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 …

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) …

In this study we examine the asymmetric propagation of return spillovers between oil prices
and Islamic stock prices at the sector level. To achieve that, we extend the work of …

Vector Auto regression model (VAR) a time-varying parameter is applied to study the effect
of oil price shocks on the returns of stocks in the LATAM (Latin American) markets. Coherent …

During the ongoing COVID-19 pandemic in the US, there has been considerable media
attention regarding several US legislators who traded stocks in late January through …

Prior research has shown that energy sector stock prices are impacted by uncertainty. The
coronavirus (COVID-19) pandemic has given rise to widespread health and economic …

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 …

This paper investigates the volatility spillovers and co-movements among oil prices and
stock prices of major oil and gas corporations over the period between 18th June 2001 and …

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 …

We investigate the spillovers and hedging between US equity sector returns and oil, gold,
Islamic stocks, and the implied volatilities of oil (OVX) and US stock market (VIX) based on …