1. Empirical Evidence of Associations and Similarities between the National Equity Markets Indexes and Crude Oil Prices in the International Market. (2022). Eduarda, Silva Maria ; de Salles, Andre Assis ; Paulo, Teles.
   In: MPRA Paper.
   RePEc:pra:mprapa:113589.

   Full description at Econpapers || Download paper

2. Application of grey relational analysis and artificial neural networks on currency exchange-traded notes (ETNs). (2021). Francis, Diaz John ; Jo-Hui, Chen.
   In: Studies in Nonlinear Dynamics & Econometrics.
   RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:4.

   Full description at Econpapers || Download paper

3. Dynamic Correlation and Risk Contagion Between “Black” Futures in China: A Multi-scale Variational Mode Decomposition Approach. (2020). Wang, Qunwei ; Zhou, Dequn ; Dai, Xingyu.
   In: Computational Economics.
   RePEc:kap:compec:v:55:y:2020:i:4:d:10.1007_s10614-018-9857-y.

   Full description at Econpapers || Download paper

4. Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China. (2019). McAleer, Michael ; Chang, Chia-Lin ; Tian, Jiarong .
   In: Energies.
   RePEc:gam:jeners:v:12:y:2019:i:8:p:1475-:d:224091.

   Full description at Econpapers || Download paper

5. Price risk and hedging strategies in Nord Pool electricity market evidence with sector indexes. (2019). Heni, Boubaker ; Souhir, Ben Amor ; Lotfi, Belkacem.
   In: Energy Economics.
   RePEc:eee:eneeco:v:80:y:2019:i:c:p:635-655.

   Full description at Econpapers || Download paper

6. .

   Full description at Econpapers || Download paper

7. Oil Price Shocks and Stock Market Performance in Emerging Economies: Some Evidence using FAVAR Models. (2016). Naser, Hanan ; Ahmed, Abdul Rashid .
   In: MPRA Paper.
   RePEc:pra:mprapa:77868.

   Full description at Econpapers || Download paper

8. Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets. (2016). Tiwari, Aviral ; Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Raza, Naveed.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:49:y:2016:i:c:p:290-301.

   Full description at Econpapers || Download paper

9. Volatility Spillovers Between Oil Prices And Stock Returns: A Focus On Frontier Markets. (2014). Chaibi, Anissa ; Gomes, Mathieu.
   In: Post-Print.
   RePEc:hal:journl:hal-02314397.

   Full description at Econpapers || Download paper

10. The Impact of Oil Price Fluctuations on the Sudanese Stock Market Performance. (2014). Zakaria, Suliman .
    In: Working Papers.
    RePEc:erg:wpaper:887.

    Full description at Econpapers || Download paper

11. Oil price shocks and stock market returns: New evidence from the United States and China. (2014). Filis, George ; Broadstock, David.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:33:y:2014:i:c:p:417-433.

    Full description at Econpapers || Download paper

12. The relationship between energy and equity markets: Evidence from volatility impulse response functions. (2014). Wohar, Mark ; Olson, Eric ; Vivian, Andrew J..
    In: Energy Economics.
    RePEc:eee:eneeco:v:43:y:2014:i:c:p:297-305.

    Full description at Econpapers || Download paper

13. Dynamic Correlations and Volatility Spillovers between Crude Oil and Stock Index Returns: The Implications for Optimal Portfolio Construction. (2014). Wu, Chun-Yu ; Lee, Yen-Hsien ; Huang, Ya-Ling .
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2014-03-2.

    Full description at Econpapers || Download paper

14. Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment. (2013). Floros, Christos ; Filis, George ; Degiannakis, Stavros.
    In: MPRA Paper.
    RePEc:pra:mprapa:96298.

    Full description at Econpapers || Download paper

15. Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment. (2013). Floros, Christos ; Filis, George ; Degiannakis, Stavros.
    In: MPRA Paper.
    RePEc:pra:mprapa:80495.

