1. Spillover relationships between international crude oil markets and global energy stock markets under the influence of geopolitical risks: New evidence. (2024). Liang, Chao ; Luo, Keyu ; Yang, Shuangpeng.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004794.

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2. A novel approach to Predict WTI crude spot oil price: LSTM-based feature extraction with Xgboost Regressor. (2024). Tarla, Esma Gultekin ; Gur, Yunus Emre ; Bulut, Emre ; Simsek, Ahmed Ihsan.
   In: Energy.
   RePEc:eee:energy:v:309:y:2024:i:c:s0360544224028779.

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3. Commodity systemic risk and macroeconomic predictions. (2024). Fang, YI ; Zhao, Yang ; Pei, Tiancheng ; Ouyang, Ruolan.
   In: Energy Economics.
   RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005152.

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4. Quantifying the impact of interest rate volatility on Asian energy companies: A comparative study of fossil and renewable sectors. (2024). Kumar, Satish ; Gupta, Prashant ; Rao, Amar ; Dash, Saumya Ranjan.
   In: Energy Economics.
   RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001907.

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5. Herding behavior in stock markets of oil-importing and oil-exporting countries: the role of oil price. (2023). Mokni, Khaled ; Youssef, Mouna.
   In: Journal of Asset Management.
   RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00299-5.

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6. Extreme risk spillovers among traditional financial and FinTech institutions: A complex network perspective. (2023). Zhu, Xiaoqian ; Huang, Chuangxia ; Li, Jianping ; Wen, Shigang.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:88:y:2023:i:c:p:190-202.

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7. Financial stress in Russia: Exploring the impact of oil market shocks. (2023). Sohag, Kazi ; Elsayed, Ahmed ; Kalina, Irina.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008619.

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8. Crude oil price prediction using deep reinforcement learning. (2023). Shu, Lingli ; Wang, Xia ; Li, Xiaoyan ; Luo, Peng ; Liang, Xuedong.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715.

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9. Extreme quantile spillovers and connectedness between oil and Chinese sector markets: A portfolio hedging analysis. (2023). Vo, Xuan Vinh ; Alomari, Mohammad ; Mensi, Walid ; Kang, Sang Hoon.
   In: The Journal of Economic Asymmetries.
   RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000397.

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10. Dynamic connectedness between crude oil and equity markets: What about the effects of firms solvency and profitability positions?. (2023). Balli, Faruk ; Ha, Thi Thu.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000387.

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11. Impacts of oil shocks on stock markets in Norway and Japan: Does monetary policys effectiveness matter?. (2023). Ahmadian-Yazdi, Farzaneh ; al Kharusi, Sami ; Mensi, Walid ; Roudari, Soheil.
    In: International Economics.
    RePEc:eee:inteco:v:173:y:2023:i:c:p:343-358.

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12. Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147.

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13. 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.

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14. Copula Modelling to Analyse Financial Data. (2022). Liu, Shuangzhe ; Dewick, Paul R.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:104-:d:758384.

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15. Systemic spillover dynamics of crude oil with Indian Financial indicators in post WPI revision and COVID era. (2022). Singh, Vipul Kumar ; Kumar, Pawan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002215.

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16. 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.

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17. Revisiting the relationship between oil prices, exchange rate, and stock prices: An application of quantile ARDL model. (2022). Uche, Emmanuel ; Huang, Liangfang ; Chang, Bisharat Hussain ; Hashmi, Shabir Mohsin.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100550x.

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18. Detrended cross-correlation analysis in quantiles between oil price and the US stock market. (2022). Mokni, Khaled ; Ben-Salha, Ousama.
    In: Energy.
    RePEc:eee:energy:v:242:y:2022:i:c:s0360544221031674.

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19. Degree of connectedness and the transfer of news across the oil market and the European stocks. (2022). Kliber, Agata.
    In: Energy.
    RePEc:eee:energy:v:239:y:2022:i:pc:s0360544221024191.

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20. Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles. (2022). Ma, Chao-Qun ; Narayan, Seema ; Ren, Yi-Shuai ; Jiang, Yong ; Yang, Xiao-Guang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000638.

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21. Dynamic dependence and hedging strategies in BRICS stock markets with oil during crises. (2022). ben Larbi, Ons ; Boubaker, Heni.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:76:y:2022:i:c:p:263-279.

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22. Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000799.

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23. Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Hammoudeh, Shawkat ; Mensi, Walid.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001657.

