This paper makes a novel attempt to model the nonlinear association between renewable
energy consumption and crude oil prices concerning four net oil-importing South Asian …

This study explores the dynamic co-movement between oil and six stock markets (China,
India, Japan, Saudi Arabia, Russia, and Canada) by using two types of wavelet analysis …

This paper conducts a selective review of various estimates for energy demand responses
focused specially upon lower-income industrializing economies rather than richer mature …

This study examines the relationship between oil price volatility and stock returns in the G7
economies (Canada, France, Germany, Italy, Japan, the UK and the US) using monthly data …

Using a time-varying parameter structural vector autoregression with stochastic volatility
(TVP-SVAR-SV) model, we decompose the structural shocks of oil price fluctuations into four …

This paper investigates the effect of oil shocks on US stock market volatility based on a new
hybrid model that combines the least absolute shrinkage and selection operator (LASSO) …

The study tries to measure the influence of the world oil prices on inflation rates in South
Asian countries using monthly data from 1980M1–2018M12. Empirical analysis is carried …

The international dry bulk shipping market is closely related to the commodity and crude oil
markets. At the same time, the Baltic Dry Index (BDI) is usually considered as the main …

This paper develops a time‐varying parameter vector autoregressive model to examine the
dynamic effects of crude oil prices and monetary policy on China's economy during January …

This paper investigates the impacts of changes in the implied volatility index of the oil market
(OVX) on the changes in the implied volatility index of the Chinese stock market (VXFXI). A …