    Full description at Econpapers || Download paper

16. Volatility Spillovers Between Oil Prices and Stock Returns: A Focus on Frontier Markets. (2013). Chaibi, Anissa ; Gomes, Mathieu.
    In: Working Papers.
    RePEc:ipg:wpaper:34.

    Full description at Econpapers || Download paper

17. Volatility Spillovers Between Oil Prices and Stock Returns: A Focus on Frontier Markets. (2013). Gomes, Mathieu ; Chaibi, Anissa .
    In: Working Papers.
    RePEc:ipg:wpaper:2013-34.

    Full description at Econpapers || Download paper

18. Volatility Spillovers Between Oil Prices and Stock Returns: A Focus on Frontier Markets. (2013). Chaibi, Anissa ; Gomes, Mathieu.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-034.

    Full description at Econpapers || Download paper

19. Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach. (2013). Soucek, Michael ; Souek, Michael ; Todorova, Neda.
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:586-597.

    Full description at Econpapers || Download paper

20. Crude oil, equity and gold futures open interest co-movements. (2013). Soucek, Michael ; Souek, Michael .
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:306-315.

    Full description at Econpapers || Download paper

21. Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?. (2013). Zhang, Bing ; Li, Xindan ; Yu, Honghai.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:26:y:2013:i:c:p:725-738.

    Full description at Econpapers || Download paper

22. Reexamining the time-varying volatility spillover effects: A Markov switching causality approach. (2013). Zuo, Haomiao ; Zheng, Tingguo .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:26:y:2013:i:c:p:643-662.

    Full description at Econpapers || Download paper

23. How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approaches. (2013). Zhang, Zhaoyong ; Ho, Kin-Yip ; Shi, Yanlin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:26:y:2013:i:c:p:436-456.

    Full description at Econpapers || Download paper

24. Stress testing correlation matrices for risk management. (2013). Asai, Manabu ; Wong, Jerry ; So, Mike K. P., .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:26:y:2013:i:c:p:310-322.

    Full description at Econpapers || Download paper

25. Oil Shocks and their Impact on Energy Related Stocks in China. (2012). Zhang, Dayong ; Broadstock, David ; Cao, Hong.
    In: Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS).
    RePEc:sur:seedps:137.

    Full description at Econpapers || Download paper

26. Risk Management and Financial Derivatives:An Overview. (2012). McAleer, Michael ; Hammoudeh, Shawkat.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:816.

    Full description at Econpapers || Download paper

27. Conditional Correlation Between Oil and Stock Market Returns: The Case of Mexico. (2012). Valdes, Arturo Lorenzo ; Fraire, Leticia Armenta ; Vazquez, Rocio Duran .
    In: Remef - The Mexican Journal of Economics and Finance.
    RePEc:imx:journl:v:7:y:2012:i:1:p:49-63.

    Full description at Econpapers || Download paper

28. Conditional Correlation Between Oil and Stock Market Returns: The Case of Mexico. (2012). Valdes, Arturo Lorenzo ; Vazquez, Rocio Duran ; Fraire, Leticia Armenta .
    In: Remef - The Mexican Journal of Economics and Finance.
    RePEc:imx:journl:20121015.

    Full description at Econpapers || Download paper

29. Risk Management and Financial Derivatives: An Overview. (2012). McAleer, Michael ; Hammoudeh, Shawkat.
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:32527.

    Full description at Econpapers || Download paper

30. Oil shocks and their impact on energy related stocks in China. (2012). Zhang, Dayong ; Cao, Hong ; Broadstock, David.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:6:p:1888-1895.

    Full description at Econpapers || Download paper

31. Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries. (2011). Floros, Christos ; Filis, George ; Degiannakis, Stavros.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:20:y:2011:i:3:p:152-164.

    Full description at Econpapers || Download paper

1. Ã…gren, M. (2006), Does oil price uncertainty transmit to stock markets?, Department of Economics, Uppsala University, Working Paper 2006:23.