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24. Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic. (2021). Lu, Tuantuan ; Wei, YU ; Tang, Yong ; Zhu, Pengfei.
    In: Energy.
    RePEc:eee:energy:v:231:y:2021:i:c:s036054422101197x.

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25. Relationships and portfolios between oil and Chinese stock sectors: A study based on wavelet denoising-higher moments perspective. (2021). Lu, Tuantuan ; Dai, Yimin ; Wei, YU ; Tang, Yong ; Zhu, Pengfei.
    In: Energy.
    RePEc:eee:energy:v:217:y:2021:i:c:s0360544220325238.

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26. Empirical analysis of the dynamic dependence between WTI oil and Chinese energy stocks. (2021). Li, Ping.
    In: Energy Economics.
    RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319300428.

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27. Financial stress, economic policy uncertainty, and oil price uncertainty. (2021). Apostolakis, George ; Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos.
    In: Energy Economics.
    RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005405.

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28. Volatility spillovers and hedging effectiveness between oil and stock markets: Evidence from a wavelet-based and structural breaks analysis. (2021). karamti, chiraz ; Belhassine, Olfa.
    In: Energy Economics.
    RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003959.

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29. The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices. (2021). Tian, Meiyu ; Wen, Fenghua ; Li, Wanyang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301984.

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30. Modeling energy prices under energy transition: A novel stochastic-copula approach. (2021). Vidal, Joo Pedro ; Dias, Jose Carlos ; Fernandes, Mario Correia.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002601.

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31. Empirical analysis of the cross?interdependence between crude oil and agricultural commodity markets. (2020). Mokni, Khaled ; Youssef, Manel.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:38:y:2020:i:4:p:635-654.

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32. Forecasting Short-Term Oil Price with a Generalised Pattern Matching Model Based on Empirical Genetic Algorithm. (2020). He, Ling-Yun ; Meng, YA ; Zeng, Guan-Rong ; Zhao, Lu-Tao.
    In: Computational Economics.
    RePEc:kap:compec:v:55:y:2020:i:4:d:10.1007_s10614-018-9858-x.

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33. Effects of COVID-19 on Indian Energy Consumption. (2020). Aruga, Kentaka ; Jannat, Arifa ; Islam, Md Monirul.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:14:p:5616-:d:383656.

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34. Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries. (2020). Guesmi, Khaled ; Chkir, Imed ; Naoui, Kamel ; ben Brayek, Angham.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300659.

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35. The relationship between oil prices and the Brazilian stock market. (2020). Ferreira, Paulo ; Silva, Marcus ; Pereira, Eder.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320874.

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36. An investigation of the financial resource curse hypothesis in oil-exporting countries: The threshold effect of democratic accountability. (2020). Yacouba, kassouri ; Bilgili, Faik ; Altinta, Halil ; Kassouri, Yacouba.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:56:y:2020:i:c:s1042444x20300281.

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37. Predicting stock returns using crude oil prices: A firm level analysis of Nigerias oil and gas sector. (2020). Adekunle, Wasiu ; Inuolaji, Suraj B ; Odumosu, Monsuru ; Bagudo, Abubakar M.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301057.

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38. Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory. (2020). Guesmi, Khaled ; Chevallier, Julien ; Majdoub, Najemeddine ; Bedoui, Rihab ; Nguyen, Quynh Nga.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719304921.

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39. Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach. (2020). Li, Jianping ; Wang, Jun ; Liu, Chang ; Sun, Xiaolei.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:68:y:2020:i:c:s1057521919303904.

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40. Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS. (2020). Fan, Ying ; Zhao, Wan-Li ; Liu, Bing-Yue ; Ji, Qiang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304605.

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41. 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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42. Dynamic complexity and causality of crude oil and major stock markets. (2020). Wang, Jun ; Xiao, DI.
    In: Energy.
    RePEc:eee:energy:v:193:y:2020:i:c:s0360544219324867.

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43. Spatial and temporal correlation analysis of wind power between different provinces in China. (2020). Ren, Guorui ; Yu, Daren ; Liu, Jinfu ; Wan, Jie.
    In: Energy.
    RePEc:eee:energy:v:191:y:2020:i:c:s0360544219322091.

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44. Asymmetric effects of oil price uncertainty on corporate investment. (2020). Abdoh, Hussein ; Maghyereh, Aktham.
    In: Energy Economics.
    RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304190.

