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 …
nexus to provide a research overview and suggest further research directions. We used …
The continuous wavelet transform: Moving beyond uni‐and bivariate analysis
L Aguiar‐Conraria, MJ Soares - Journal of economic surveys, 2014 - Wiley Online Library
A body of work using the continuous wavelet transform has been growing. We provide a self‐
contained summary on its most relevant theoretical results, describe how such transforms …
contained summary on its most relevant theoretical results, describe how such transforms …
Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets
This study examines the dynamic asymmetric return spillovers between gold and oil
commodity futures and 22 European equity sectors using the Diebold and Yilmaz (2012) …
commodity futures and 22 European equity sectors using the Diebold and Yilmaz (2012) …
Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China
AD Ahmed, R Huo - Energy Economics, 2021 - Elsevier
This paper uses a trivariate VAR-BEKK-GARCH model to investigate the dynamic
relationship among the Chinese stock market, commodity markets and global oil price. We …
relationship among the Chinese stock market, commodity markets and global oil price. We …
Oil shocks and stock markets revisited: Measuring connectedness from a global perspective
D Zhang - Energy Economics, 2017 - Elsevier
This paper contributes to the large volume of empirical studies on the relationship between
oil shocks and stock markets from a new systemic perspective. The method of measuring …
oil shocks and stock markets from a new systemic perspective. The method of measuring …
Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression
W You, Y Guo, H Zhu, Y Tang - Energy Economics, 2017 - Elsevier
This paper investigates the impact of crude oil shocks and China's economic policy
uncertainty on stock returns at different locations on the return distributions. Based on …
uncertainty on stock returns at different locations on the return distributions. Based on …
The power play of natural gas and crude oil in the move towards the financialization of the energy market
The financialization of the energy market has capacitated energy commodities to affect
economic activities unfathomably. Despite the availability of rich literature investigating …
economic activities unfathomably. Despite the availability of rich literature investigating …
Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks
The price instabilities between oil prices and cryptocurrencies have motivated the current
study to examine the nonlinear relationship between oil returns/shocks and cryptocurrencies …
study to examine the nonlinear relationship between oil returns/shocks and cryptocurrencies …
The asymmetric effects of oil price on sectoral Islamic stocks: new evidence from quantile-on-quantile regression approach
This study extends the existing literature by examining the impact of oil prices on the Dow
Jones (DJ) Islamic index and sectoral stock indices. In particular, enhanced empirical …
Jones (DJ) Islamic index and sectoral stock indices. In particular, enhanced empirical …
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
This study combines the variational mode decomposition (VMD) method and static and time-
varying symmetric and asymmetric copula functions to examine the dependence structure …
varying symmetric and asymmetric copula functions to examine the dependence structure …