2. Aloui, C. and R. Jammazi (2009), The effects of crude oil shocks on stock market shifts behavior: A regime switching approach, Energy Economics, 31, 789-799.

3. Arouri, M. and J. Fouquau (2009), On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses. Available at http://arxiv.org/abs/0905.3870.

4. Basher, S.A. and P. Sardosky (2006), Oil price risk and emerging stock markets, Global Finance Journal, 17, 224-251.

5. Bauwens, L., S. Laurent and J. Rombouts (2006), Multivariate GARCH models: A survey, Journal of Applied Econometrics, 21, 79-109.

6. Bjørnland, H. (2008), Oil price shocks and stock market booms in an oil exporting country, NORGES Bank, Working paper 2008/16.

7. Bollerslev, T. (1990), Modelling the coherence in short-run nominal exchange rate: A multivariate generalized ARCH approach, Review of Economics and Statistics 72, 498-505.

8. Bollerslev, T. and J. Wooldridge (1992), Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances, Econometric Reviews, 11, 143172.
   Paper not yet in RePEc: Add citation now
   

9. Boyer, M. and D. Filion (2004), Common and fundamental factors in stock returns of Canadian oil and gas companies, Energy Economics, 29, 428-453.

10. Caporin, M. and M. McAleer (2009), Do we really need both BEKK and DCC? A tale of two covariance models. Available at SSRN: http://ssrn.com/abstract=1338190.

11. Chang, C.-L., M. McAleer and R. Tansuchat (2009), Volatility spillovers between returns on crude oil futures and oil company stocks. Available at http://ssrn.com/abstract=1406983 Ciner, C. (2001), Energy shocks and financial markets: nonlinear linkages, Studies in Nonlinear Dynamics & Econometrics, 5(3), 203-212.

12. Cologni, A. and M. Manera (2008), Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries, Energy Economics, 38, 856–888.

13. Cong, R.-G., Y.-M. Wei, J.-L. Jiao and Y. Fan (2008), Relationships between oil price shocks and stock market: An empirical analysis from China, Energy Policy, 36, 3544-3553.

14. Cunado, J. and F. Perez de Garcia (2005), Oil prices, economic activity and inflation: Evidence for some Asian countries, Quarterly Review of Economics and Finance, 45(1), 65–83.

15. Engle, R. (2002), Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models, Journal of Business and Economic Statistics, 20, 339-350.

16. Faff, R.W. and T. Brailsford (1999), Oil price risk and the Australian stock market, Journal of Energy Finance and Development, 4, 69-87.

17. Glosten, L., R. Jagannathan and D. Runkle (1992), On the relation between the expected value and volatility of nominal excess return on stocks, Journal of Finance, 46, 17791801.
    Paper not yet in RePEc: Add citation now
    
18. Gogineni, S. (2009), Oil and the stock market: An industry level analysis, Working paper, University of Oklahoma.
    Paper not yet in RePEc: Add citation now
    

19. Hamilton, J.D. (1983), Oil and the macroeconomy since World War II, Journal of Political Economy, 88, 829-853.

20. Hamilton, J.D. and A.M. Herrera (2004), Oil shocks and aggregate macroeconomic behavior: the role of monetary policy, Journal of Money, Credit and Banking, 36 (2), 265-286.

21. Hammoudeh, S. and E. Aleisa (2002), Relationship between spot/futures price of crude oil and equity indices for oil-producing economies and oil-related industries, Arab Economic Journal, 11, 37-62.
    Paper not yet in RePEc: Add citation now
    

22. Hammoudeh, S. and E. Aleisa (2004), Dynamic relationships among GCC stock markets and NYMEX oil futures, Contemporary Economics Policy, 22, 250-269.

23. Hammoudeh, S. and H. Li (2005), Oil sensitivity and systematic risk in oil-sensitive stock indices, Journal of Economics and Business, 57, 1-21.

