Oil price shocks, stock market returns, and volatility spillovers: a bibliometric analysis and its implications

MF Bashir - Environmental Science and Pollution Research, 2022 - Springer
The current research paper identifies the current dynamics in the oil price-stock market
nexus to provide a research overview and suggest further research directions. We used …

Oil prices and stock markets: A review of the theory and empirical evidence

S Degiannakis, G Filis, V Arora - The Energy Journal, 2018 - journals.sagepub.com
Do oil prices and stock markets move in tandem or in opposite directions? The complex and
time varying relationship between oil prices and stock markets has caught the attention of …

Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results

AA Salisu, GU Ebuh, N Usman - International Review of Economics & …, 2020 - Elsevier
We provide some preliminary estimates about the behaviour of oil-stock nexus during
COVID-19 pandemic. Consequently, we conduct distinct analyses for periods before and …

The roles of oil shocks and geopolitical uncertainties on China's green bond returns

CC Lee, H Tang, D Li - Economic Analysis and Policy, 2022 - Elsevier
This research assesses the linkages among oil shocks, geopolitical uncertainties, and green
bond returns based on a structural vector autoregression framework for China from January …

Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico

S Singhal, S Choudhary, PC Biswal - Resources Policy, 2019 - Elsevier
This study investigates the dynamic relationship among international oil prices, international
gold prices, exchange rate and stock market index in Mexico. Mexico is a major oil and gold …

Revisiting the relationship between oil prices, exchange rate, and stock prices: An application of quantile ARDL model

SM Hashmi, BH Chang, L Huang, E Uche - Resources Policy, 2022 - Elsevier
This study examines the interaction between oil prices, exchange rate, and stock returns in
Pakistan by using quarterly data from January 2000 to December 2019. We extend the …

High frequency volatility co-movements in cryptocurrency markets

P Katsiampa, S Corbet, B Lucey - Journal of International Financial Markets …, 2019 - Elsevier
Through the application of Diagonal BEKK and Asymmetric Diagonal BEKK methodologies
to intra-day data for eight cryptocurrencies, this paper investigates not only conditional …

Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach

AA Salisu, KO Isah - Economic Modelling, 2017 - Elsevier
In this paper, we re-examine the relationship between oil price and stock prices in oil
exporting and oil importing countries in the following distinct ways. First, we account for …

Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index

J Xiao, M Zhou, F Wen, F Wen - Energy Economics, 2018 - Elsevier
The crude oil volatility index (OVX) is a direct and more accurate measure of oil price
uncertainty. This paper uses this kind of implied volatility index of oil prices to investigate the …

Does sustainability activities performance matter during financial crises? Investigating the case of COVID-19

S Yoo, AR Keeley, S Managi - Energy Policy, 2021 - Elsevier
As a market for sustainability investing is growing rapidly, understanding the impact of
environmental, social, and governance (ESG) activities on firms' financial performance is …