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45. Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?. (2020). Yoon, Seong-Min ; Sadorsky, Perry ; Hernandez, Jose Arreola ; Hanif, Waqas.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302335.

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46. Corporate Performance in Nigeria: The Effect of Oil Price and Exchange Rate Fluctuations. (2020). Olofin, Sodik Adejonwo ; Omoregie, Osaretin Kayode.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2020-01-21.

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47. Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment. (2019). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad ; Raza, Naveed.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:52:y:2019:i:3:d:10.1007_s11156-018-0730-9.

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48. Forecasting Oil Price Using Web-based Sentiment Analysis. (2019). Wang, Wen-Jing ; Zeng, Guan-Rong ; Zhao, Lu-Tao ; Zhang, Zhi-Gang.
    In: Energies.
    RePEc:gam:jeners:v:12:y:2019:i:22:p:4291-:d:285712.

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49. 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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50. 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.

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51. Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico. (2019). Biswal, Pratap Chandra ; Choudhary, Sangita ; Singhal, Shelly .
    In: Resources Policy.
    RePEc:eee:jrpoli:v:60:y:2019:i:c:p:255-261.

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52. Using nonparametric copulas to measure crude oil price co-movements. (2019). Jacho-Chávez, David ; Huynh, Kim ; Jacho-Chavez, David T.
    In: Energy Economics.
    RePEc:eee:eneeco:v:82:y:2019:i:c:p:211-223.

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53. Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective. (2019). Wang, Yudong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:995-1009.

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54. Energy contagion analysis: A new perspective with application to a small petroleum economy. (2019). Mahadeo, Scott ; Heinlein, Reinhold ; Legrenzi, Gabriella D.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:890-903.

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55. Risk spillovers between oil and stock markets: A VAR for VaR analysis. (2019). Wang, Yudong ; Wen, Danyan ; Ma, Chaoqun.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:524-535.

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56. 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.

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57. Tracing the Genesis of Contagion in the Oil-Finance Nexus. (2019). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7925.

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58. EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN OIL AND PRECIOUS METALS MARKETS. (2018). Mokni, Khaled.
    In: Annals of Financial Economics (AFE).
    RePEc:wsi:afexxx:v:13:y:2018:i:01:n:s2010495218500033.

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59. Sectoral exposure of financial markets to oil risk factors in BRICS countries. (2018). Dogah, Kingsley E ; Premaratne, Gamini.
    In: Energy Economics.
    RePEc:eee:eneeco:v:76:y:2018:i:c:p:228-256.

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60. The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico. (2018). Bermudez, Nancy Areli ; Saucedo, Eduardo ; Delgado, Estefania Bermudez.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:45:y:2018:i:c:p:266-275.

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61. New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries. (2018). Tsuji, Chikashi.
    In: Applied Energy.
    RePEc:eee:appene:v:229:y:2018:i:c:p:1202-1217.

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62. A copula-based flexible-stochastic programming method for planning regional energy system under multiple uncertainties: A case study of the urban agglomeration of Beijing and Tianjin. (2018). Yu, L ; Nie, S ; Fan, Y R ; Huang, G H ; Li, Y P.
    In: Applied Energy.
    RePEc:eee:appene:v:210:y:2018:i:c:p:60-74.

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63. Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7279.

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64. Conditional dependence between international stock markets: A long memory GARCH-copula model approach. (2017). Mokni, Khaled ; Mansouri, Faysal.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:42-43:y:2017:i::p:116-131.

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65. Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18.