24. Hammoudeh, S., S. Dibooglu and E. Aleisa (2004), Relationships among US oil prices and oil industry equity indices, International Review of Economics and Finance, 13(3), 427-453.

25. Henriques, I. and P. Sadorsky (2008), Oil prices and the stock prices of alternative energy companies, Energy Economics, 30, 998-1010.

26. Hooker, M. (2002), Are oil shocks inflationary? Asymmetric and nonlinear specification versus changes in regime, Journal of Money, Credit and Banking, 34(2), 540-561.

27. Huang, R.D., R.W. Masulis and H.R. Stoll (1996), Energy shocks and financial markets, Journal of Futures Markets, 16(1), 1-27.
    Paper not yet in RePEc: Add citation now
    
28. Jiménez-Roidríguez, R. and M. Sánchez (2005), Oil price shocks and real GDP growth: Empirical evidence for some OECD countries, Applied Economics, 37(2), 201-228.
    Paper not yet in RePEc: Add citation now
    

29. Jones, C.M. and G. Kaul (1996), Oil and the stock markets, Journal of Finance, 51(2), 463491.

30. Kaneko, T. and B.-S. Lee (1995), Relative importance of economic factors in the U.S. and Japanese stock markets, Journal of the Japanese and International Economics, 9, 290-307.
    Paper not yet in RePEc: Add citation now
    

31. Kilian, L. (2008), A comparison of the effects of exogenous oil supply shocks on output and inflation in the G7 countries, Journal of the European Economic Association, 6(1), 78–121.

32. Kilian, L. and C. Park (2007), The impact of oil price shocks on the U.S. stock market, Department of Economic, University of Michigan.

33. Lee, B.R., K. Lee and R.A. Ratti (2001) Monetary policy, oil price shocks, and the Japanese economy, Japan and the World Economy, 13, 321–349.

34. Lee, K. and S. Ni (2002), On the dynamic effects of oil price shocks: a study using industry level data, Journal of Monetary Economics, 49, 823-852.

35. Lee, K., S. Ni and R.A. Ratti (1995), Oil shocks and the macroeconomy: The role of price variability, Energy Journal, 16, 39-56.

36. Li, W.-K., S. Ling and M. McAleer (2002), Recent theoretical results for time series models with GARCH errors, Journal of Economic Surveys, 16, 245-269. Reprinted in M.

37. Ling, S. and M. McAleer (2003), Asymptotic theory for a vector ARMA-GARCH model, Econometric Theory, 19, 278-308.

38. Maghyereh, A. (2004), Oil price shocks and emerging stock markets: A generalized VAR approach, International Journal of Applied Econometrics and Quantitative Studies, 1(2), 27-40.

39. Maghyereh, A. and A. Al-Kandari (2007), Oil prices and stock markets in GCC countries: New evidence from nonlinear cointegration analysis, Managerial Finance, 33(7), 449-460.
    Paper not yet in RePEc: Add citation now
    

40. Malik, F. and S. Hammoudeh (2007), Shock and volatility transmission in the oil, US and Gulf equity markets, International Review of Economics and Finance, 16, 357-368.

41. McAleer and L. Oxley (eds.), Contributions to Financial Econometrics: Theoretical and Practical Issues, Blackwell, Oxford, 2002, pp. 9-33.
    Paper not yet in RePEc: Add citation now
    

42. McAleer, M., F. Chan, S. Hoti and O. Lieberman (2008), Generalized autoregressive conditional correlation, Econometric Theory, 24, 1554-1583.

43. McAleer, M., S. Hoti and F. Chan (2009), Structure and asymptotic theory for multivariate asymmetric conditional volatility, Econometric Reviews 28, 422-440.

44. Miller, J.I. and R.A. Ratti (2009), Crude oil and stock markets: Stability, instability, and bubbles, Working Paper, University of Missouri.

