1. Interdependence and spillovers between big oil companies and regional and global energy equity markets. (2024). Boako, Gideon ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Hanif, Waqas ; Yoon, Seong-Min.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:92:y:2024:i:c:p:451-469.

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2. Non-linear effects of three core mineral resources, energy uncertainty, and inclusive digitalization on economic growth: A comparative analysis of US and China. (2024). Zhao, Ziming ; Chen, Jinyu.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724006986.

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3. Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Hammoudeh, Shawkat ; Roubaud, David ; Asadi, Mehrad ; Sheikh, Umaid A.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309.

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4. Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I.
   In: Energy Economics.
   RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407.

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5. Has the COVID-19 pandemic shock transmitted to the u.s. stock market: Evidence using bootstrap (A)symmetric fourier granger causality test in quantiles. (2024). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting ; Xiang, Feiyun.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000810.

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6. Causal relationship among international crude oil, gold, exchange rate, and stock market: Fresh evidence from NARDL testing approach. (2023). Singh, Gurcharan ; Kumar, Ankit.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:28:y:2023:i:1:p:47-57.

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7. Did weekly economic index and volatility index impact US food sales during the first year of the pandemic?. (2023). Gangopadhyay, Partha ; Das, Narasingha.
   In: Financial Innovation.
   RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00460-y.

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8. Measuring the energy-related uncertainty index. (2023). Le, Thuy Thu ; Nguyen, Binh Quang ; Lee, Gabriel S ; Dang, Tam Hoang-Nhat.
   In: Energy Economics.
   RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003158.

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9. Forecasting stock prices with commodity prices: New evidence from Feasible Quasi Generalized Least Squares (FQGLS) with non-linearities. (2023). Adekoya, Oluwasegun ; Sonola, Ridwan ; Fasanya, Ismail O.
   In: Economic Systems.
   RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522001054.

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10. Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Jareo, Francisco ; Yousaf, Imran ; Arfaoui, Nadia.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634.

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11. Analysis of the effect of Energy Prices on Stock Indexes During the Epidemic Crisis. (2023). Guliyeva, Shafa.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2023-02-59.

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12. Do Methane Gas Prices Interact with Stock Indices?. (2023). Wainberg, Dorin ; Iuga, Iulia Cristina ; Hada, Teodor ; Barbuta-Misu, Nicoleta.
    In: Economics and Applied Informatics.
    RePEc:ddj:fseeai:y:2023:i:2:p:90-100.

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13. Jump Dynamics and Leverage Effect: Evidences from Energy Exchange Traded Fund (ETFs). (2022). Hussain, Sabbor.
    In: Journal of Applied Finance & Banking.
    RePEc:spt:apfiba:v:12:y:2022:i:6:f:12_6_7.

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14. Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure. (2022). Tsionas, Mike ; Sakellaris, Plutarchos ; Bertsatos, Georgios.
    In: Empirical Economics.
    RePEc:spr:empeco:v:62:y:2022:i:2:d:10.1007_s00181-021-02041-3.

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15. Examining the Impact of Energy Price Volatility on Commodity Prices from Energy Supply Chain Perspectives. (2022). Min, Hokey.
    In: Energies.
    RePEc:gam:jeners:v:15:y:2022:i:21:p:7957-:d:954302.

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

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17. 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.

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18. Energy price uncertainty and the value premium. (2022). Zhong, Angel ; Tran, Vuong Thao ; Bach, Dinh Hoang ; Chiah, Mardy.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000370.

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19. Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression. (2022). Wang, Yudong ; Xiao, Jihong.
    In: Energy.
    RePEc:eee:energy:v:241:y:2022:i:c:s0360544221027663.

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20. The power play of natural gas and crude oil in the move towards the financialization of the energy market. (2022). Mirza, Nawazish ; Boubaker, Sabri ; Naqvi, Bushra ; Abbas, Syed Kumail.
    In: Energy Economics.
    RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002870.

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

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23. Asymmetry of Risk Evolution in Crude Oil Market: From the Perspective of Dual Attributes of Oil. (2021). Yao, Yanyan ; Li, Zhenghui ; Liu, Yanqiong ; Dong, Hao.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:13:p:4063-:d:589038.

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24. Dynamic Characteristics of Oil Attributes and Their Market Effects. (2021). Li, Xue ; Hu, Qingqing ; Dong, Hao.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:13:p:3927-:d:585866.

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25. Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries. (2021). Tiwari, Aviral ; Khalfaoui, Rabeh ; Kumar, Satish.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002646.

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26. Crude oil, gold, natural gas, exchange rate and indian stock market: Evidence from the asymmetric nonlinear ARDL model. (2021). Singhal, Shelly ; Choudhary, Sangita ; Kumar, Suresh.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002087.

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27. Counterfactual shock in energy commodities affects stock market dynamics: Evidence from the United States. (2021). Sarkodie, Samuel Asumadu ; Ahmed, Maruf Yakubu.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000982.

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28. Do energy prices interact with global Islamic stocks? Fresh insights from quantile ARDL approach. (2021). Aman, Ameenullah ; Zaighum, Isma ; Suleman, Muhammad Tahir ; Sharif, Arshian.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000842.

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29. Is there a bubble in the shale gas market?. (2021). Wang, LI ; Han, Xin ; Yang, Haijun.
    In: Energy.
    RePEc:eee:energy:v:215:y:2021:i:pa:s0360544220322088.

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30. Fast & furious: Do psychological and legal factors affect commodity price volatility?. (2021). Algieri, Bernardina.
    In: The World Economy.
    RePEc:bla:worlde:v:44:y:2021:i:4:p:980-1017.