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2. Relationship Between Oil Prices and Real-Exchange Rate in Turkey: An Investigation Using Asymmetric Fourier Causality Analysis. (2021). Kizilkaya, Fatma.
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5. The effect of credit default swap premiums on developing markets’ economies: The case of exchange rates. (2018). Bayat, Tayfur ; Kayhan, Selim ; Aci, Yunus.
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7. 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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8. Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios. (2017). Nguyen, Duc Khuong ; Berger, Theo ; Hernandez, Jose Arreola.
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10. Asymmetrical long-run dependence between oil price and US dollar exchange rate—Based on structural oil shocks. (2016). Gu, Rongbao ; Jiang, Jiaqi .
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18. Uncertainty and crude oil returns. (2016). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh.
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19. Relationship between oil, stock prices and exchange rates: A vine copula based GARCH method. (2016). BEN AISSA, Mohamed ; Aloui, Riadh .
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20. 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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21. On the risk comovements between the crude oil market and U.S. dollar exchange rates. (2016). Keddad, Benjamin ; DE TRUCHIS, Gilles.
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23. Uncertainty and crude oil returns. (2015). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh.
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24. Oil prices and global factor macroeconomic variables. (2015). Vespignani, Joaquin ; Ratti, Ronald.
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26. Energy Markets and CO2 Emissions: Analysis by Stochastic Copula Autoregressive Model. (2015). Marimoutou, Velayoudom ; Soury, Manel .
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27. Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach. (2015). JAMMAZI, RANIA ; Aloui, Chaker.
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28. A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices. (2015). Nguyen, Duc Khuong ; Lahiani, Amine ; JAMMAZI, RANIA.
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29. Revisiting the asymmetric dynamic dependence of stock returns: Evidence from a quantile autoregression model. (2015). Zeng, Zhaofa ; Zhu, Hui-Ming ; Li, ZhaoLai ; You, Wanhai.
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30. Energy prices and agricultural commodity prices: Testing correlation using copulas method. (2015). Mishra, Ashok ; Koirala, Krishna H. ; Mehlhorn, Joey E. ; D'Antoni, Jeremy M..
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31. Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate. (2015). Yoon, Seong-Min ; Mensi, walid ; Hammoudeh, Shawkat.
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32. Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas. (2015). Yang, Lu ; Hamori, Shigeyuki ; Li, Mengling ; Cai, Xiaojing.
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33. Energy Markets and CO2 Emissions: Analysis by Stochastic Copula Autoregressive Model. (2015). Soury, Manel ; Marimoutou, Velayoudom.
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34. The conditional dependence structure between precious metals: a copula-GARCH approach. (2014). Wanat, Stanisław ; Śmiech, Sławomir ; Papie, Monika.
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35. Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management. (2014). Nguyen, Duc Khuong ; BEN AISSA, Mohamed ; Hammoudeh, Shawkat ; Aloui, Riadh .
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37. Paul Krugman et la nouvelle économie internationale. (2014). .
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38. Gauging the nonstationarity and asymmetries in the oil-stock price links: a multivariate analysis. (2014). GUESMI, Khaled ; Boubaker, Heni.
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39. Modelling the Real Exchange Rate: A new Sequential Approach. (2014). Chaouachi, Slim .
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40. On the risk comovements between the crude oil market and the U.S. dollar exchange rates. (2014). Keddad, Benjamin ; DE TRUCHIS, Gilles.
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41. On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates. (2014). Keddad, Benjamin ; DE TRUCHIS, Gilles.
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42. The Impact of Oil Price Fluctuations on the Sudanese Stock Market Performance. (2014). Zakaria, Suliman .
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43. Structural Breaks, Dynamic Correlations, Volatility Transmission, and Hedging Strategies for International Petroleum Prices and U.S. Dollar Exchange Rate. (2014). Yoon, Seong-Min ; Mensi, walid ; Hammoude, Shawkat .
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44. Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns. (2014). Zhu, Hui-Ming ; Li, Sufang .
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45. A comparative analysis of the dynamic relationship between oil prices and exchange rates. (2014). Turhan, Ibrahim ; Sensoy, Ahmet ; Hacihasanoglu, Erk ; Åžensoy, Ahmet.
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46. Dependence structure between CEEC-3 and German government securities markets. (2014). Yang, Lu ; Hamori, Shigeyuki.
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47. Crude oil prices and exchange rates: Causality, variance decomposition and impulse response. (2014). Sissoko, Yaya ; Huang, Jui-Chi ; Brahmasrene, Tantatape.
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48. Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management. (2014). Nguyen, Duc Khuong ; BEN AISSA, Mohamed ; Hammoudeh, Shawkat ; Aloui, Riadh.
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49. The conditional dependence structure of insurance sector credit default swap indices. (2014). Tamakoshi, Go ; Hamori, Shigeyuki.
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50. The symmetrical and positive relationship between crude oil and nominal exchange rate returns. (2014). Chang, Kuang-Liang.
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51. Speculative and hedging interaction model in oil and U.S. dollar markets with financial transaction taxes. (2014). Carfì, David ; Carfi, David ; Musolino, Francesco.
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52. Estimation of risk measures in energy portfolios using modern copula techniques. (2014). Jaschke, Stefan .
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53. On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates. (2014). Keddad, Benjamin ; DE TRUCHIS, Gilles.
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55. A time-varying copula approach to oil and stock market dependence: The case of transition economies. (2013). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Aloui, Riadh.
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