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1. Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables. (2019). Salisu, Afees ; Oloko, Tirimisiyu F ; Swaray, Raymond.
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2. Structural Breaks and Volatility Persistence of Stock Returns: Evidence from the US and UK Equity Markets. (2018). Tsuji, Chikashi.
   In: Applied Economics and Finance.
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3. The Lead–Lag Relationship between Oil Futures and Spot Prices—A Literature Review. (2018). Coughlan, Joseph ; Morales, Lucia ; Zavadska, Miroslava.
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4. Analysis and Bayes statistical probability inference of crude oil price change point. (2018). Chai, Jian ; Liu, Hongtao ; Lai, Kin Keung ; Wang, Shouyang ; Hu, YI ; Lu, Quanying .
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5. A Data-Driven Approach for Modeling Stochasticity in Oil Market. (2018). Aghaei, Sina.
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6. Modelling the relationship between future energy intraday volatility and trading volume with wavelet. (2017). Ftiti, Zied ; JAWADI, Fredj ; Louhichi, Wal.
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7. Another Look at the Stationarity of Inflation rates in OECD countries: Application of Structural break-GARCH-based unit root tests. (2017). YAYA, OLAOLUWA.
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8. The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters. (2017). Ozdemir, Zeynel ; Balcilar, Mehmet.
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9. Can economic policy uncertainty help to forecast the volatility: A multifractal perspective. (2017). Liu, Zhicao ; Ma, Feng ; Ye, Yong.
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10. Asymmetry and break effects of oil price -macroeconomic fundamentals dynamics: The trade effect channel. (2017). Raheem, Ibrahim D.
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11. Modelling oil price-inflation nexus: The role of asymmetries. (2017). Salisu, Afees ; Oyewole, Oluwatomisin ; Isah, Kazeem ; Akanni, Lateef.
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12. Forecasting crude-oil market volatility: Further evidence with jumps. (2017). Darné, Olivier ; Darne, Olivier ; Charles, Amelie.
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13. Modelling asymmetric volatility in oil prices under structural breaks. (2017). Ewing, Bradley T ; Malik, Farooq .
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14. Parameter instability, stochastic volatility and estimation based on simulated likelihood: Evidence from the crude oil market. (2017). Nonejad, Nima.
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15. Detecting method for crude oil price fluctuation mechanism under different periodic time series. (2017). Gao, Xiangyun ; Wang, Yue ; Fang, Wei.
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16. Evolution of world crude oil market integration and diversification: A wavelet-based complex network perspective. (2017). Sun, Xiaoqi ; Wang, Lijun ; Jia, Xiaoliang ; Huang, Xuan.
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17. Are daily agricultural grains prices stationary? New evidence from GARCH-based unit root tests. (2017). Salisu, Afees ; Oloko, Tirimisiyu.
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18. A sectoral analysis of asymmetric nexus between oil and stock. (2017). Salisu, Afees ; Ndako, Umar ; Raheem, Ibrahim D.
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19. Modelling oil price-inflation nexus: The role of asymmetries and structural breaks. (2017). Salisu, Afees ; Olofin, Sam.
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20. Conditional convergence in US disaggregated petroleum consumption at the sector level. (2016). Smyth, Russell ; Mishra, Vinod ; Lean, Hooi Hooi.
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21. The crude oil price bubbling and universal scaling dynamics of price volatility. (2016). Garcia-Carranco, Sergio M ; Balankin, Alexander S ; Bory-Reyes, Juan .
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22. How does Germanys green energy policy affect electricity market volatility? An application of conditional autoregressive range models. (2016). Auer, Benjamin R.
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23. Further application of Narayan and Liu (2015) unit root model for trending time series. (2016). Salisu, Afees ; ADELEKE, Adegoke.
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24. Oil price forecasting using gene expression programming and artificial neural networks. (2016). Mostafa, Mohamed M ; El-Masry, Ahmed A.
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25. Are natural gas spot and futures prices predictable?. (2016). Smyth, Russell ; Mishra, Vinod.
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26. Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework. (2016). Salisu, Afees.
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27. Unit root modeling for trending stock market series. (2016). Salisu, Afees ; Oloko, Tirimisiyu ; Ndako, Umar ; Akanni, Lateef.
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28. News, volatility and jumps: the case of natural gas futures. (2015). Borovkova, Svetlana ; Mahakena, Diego .
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29. GARCH modeling of five popular commodities. (2015). Chan, Stephen ; Nadarajah, Saralees ; Afuecheta, Emmanuel.
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30. Exploring the WTI crude oil price bubble process using the Markov regime switching model. (2015). Zhang, Yue-Jun ; Wang, Jing.
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31. Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework: The financial and economic role of structural breaks. (2015). Block, Alexander Souza ; Coronel, Daniel Arruda ; Schlender, Sergio Guilherme ; Righi, Marcelo Brutti.
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32. 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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33. The role of financial speculation in the energy future markets: A new time-varying coefficient approach. (2015). Park, Sung Y. ; Kim, Hyung-Gun ; Li, Haiqi.
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34. Output adjusting cartels facing dynamic, convex demand under uncertainty: The case of OPEC. (2015). Wirl, Franz.
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35. Leverage effect in energy futures. (2014). Krištoufek, Ladislav.
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36. Unit root properties of natural gas spot and futures prices: The relevance of heteroskedasticity in high frequency data. (2014). Smyth, Russell ; Mishra, Vinod.
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37. 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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38. 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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39. 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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40. Is monthly US natural gas consumption stationary? New evidence from a GARCH unit root test with structural breaks. (2014). Smyth, Russell ; Mishra, Vinod.
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41. Volatility persistence in crude oil markets. (2014). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
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42. Leverage effect in energy futures. (2014). Krištoufek, Ladislav.
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43. Does oil price volatility matter for Asian emerging economies?. (2014). Salim, Ruhul ; Rafiq, Shuddhasattwa.
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44. Leverage effect in energy futures. (2014). Krištoufek, Ladislav ; Kristoufek, Ladislav.
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45. Uncertainty, Irreversibility, and Investment in Second-Generation Biofuels. (2014). Sesmero, Juan ; McCarty, Tanner .
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46. The Return-Volatility Relation in Commodity Futures Markets. (2013). Nikitopoulos-Sklibosios, Christina ; Kang, Boda ; Chiarella, Carl.
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47. A Hybrid Approach for Forecasting of Oil Prices Volatility. (2013). Naderi, Esmaeil ; gandali alikhani, nadiya ; Komijani, Akbar.
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48. Iron ore spot price volatility and change in forward pricing mechanism. (2013). Ma, Yiqun .
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49. Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate. (2013). Salisu, Afees ; Mobolaji, Hakeem .
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50. A study on the volatility spillovers, long memory effects and interactions between carbon and energy markets: The impacts of extreme weather. (2013). Liu, Hsiang-Hsi ; Chen, Yi-Chun.
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