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 …

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 …

This paper investigates spillover from energy commodities to Shanghai stock exchange and
European Stock market, and identifies possible risks transmission and portfolio …

This paper investigates the dynamic dependence and risk spillover between BRICS stock
returns and different types of oil shocks, combining the Structural VAR model and time …

The research aims to prioritize the pandemic's impact on the financial markets of developed
and develo** economies using a multi-criteria decision-making approach. The results …

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) …

This paper examines the extent of volatility between oil price and sectoral indices in the Gulf
Cooperation Council (GCC) countries by using quantile regression analysis (QRA) for the …

This paper performs a two-stage methodology based on the Structural VAR and time-varying
parameter regression models to examine the dynamic reaction of a set of oil-related …

This study aims to evaluate the volatility structure of equity returns in an emerging market.
We test the persistence and asymmetries in the volatility structure of equity returns in the …

The international oil market has the tendency to affect any economy either developed or
emerging. We examine the effect of structural oil shocks on the returns of developed and …