45. Mork, K. (1994), Business cycles and the oil market, Energy Journal, 15, 15-38.

46. Mork, K.A., O. Olsen and H.T. Mysen (1994), Macroeconomic responses to oil price increases and decreases in seven OECD countries, Energy Journal, 15: 19–35.

47. Nandha, M. and R. Faff (2007), Does oil move equity prices? A global view, Energy Economics, 30, 986-997.
    Paper not yet in RePEc: Add citation now
    

48. Oberndorfer, U. (2008), Returns and volatility of Euro zone energy stocks, Centre for European Economic Research, Discussion Paper No. 07-030.

49. Onour, I. (2007), Impact of oil price volatility on Gulf Cooperation Council stock markets’ return, Organization of the Petroleum Exporting Countries, 31, 171-189.

50. Papapetrou, E. (2001), Oil price shocks, stock markets, economic activity and employment in Greece, Energy Economics, 23, 511-532.

51. Park, J. and R.A. Ratti (2008), Oil price shocks and stock markets in the U.S. and 13 European countries, Energy Economics, 30, 2587-2608.

52. Sadorsky, P. (1999), Oil price shocks and stock market activity, Energy Economics, 21, 449469.

53. Sadorsky, P. (2001), Risk factors in stock returns of Canadian oil and gas companies, Energy Economics, 23, 17-28.

54. Sadorsky, P. (2004), Stock markets and energy prices, Encyclopedia of Energy, Vol. 5, Elsevier, New York, 707−717.
    Paper not yet in RePEc: Add citation now
    

55. Sadorsky, P. (2008), Assessing the impact of oil prices on firms of different sizes: Its tough being in the middle, Energy Policy, 36, 3854–3861.

56. Zarour, B.A. (2006), Wild oil prices, but brave stock markets! The case of GCC stock market, International Journal Operation Research, 6(2), 145-162.
    Paper not yet in RePEc: Add citation now
    

1. Volatility contagion between oil and the stock markets of G7 countries plus India and China. (2023). Pradhan, Ashis ; Bandaru, Ramakrishna ; Guru, Biplab Kumar.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000855.

   Full description at Econpapers || Download paper

2. The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Huo, Jiale ; Umar, Muhammad ; Li, Jingpeng.
   In: Energy Economics.
   RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300066x.

   Full description at Econpapers || Download paper

3. The oil price crisis and contagion effects on the Canadian economy. (2022). Chawla, Akhila ; Gajurel, Dinesh.
   In: Applied Economics.
   RePEc:taf:applec:v:54:y:2022:i:13:p:1527-1543.

   Full description at Econpapers || Download paper

4. Volatility spillovers between Turkish energy stocks and fossil fuel energy commodities based on time and frequency domain approaches. (2022). Taspinar, Nigar ; Coskun, Merve.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004111.

   Full description at Econpapers || Download paper

5. Global pandemic crisis and risk contagion in GCC stock markets. (2022). Saidi, Sana ; ben Zaied, Younes ; ben Cheikh, Nidhaleddine ; Sellami, Mohamed.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:202:y:2022:i:c:p:746-761.

   Full description at Econpapers || Download paper

6. Volatility Spillover Effects among Gold, Oil and Stock Markets: Empirical Evidence from the G7 Countries. (2022). Viswanathan, T ; Kannadas, S.
   In: Economic Studies journal.
   RePEc:bas:econst:y:2022:i:4:p:18-32.

   Full description at Econpapers || Download paper

7. Spillovers entre los principales Mercados Accionarios de Latinoamérica, Estados Unidos y el Mercado Petrolero. (2021). Duran, Nancy Muller ; Benavides, Domingo Rodriguez ; Climent, Jose Antonio.
   In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance).
   RePEc:imx:journl:v:16:y:2021:i:1:p:1-18.

   Full description at Econpapers || Download paper

8. Spillovers entre los principales Mercados Accionarios de Latinoamérica, Estados Unidos y el Mercado Petrolero. (2021). Climent, Jose Antonio ; Duran, Nancy Muller ; Benavides, Domingo Rodriguez.
   In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance).
   RePEc:imx:journl:v:16:y:2021:i:1:a:7.