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31. New insights into price drivers of crude oil futures markets: Evidence from quantile ARDL approach. (2021). Yang, Yan-Hong ; Shao, Ying-Hui.
    In: Papers.
    RePEc:arx:papers:2110.02693.

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32. Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis. (2020). Yoon, Seong-Min ; Jiang, Zhuhua.
    In: Energy Economics.
    RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301754.

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33. 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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34. 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.

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35. The Oil Market Reactions to OPEC’s Announcements. (2019). Failler, Pierre ; Dong, Hao ; Liu, Yue.
    In: Energies.
    RePEc:gam:jeners:v:12:y:2019:i:17:p:3238-:d:259961.

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36. Oil price shocks and the equity market: Evidence for the S&P 500 sectoral indices. (2019). Sakaki, Hamid.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:49:y:2019:i:c:p:137-155.

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37. 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.

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

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    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000842.

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15. 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.
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16. Spillovers between natural gas, gasoline, oil, and stock markets: Evidence from MENA countries. (2021). Vo, Xuan Vinh ; Hammoudeh, Shawkat ; Ur, Mobeen ; Mensi, Walid.
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17. Network connectedness between natural gas markets, uncertainty and stock markets. (2021). Ji, Qiang ; Liu, Bing-Yue ; Chen, Fu-Rui ; Geng, Jiang-Bo.
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18. The Effect of World Oil Prices, Gold Prices, and Other Energy Prices on the Indonesian Mining Sector with Exchange Rate of Indonesian Rupiah as the Moderating Effect. (2021). Ady, Sri Utami.
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19. How Does the Spillover among Natural Gas, Crude Oil, and Electricity Utility Stocks Change over Time? Evidence from North America and Europe. (2020). Nakajima, Tadahiro ; Hamori, Shigeyuki ; Zhang, Wenting ; He, Xie.
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20. Corruption and equity market performance: International comparative evidence. (2020). , Walid.
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21. Volatility spillovers for energy prices: A diagonal BEKK approach. (2020). Faghihian, Fatemeh ; Ghoddusi, Hamed ; Zolfaghari, Mehdi.
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22. Energy commodity uncertainties and the systematic risk of US industries. (2020). Balli, Faruk ; Naeem, Muhammad Abubakr ; de Bruin, Anne ; Hussain, Syed Jawad.
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23. .

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24. Commodities risk premia and regional integration in gas-exporting countries. (2019). Guesmi, Khaled ; Goutte, Stéphane ; Chevallier, Julien ; Abid, Ilyes ; Urom, Christian.
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25. On the Linkage between the Energy Market and Stock Returns: Evidence from Romania. (2019). Joldeș, Camelia ; Gherghina, Ştefan ; armeanu, dan.
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26. Measurement of Connectedness and Frequency Dynamics in Global Natural Gas Markets. (2019). Toyoshima, Yuki ; Nakajima, Tadahiro.
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27. Islamic and conventional equity markets: Two sides of the same coin, or not?. (2019). , Walid.
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28. Correlations and volatility spillovers between oil, natural gas, and stock prices in India. (2019). Tiwari, Aviral ; Pradhan, Ashis ; Kumar, Satish ; Kang, Sang Hoon.
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29. Risk transmission between natural gas market and stock markets: portfolio and hedging strategy analysis. (2019). Zhou, Zhongbao ; Lin, Ling ; Jiang, Yong ; Liu, Qing.
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30. Commodities risk premia and regional integration in gas-exporting countries. (2019). Guesmi, Khaled ; Goutte, Stéphane ; Chevallier, Julien ; Urom, Christian ; Abid, Ilyes.
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31. Pricing flexibility under rate-of-return regulation: Effects on network infrastructure investment. (2019). Oliver, Matthew E.
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32. The Impact of Oil Prices on Stocks Markets: New Evidence During and After the Arab Spring in Gulf Cooperation Council Economies. (2019). El-Chaarani, Hani.
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33. New Insights into the US Stock Market Reactions to Energy Price Shocks. (2018). Shahbaz, Muhammad ; miloudi, anthony ; Lahiani, Amine ; Benkraiem, Ramzi.
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34. On the interdependence of natural gas and stock markets under structural breaks. (2018). Ahmed, Walid.
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35. New insights into the US stock market reactions to energy price shocks. (2018). Shahbaz, Muhammad ; Miloudi, Anthony ; Lahiani, Amine ; Benkraiem, Ramzi.
    In: Journal of International Financial Markets, Institutions and Money.
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36. Petrochemical Products Market and Stock Market Returns: Empirical Evidence from Tehran Stock Exchange. (2017). Jabbarzadeh, Armin ; Zamani, Farhad ; Khanjarpanah, Hossein ; Shavvalpour, Saeed.
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37. On the dynamic interactions between energy and stock markets under structural shifts: Evidence from Egypt. (2017). Ahmed, Walid.
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38. Fuel prices impacts on stock market of metallurgical industry under the EU emissions trading system. (2017). Moreno, Blanca ; Fonseca, Ana Rosa ; Garcia-Alvarez, Maria Teresa.
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39. The Dynamics of Financial and Macroeconomic Determinants in Natural Gas and Crude Oil Markets: Evidence from Organization for Economic Cooperation and Development/Gulf Cooperation Council/Organization. (2017). Karacaer-Ulusoy, Merve ; Kapusuzoglu, Ayhan .
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40. Firm-specific impacts of CO2 prices on the stock market value of the Spanish power industry. (2016). Silva, Patricia ; da Silva, Patricia Pereira ; Figueiredo, Nuno Carvalho ; Moreno, Blanca.
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