yaojie ; Wang, Yudong ; Wen, Danyan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:96:y:2021:i:c:p:209-219.

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13. An intraday-return-based Value-at-Risk model driven by dynamic conditional score with censored generalized Pareto distribution. (2021). Li, Handong ; Tian, Fei ; Song, Shijia.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:74:y:2021:i:c:s1049007821000439.

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14. Optimal futures hedging for energy commodities: An application of the GAS model. (2020). Xu, Yingying ; Lien, Donald.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:40:y:2020:i:7:p:1090-1108.

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15. Going Beyond Gold: Can Equities be Safe-Haven?. (2020). Sg, Janani Sri ; Kayal, Parthajit.
    In: Working Papers.
    RePEc:mad:wpaper:2020-203.

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16. Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management. (2020). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiao Jing ; Tian, Shuairu.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:2:p:294-:d:306122.

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17. Dynamic dependence between ETFs and crude oil prices by using EGARCH-Copula approach. (2020). FERROUHI, EL MEHDI ; Ahmed, Sheraz ; Umar, Zaghum ; Naeem, Muhammad.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304581.

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18. Dynamic exchange rate dependences: The effect of the U.S.-China trade war. (2020). Lien, Donald ; Xu, Yingying.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:68:y:2020:i:c:s1042443120301220.

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19. Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models. (2020). Liu, Jia ; He, Kaijian ; Stafylas, Dimitrios ; Zha, Rui ; Yu, Lean.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304964.

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20. Asymmetric risk spillovers between Shanghai and Hong Kong stock markets under China’s capital account liberalization. (2020). He, Jianmin ; Li, Shouwei ; Wei, YU ; Yang, Kun.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302384.

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21. 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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22. Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?. (2019). McAleer, Michael ; Chang, Chia-Lin ; Caporin, Massimiliano.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:59:y:2019:i:c:p:50-70.

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23. Time-varying energy and stock market integration in Asia. (2019). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:777-792.

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24. A seasonal copula mixture for hedging the clean spark spread with wind power futures. (2019). Hog, Esben ; Pircalabu, Anca ; Christensen, Troels Sonderby.
    In: Energy Economics.
    RePEc:eee:eneeco:v:78:y:2019:i:c:p:64-80.

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25. Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model. (2019). Xu, Jianjun ; Chen, Rongda.
    In: Energy Economics.
    RePEc:eee:eneeco:v:78:y:2019:i:c:p:379-391.

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26. Equity market neutral hedge funds and the stock market: an application of score-driven copula models. (2018). Blazsek, Szabolcs ; Ayala, Astrid.
    In: Applied Economics.
    RePEc:taf:applec:v:50:y:2018:i:37:p:4005-4023.

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27. Ceny biopaliv a souvisejících komodit: analýza s použitím metod minimální kostry grafu a hierarchických stromů. (2018). Krištoufek, Ladislav ; Janda, Karel ; Kritoufek, Ladislav ; Filip, Ondej.
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    RePEc:prg:jnlpol:v:2018:y:2018:i:2:id:1185:p:218-239.

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28. Modeling Systemic Risk: Time-Varying Tail Dependence When Forecasting Marginal Expected Shortfall. (2018). Eckernkemper, Tobias.
    In: Journal of Financial Econometrics.
    RePEc:oup:jfinec:v:16:y:2018:i:1:p:63-117..

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29. Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach. (2018). Yang, Lu ; Hamori, Shigeyuki ; Ma, Jason Z.
    In: Sustainability.
    RePEc:gam:jsusta:v:10:y:2018:i:2:p:324-:d:128911.

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30. The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method. (2018). Li, Xiafei ; Wei, YU.
    In: Energy Economics.
    RePEc:eee:eneeco:v:74:y:2018:i:c:p:565-581.

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31. Which is the safe haven for emerging stock markets, gold or the US dollar?. (2018). Wen, Xiaoqian ; Cheng, Hua.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:35:y:2018:i:c:p:69-90.

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32. A Blueprint for Full Collective Flood Risk Estimation: Demonstration for European River Flooding. (2017). Kilsby, Chris G ; Serinaldi, Francesco.
    In: Risk Analysis.
    RePEc:wly:riskan:v:37:y:2017:i:10:p:1958-1976.

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33. A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets. (2017). Pircalabu, A ; Benth, F E.
    In: Energy Economics.
    RePEc:eee:eneeco:v:68:y:2017:i:c:p:283-302.

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34. 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.

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35. Joint price and volumetric risk in wind power trading: A copula approach. (2017). Pircalabu, A ; Hog, E ; Jung, J ; Hvolby, T.
    In: Energy Economics.
    RePEc:eee:eneeco:v:62:y:2017:i:c:p:139-154.

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36. The impact of crude oil prices on financial market indicators: copula approach. (2017). KÜÇÜKÖZMEN, CUMHUR ; Selcuk-Kestel, Sevtap A ; Kuukozmen, Cokun C ; Kayalar, Derya Ezgi .
    In: Energy Economics.
    RePEc:eee:eneeco:v:61:y:2017:i:c:p:162-173.

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37. Can energy commodity futures add to the value of carbon assets?. (2017). Roubaud, David ; Bouri, Elie ; Wen, Xiaoqian.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:62:y:2017:i:c:p:194-206.

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38. Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios.
    In: Bank of Estonia Working Papers.
    RePEc:eea:boewps:wp2016-11.

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39. 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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40. Asymptotic Theory for Beta-t-GARCH. (2016). Ito, Ryoko .
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1607.