   Full description at Econpapers || Download paper

9. La modélisation de la dynamique des volatilités et des corrélations entre les prix des matières premières et les rendements boursiers. (2021). Mestiri, Sami ; Abdelghani, Sabrine.
   In: Working Papers.
   RePEc:hal:wpaper:hal-03432761.

   Full description at Econpapers || Download paper

10. External Shocks and Volatility Overflow among the Exchange Rate of the Yen, Nikkei, TOPIX and Sectoral Stock Indices. (2021). Sultonov, Mirzosaid.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:560-:d:683125.

    Full description at Econpapers || Download paper

11. .

    Full description at Econpapers || Download paper

12. The Impacts of International Political and Economic Events on Japanese Financial Markets. (2020). Sultonov, Mirzosaid.
    In: IJFS.
    RePEc:gam:jijfss:v:8:y:2020:i:3:p:43-:d:382078.

    Full description at Econpapers || Download paper

13. Analyzing volatility spillovers between oil market and Asian stock markets. (2020). Tiwari, Aviral ; Tingqiu, Cao ; Sarwar, Suleman.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719304957.

    Full description at Econpapers || Download paper

14. Volatility spillovers for energy prices: A diagonal BEKK approach. (2020). Faghihian, Fatemeh ; Ghoddusi, Hamed ; Zolfaghari, Mehdi.
    In: Energy Economics.
    RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303054.

    Full description at Econpapers || Download paper

15. Volatility spillovers and hedging: Evidence from Asian oil-importing countries. (2019). Khalfaoui, Rabeh ; Sarwar, Suleman ; Dastgerdi, Hamidreza Ghorbani ; Waheed, Rida.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:61:y:2019:i:c:p:479-488.

    Full description at Econpapers || Download paper

16. Volatility Spillovers between Crude Oil Prices and New Energy Stock Price in China. (2018). Chen, Yufeng ; Jin, XI ; Li, Wenqi.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2018:i:2:p:43-62.

    Full description at Econpapers || Download paper

17. Dynamic Linkages between Japan’s Foreign Exchange and Stock Markets: Response to the Brexit Referendum and the 2016 U.S. Presidential Election. (2018). Sultonov, Mirzosaid ; JEHAN, Shahzadah.
    In: JRFM.
    RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:34-:d:155155.

    Full description at Econpapers || Download paper

18. Risk contribution of crude oil to industry stock returns. (2018). Yu, Honghai ; Yan, Panpan ; Fang, Libing ; Du, Donglei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:58:y:2018:i:c:p:179-199.

    Full description at Econpapers || Download paper

19. RETURN AND VOLATILITY SPILLOVER BETWEEN SECTORAL STOCK AND OIL PRICE: EVIDENCE FROM PAKISTAN STOCK EXCHANGE. (2017). Malik, Muhammad Irfan ; Rashid, Abdul.
    In: Annals of Financial Economics (AFE).
    RePEc:wsi:afexxx:v:12:y:2017:i:02:n:s2010495217500075.

    Full description at Econpapers || Download paper

20. Financial contagion and volatility spillover: An exploration into Indian commodity derivative market. (2017). Sinha Roy, Saikat ; Sinharoy, Saikat.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:67:y:2017:i:c:p:368-380.

    Full description at Econpapers || Download paper

21. Does Oil Prices Uncertainty Affect Stock Returns in Russia: A Bivariate Generalized Autoregressive Conditional Heteroskedasticity-in-Mean Approach. (2017). Bass, Alexander.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2017-04-27.

    Full description at Econpapers || Download paper

22. Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem.
    In: Working Papers.
    RePEc:cui:wpaper:0023.

    Full description at Econpapers || Download paper

23. Forecasting oil price realized volatility: A new approach. (2016). Filis, George ; Degiannakis, Stavros.
    In: MPRA Paper.
    RePEc:pra:mprapa:69105.

