The nexus between extreme events and energy price risk is of great importance in energy
finance analysis due to the fact that those events generally exert strong impacts on energy …

The impact that oil-market shocks have on stock prices in oil exporting countries has
implications for both domestic and international investors. We derive the shocks driving oil …

This study investigates oil price risk exposure of financial and non-financial industries
around the world during the COVID–19 pandemic. The empirical results show that oil supply …

This paper is a survey of research on how oil prices affect stock returns. In the last couple of
decades there has been an upsurge in such research, suggesting that a stock take is timely …

This paper extends the literature on the relationship between oil price shocks and financial
markets by examining the effect of oil shocks on the sovereign bond markets of a large …

This paper investigates the impact of oil price uncertainty on stock price crash risk in China.
The empirical results based on a sample from 2000 to 2019 show that oil price uncertainty …

COVID-19 led restrictions make it imperative to study how pandemic affects the systemic risk
profile of global commodities network. Therefore, we investigate the systemic risk profile of …

This paper introduces an innovative nonparametric panel data approach to model the long-
run relationship between the monthly oil price index and stock market price indices of ten …

This paper investigates how extreme oil price shocks affect the stock market returns of major
oil-exporter countries (Gulf Cooperation Council [GCC] countries) at different time horizons …

This study contributes in building emerging literature by investigating the impacts of global
economic policy uncertainty on Malaysian sectoral stock performance. This study models …