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41. Spline-DCS for Forecasting Trade Volume in High-Frequency Finance. (2016). Ito, Ryoko .
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1606.

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2. Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region. (2018). Deisting, Florent ; Pandey, Piyush ; Sehgal, Sanjay.
   In: Journal of Quantitative Economics.
   RePEc:spr:jqecon:v:16:y:2018:i:2:d:10.1007_s40953-017-0090-7.

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3. The impact of oil and gold price fluctuations on the South African equity market: volatility spillovers and implications for portfolio management. (2018). Bonga-Bonga, Lumengo ; Morema, Kgotso.
   In: MPRA Paper.
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4. Extreme co-movements and dependencies among major international exchange rates: A copula approach. (2018). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel ; Aubin, Christian.
   In: The Quarterly Review of Economics and Finance.
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5. Measuring contagion effects between crude oil and Chinese stock market sectors. (2018). Fang, Sheng ; Egan, Paul.
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   In: Energy Economics.
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8. US shale oil and the behaviour of commodity prices. (2018). Salisu, Afees ; Adediran, Idris.
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16. Contagion, volatility persistence and volatility spill-overs: The case of energy markets during the European financial crisis. (2017). Andriosopoulos, Kostas ; Spyrou, Spyros ; Galariotis, Emilios.
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17. The impact of crude oil prices on financial market indicators: copula approach. (2017). KÜÇÜKÖZMEN, CUMHUR ; Selcuk-Kestel, Sevtap A ; Kuukozmen, Cokun C ; Kayalar, Derya Ezgi .
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18. Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios. (2017). Nguyen, Duc Khuong ; Berger, Theo ; Hernandez, Jose Arreola.
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19. Can investors of Chinese energy stocks benefit from diversification into commodity futures?. (2017). Nguyen, Duc Khuong ; Wen, Xiaoqian.
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20. Dynamic Connectedness and Causality between Oil prices and Exchange Rates. (2017). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose.
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21. Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study. (2017). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose.
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22. The Asymmetric Effects of Oil Price Shocks on the Chinese Stock Market: Evidence from a Quantile Impulse Response Perspective. (2016). Guo, Yawei ; Su, Xianfang ; Zhu, Huiming ; Ren, Yinghua.
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23. A copula-TGARCH approach of conditional dependence between oil price and stock market index: the case of Mexico. (2016). Valdes, Arturo Lorenzo ; Vazquez, Rocio Duran ; Fraire, Leticia Armenta .
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24. A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets. (2016). Charfeddine, Lanouar ; Benlagha, Noureddine.
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25. Multiscale dependence analysis and portfolio risk modeling for precious metal markets. (2016). Liu, Youjin ; Yu, Lean ; Lai, Kin Keung ; He, Kaijian.
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26. Uncertainty and crude oil returns. (2016). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh.
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27. The contagion channels of July–August-2011 stock market crash: A DAG-copula based approach. (2016). Jayech, Selma .
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28. How is Chinas coke price related with the world oil price? The role of extreme movements. (2016). Wu, Yanrui ; Guo, Yanfeng ; Wen, Xiaoqian.
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29. Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar ; Barunik, Jozef.
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30. Uncertainty and crude oil returns. (2015). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh.
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31. Price asymmetry between different pork cuts in the USA: a copula approach. (2015). Stavrakoudis, Athanassios ; Panagiotou, Dimitrios.
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32. Dynamic optimization of an investment portfolio on European stock markets using pair copulas. (2015). Atskanov, Isuf .
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33. Price asymmetry between different pork cuts in the USA: a copula approach. (2015). Stavrakoudis, Athanassios ; Panagiotou, Dimitrios.
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34. Energy Markets and CO2 Emissions: Analysis by Stochastic Copula Autoregressive Model. (2015). Marimoutou, Velayoudom ; Soury, Manel .
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35. Time-varying effect of oil market shocks on the stock market. (2015). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng .
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36. Time-varying effect of oil market shocks on the stock market. (2015). Ratti, Ronald ; Yoon, Kyung Hwan ; Kang, Wensheng .
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37. Energy markets and CO2 emissions: Analysis by stochastic copula autoregressive model. (2015). Marimoutou, Velayoudom ; Soury, Manel .
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38. Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis. (2015). Bouri, Elie.
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39. Extreme risk spillovers between crude oil and stock markets. (2015). Du, Limin ; He, Yanan.
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40. Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar.
    In: Energy Economics.
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41. An analysis of dependence between Central and Eastern European stock markets. (2015). Tiwari, Aviral ; Reboredo, Juan ; Albulescu, Claudiu.
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42. Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar.
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43. Energy Markets and CO2 Emissions: Analysis by Stochastic Copula Autoregressive Model. (2015). Soury, Manel ; Marimoutou, Velayoudom.
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44. 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.
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45. Instabilities in the relationships and hedging strategies between crude oil and US stock markets: do long memory and asymmetry matter?. (2014). Aloui, Chaker.
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46. 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.
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47. Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? Dependence risk analysis and portfolio optimization. (2014). Hernandez, Jose Arreola.
    In: Energy Economics.
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48. Extreme Dependence between Crude Oil and the Stock Markets in China: A Sector. (2013). Zhao, Jing ; He, Yanan.
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49. Instability and time. (2013). Boubaker, Heni ; Sghaier, Nadia .
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50. Instability and time-varying dependence structure between oil prices and stock markets in GCC countries. (2013). Boubaker, Heni.
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