    Full description at Econpapers || Download paper

24. Intraday volatility interaction between the crude oil and equity markets. (2016). Sharma, Susan ; Narayan, Paresh ; Bach, Dinh Hoang.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:40:y:2016:i:c:p:1-13.

    Full description at Econpapers || Download paper

25. Carbon Future Price Return, Oil Future Price Return and Stock Index Future Price Return in the U.S.. (2016). Wei, Ching-Chun ; Lin, Ya-Ling .
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2016-04-01.

    Full description at Econpapers || Download paper

26. Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach. (2015). Salisu, Afees ; Oloko, Tirimisiyu.
    In: Energy Economics.
    RePEc:eee:eneeco:v:50:y:2015:i:c:p:1-12.

    Full description at Econpapers || Download paper

27. Volatility Spillovers Between Oil Prices And Stock Returns: A Focus On Frontier Markets. (2014). Chaibi, Anissa ; Gomes, Mathieu.
    In: Post-Print.
    RePEc:hal:journl:hal-02314397.

    Full description at Econpapers || Download paper

28. The relationship between energy and equity markets: Evidence from volatility impulse response functions. (2014). Wohar, Mark ; Olson, Eric ; Vivian, Andrew J..
    In: Energy Economics.
    RePEc:eee:eneeco:v:43:y:2014:i:c:p:297-305.

    Full description at Econpapers || Download paper

29. Does WTI Oil Price Returns Volatility Spillover to the Exchange Rate and Stock Index in the US?. (2014). Wei, Ching-Chun ; Chen, Chung-Hsuan .
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2014-02-9.

    Full description at Econpapers || Download paper

30. Conditional correlations and volatility spillovers between crude oil and stock index returns. (2013). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:25:y:2013:i:c:p:116-138.

    Full description at Econpapers || Download paper

31. Conditional Correlation Between Oil and Stock Market Returns: The Case of Mexico. (2012). Valdes, Arturo Lorenzo ; Fraire, Leticia Armenta ; Vazquez, Rocio Duran .
    In: Remef - The Mexican Journal of Economics and Finance.
    RePEc:imx:journl:v:7:y:2012:i:1:p:49-63.

    Full description at Econpapers || Download paper

32. Conditional Correlation Between Oil and Stock Market Returns: The Case of Mexico. (2012). Valdes, Arturo Lorenzo ; Vazquez, Rocio Duran ; Fraire, Leticia Armenta .
    In: Remef - The Mexican Journal of Economics and Finance.
    RePEc:imx:journl:20121015.

    Full description at Econpapers || Download paper

33. On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness. (2012). Nguyen, Duc Khuong ; AROURI, Mohamed ; Arouri, Mohamed El Hedi, ; Jouini, Jamel.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:2:p:611-617.

    Full description at Econpapers || Download paper

34. Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management. (2011). Nguyen, Duc Khuong ; AROURI, Mohamed ; Jouini, Jamel ; El Hedi Arouri, Mohamed, .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:7:p:1387-1405.

    Full description at Econpapers || Download paper

35. Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2010cf706.

    Full description at Econpapers || Download paper

36. Crude Oil Price shocks to Emerging Markets: Evaluating the BRICs Case. (2010). Khan, Salman.
    In: MPRA Paper.
    RePEc:pra:mprapa:22978.

    Full description at Econpapers || Download paper

37. Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:18043.

    Full description at Econpapers || Download paper

38. Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin.
    In: Working Papers in Economics.
    RePEc:cbt:econwp:10/04.

    Full description at Econpapers || Download paper

39. Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2009cf639.

    Full description at Econpapers || Download paper

40. Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf157.

    Full description at Econpapers || Download paper

41. Prospect Theory and Higher Moments. (2006). Ågren, Martin.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2006_024.

    Full description at Econpapers || Download paper

Report date: 2025-02-21 08:51:38 || Missing content? Let us know