1. Investigating volatility spillover of energy commodities in the context of the Chinese and European stock markets. (2023). Abedin, Mohammad Zoynul ; Dhingra, Deepika ; Ashok, Shruti ; Sharif, Taimur ; Yadav, Miklesh Prasad.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000740.

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2. Spillover and portfolio analysis for oil and stock market: A new insight across financial crisis, COVID-19 and Russian-Ukraine war. (2023). Tiwari, Aviral Kumar ; Waheed, Rida ; Sarwar, Suleman ; Aziz, Ghazala ; Lei, Lei.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723003562.

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3. The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei.
   In: Energy.
   RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395.

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4. Shanghai crude oil futures: Returns Independence, volatility asymmetry, and hedging potential. (2023). Umar, Muhammad ; Mirza, Nawazish ; Naqvi, Bushra ; Abbas, Syed Kumail.
   In: Energy Economics.
   RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006084.

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5. Forecasting the volatility of the German stock market: New evidence. (2022). Zhang, Yaojie ; Liang, Chao.
   In: Applied Economics.
   RePEc:taf:applec:v:54:y:2022:i:9:p:1055-1070.

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6. Assessing volatility transmission between Brent and stocks in the major global oil producers and consumers – the multiscale robust quantile regression. (2022). Trbovi, Eljana ; Kovaevi, Jelena ; Mani, Slavica ; Ivkov, Dejan.
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   RePEc:spr:portec:v:21:y:2022:i:1:d:10.1007_s10258-020-00189-x.

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7. The MAX Effect in an Oil Exporting Country: The Case of Norway. (2022). Leirvik, Thomas ; Kashif, Muhammad.
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   RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:154-:d:781878.

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8. Identifying the Determinants of Crude Oil Market Volatility by the Multivariate GARCH-MIDAS Model. (2022). Yang, Chenxu ; Xuyang, Chen ; Chuang, O-Chia .
   In: Energies.
   RePEc:gam:jeners:v:15:y:2022:i:8:p:2945-:d:795842.

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9. Time?dependent intrinsic correlation analysis of crude oil and the US dollar based on CEEMDAN. (2021). Wen, Fenghua ; Peng, Qing ; Gong, XU.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:26:y:2021:i:1:p:834-848.

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10. Modeling and assessing systematic risk in stock markets in major oil exporting countries. (2021). Onour, Ibrahim.
    In: Economic Consultant.
    RePEc:ris:statec:0093.

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11. Liquidity effects on oil volatility forecasting: From fintech perspective. (2021). Cui, Tianxiang ; Ding, Shusheng ; Li, Jiawei ; Zhang, Yongmin.
    In: PLOS ONE.
    RePEc:plo:pone00:0260289.

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12. Network diffusion of international oil volatility risk in Chinas stock market: Quantile interconnectedness modelling and shock decomposition analysis. (2021). Xia, Xiaohua ; Li, Ziruo ; Huang, Jionghao.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:76:y:2021:i:c:p:1-39.

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13. Geopolitical risk and volatility spillovers in oil and stock markets. (2021). Smales, Lee.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:80:y:2021:i:c:p:358-366.

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14. A novel prediction model of multi-layer symbolic pattern network: Based on causation entropy. (2021). Sun, Mei ; Wang, Xin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:575:y:2021:i:c:s0378437121003186.

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15. Managing exposure to volatile oil prices: Evidence from U.S. sectoral and industry-level data. (2021). Selmi, Refk ; bouoiyour, jamal ; Wohar, Mark E ; Miftah, Amal.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001574.

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16. The financial impacts of jump processes in the crude oil price: Evidence from G20 countries in the pre- and post-COVID-19. (2021). Selmi, Refk ; Alqahtani, Abdullah ; Hongbing, Ouyang.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100091x.

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17. Spillovers in higher moments and jumps across US stock and strategic commodity markets. (2021). Lei, Xiaojie ; Bouri, Elie ; Zhang, Hongwei ; Xu, Yahua ; Jalkh, Naji.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000775.

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18. Stock market and deviations from covered interest parity. (2021). Ibhagui, Oyakhilome.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001104.

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19. Are Chinese crude oil futures good hedging tools?. (2021). Huang, Lixin ; Li, Jie.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320300350.

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20. Risk spillovers and hedge strategies between global crude oil markets and stock markets: Do regime switching processes combining long memory and asymmetry matter?. (2021). Lin, Ling ; Ou, Yangchen ; Jiang, Yong ; Zhou, Zhongbao.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000334.

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21. Changes in Demand for Crude Oil and its Correlation with Crude Oil and Stock Market Returns Volatilities: Evidence from Three Asian Oil Importing Countries. (2021). Hadhek, Zouhaier ; Lafi, Mosbah ; Mrad, Fatma ; Bouazizi, Tarek.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2021-03-5.

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22. Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness. (2020). Gabauer, David ; Filis, George ; Antonakakis, Nikolaos ; de Gracia, Fernando Perez ; Cunado, Juncal.
    In: Energy Economics.
    RePEc:eee:eneeco:v:91:y:2020:i:c:s014098832030102x.

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23. Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches. (2020). Tiwari, Aviral ; Raheem, Ibrahim ; Trabelsi, Nader ; Alqahtani, Faisal.
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    RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304438.

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24. Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management. (2019). Tiwari, Aviral ; Sarwar, Suleman ; Khalfaoui, Rabeh.
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    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:22-32.

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25. How to effectively estimate the time-varying risk spillover between crude oil and stock markets? Evidence from the expectile perspective. (2019). Zhang, Yue-Jun ; Ma, Shu-Jiao.
    In: Energy Economics.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303573.

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26. 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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27. The importance of oil assets for portfolio optimization: The analysis of firm level stocks. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Anwar, Awais ; Sarwar, Suleman.
    In: Energy Economics.
    RePEc:eee:eneeco:v:78:y:2019:i:c:p:217-234.

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28. Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models. (2019). Wang, Jin-Li ; Zhang, Yue-Jun.
    In: Energy Economics.
    RePEc:eee:eneeco:v:78:y:2019:i:c:p:192-201.

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29. 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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    RePEc:pra:mprapa:84778.

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30. On the robustness of the principal volatility components. (2018). Valls Pereira, Pedro ; Hotta, Luiz ; Trucios, Carlos Cesar.
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    RePEc:fgv:eesptd:474.

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31. 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.
    RePEc:eee:intfin:v:56:y:2018:i:c:p:169-187.

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32. Time-varying correlations in global real estate markets: A multivariate GARCH with spatial effects approach. (2017). Liu, Zhixue ; Gu, Huaying ; Weng, Yingliang .
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1. Oil Price Fluctuations and Exchange Rate in Selected Sub-Saharan Africa countries: A Vector Error Correction Model Approach. (2020). Omodero, Cordelia Onyinyechi ; Osuma, Godswill Osagie ; Babajide, Ayopo Abiola ; Omankhanlen, Alexander Ehimare ; Ehikioya, Benjamin Ighodalo.
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2. Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries. (2019). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu.
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3. Tracing the Genesis of Contagion in the Oil-Finance Nexus. (2019). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold.
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4. Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging. (2016). Wang, Yudong ; Liu, LI.
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5. Oil Prices and REER with Impact of Regime Dummies. (2016). Syed, Shujaat Ahmed ; Nazir, Sidra ; Ahmed, Shujaat.
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6. 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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7. Between the hammer and the anvil: The impact of economic sanctions and oil prices on Russia’s ruble. (2016). Ulbricht, Dirk ; Kholodilin, Konstantin ; Fidrmuc, Jarko ; Dreger, Christian.
   In: Journal of Comparative Economics.
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8. Global oil glut and sanctions: The impact on Putin’s Russia. (2016). Tuzova, Yelena ; Qayum, Faryal .
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9. A study of co-movements between oil price, stock index and exchange rate under a cross-bicorrelation perspective: the case of Mexico. (2016). Rojas, Omar ; Coronado, Semei.
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   RePEc:arx:papers:1602.03271.

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10. Exchange Rate and Oil Price Interactions in Transition Economies: Czech Republic, Hungary and Poland. (2015). Nazlioglu, Saban ; Bayat, Tayfur ; Kayhan, Selim.
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    RePEc:voj:journl:v:62:y:2015:i:3:p:267-285.

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11. Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?. (2015). Razafindrabe, Tovonony ; Mignon, Valérie ; COUHARDE, Cécile ; Allegret, Jean-Pierre.
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12. Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?. (2015). Razafindrabe, Tovonony ; Mignon, Valérie ; COUHARDE, Cécile ; Allegret, Jean-Pierre.
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14. Oil Price-Macroeconomic Relationship in Australia and New Zealand: Application of a Hidden Cointegration Technique. (2014). Alom, Fardous.
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    RePEc:umk:journl:v:6:y:2014:i:2:p:105-128.

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15. The impact of oil price shocks on the large emerging countries stock prices: Evidence from China, India and Russia. (2014). Fang, Chung-Rou ; You, Shih-Yi .
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16. Oil and US dollar exchange rate dependence: A detrended cross-correlation approach. (2014). Reboredo, Juan ; Zebende, Gilney F. ; Rivera-Castro, Miguel A..
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17. The symmetrical and positive relationship between crude oil and nominal exchange rate returns. (2014). Chang, Kuang-Liang.
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18. Macro effects of capital requirements and macroprudential policy. (2014). Akram, Qaisar.
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19. The financial accelerator and the real economy: A small macroeconometric model for Norway with financial frictions. (2014). Hammersland, Roger ; Trae, Cathrine Bolstad .
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20. Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?. (2013). Czudaj, Robert ; Beckmann, Joscha.
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21. Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques. (2013). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; Gogas, Periklis.
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22. Oil Price and Exchange Rate Volatility in Nigeria. (2013). Ogundipe, Adeyemi.
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23. Oil prices and effective dollar exchange rates. (2013). Czudaj, Robert ; Beckmann, Joscha.
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24. The extreme value in crude oil and US dollar markets. (2013). Wu, Chih-Chiang ; Chen, Wei-Peng ; Choudhry, Taufiq.
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25. Asymmetric adjustment between oil prices and exchange rates: Empirical evidence from major oil producers and consumers. (2013). Ahmad, Ahmad Hassan ; Hernandez, Ricardo Moran .
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    RePEc:eee:intfin:v:27:y:2013:i:c:p:306-317.

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26. Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?. (2013). Czudaj, Robert ; Beckmann, Joscha.
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27. Non-linearities in the dynamics of oil prices. (2013). Nusair, Salah ; Kisswani, Khalid.
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28. A wavelet decomposition approach to crude oil price and exchange rate dependence. (2013). Reboredo, Juan ; Rivera-Castro, Miguel A..
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29. Foreign exchange markets and oil prices in Asia. (2013). Narayan, Seema.
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30. Energy Prices and the Real Exchange Rate of Commodity-Exporting Countries. (2013). Dauvin, Magali.
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31. Non-linearities in the dynamics of oil prices. (2012). Nusair, Salah ; Kisswani, Khalid ; Kisswani, Khalid /M., ; Nusair, Salah/ A., ; Nusair, Salah /A., ; Kisswani, Khalid/ M., .
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32. The Monetary Approach to the Exchange Rate Determination for a “Petrocurrency”: The Case of Norwegian Krone. (2012). Papadamou, Stephanos ; Markopoulos, Thomas.
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33. Modelling oil price and exchange rate co-movements. (2012). Reboredo, Juan.
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34. The economic value of co-movement between oil price and exchange rate using copula-based GARCH models. (2012). Wu, Chih-Chiang ; Chang, Yu-Hsien ; Chung, Huimin.
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35. Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis. (2012). Wang, Yudong ; Wu, Chongfeng.
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36. The real exchange rate of an oil exporting economy: Empirical evidence from Nigeria. (2011). Suleiman, Hassan ; Muhammad, Zahid .
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37. Exploring oil price – exchange rate nexus for Nigeria. (2011). Suleiman, Hassan ; Muhammad, Zahid ; Kouhy, Reza .
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38. The euro introduction and noneuro currencies. (2011). van Dijk, Dick ; Munandar, Haris ; Hafner, Christian.
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39. The Financial Accelerator and the real economy. Self-reinforcing feedback loops in a core macro econometric model for Norway. (2011). Hammersland, Roger ; Trae, Cathrine Bolstad .
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40. Energy dependence, oil prices and exchange rates: the Dominican economy since 1990. (2011). Mendez-Carbajo, Diego.
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41. Economic Effects of Oil and Food Price Shocks in Asia and Pacific Countries: An Application of SVAR Model. (2011). Alom, Fardous.
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42. Commodity prices, interest rates and the dollar. (2009). Akram, Qaisar.
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43. Crude Oil Prices and the USD/EUR Exchange Rate. (2008). Crespo Cuaresma, Jesus ; Breitenfellner, Andreas ; Summer, Martin.
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44. Oil Price Shocks and Stock Market Booms in an Oil Exporting Country. (2008). Bjørnland, Hilde.
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45. Commodity prices, interest rates and the dollar. (2008). Akram, Qaisar.
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46. The NOK/euro exhange rate after inflation targeting: The interest rate rules. (2007). Jansen, Eilev ; Bjørnstad, Roger ; Bjornstad, Roger .
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47. The Euro Introduction and Non-Euro Currencies. (2006). van Dijk, Dick ; Munandar, Haris ; Hafner, Christian.
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48. The Turning Black Tide: Energy Prices and the Canadian Dollar. (2006). Murray, John ; Lafrance, Robert ; Issa, Ramzi.
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49. The commodity currency puzzle. (2005). Hungnes, Håvard ; Bjørnland, Hilde.
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50. The commodity currency puzzle. (2005). Hungnes, Håvard ; Bjørnland, Hilde ; Bjornland, Hilde C..
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