We examine the time-frequency lead-lag relationships and degree of integration between
crude oil price returns and stock returns of six oil-producing countries in Africa–Nigeria …

Markets are invariably influenced and affected not only by the usual array of economic and
financial factors, but also by uncertainty inducing shocks. Using monthly stock and oil data …

We analyze the impact of oil price shocks on three unique fixed income asset classes
representing conventional bonds, Islamic bonds (sukuks) and green bonds by employing …

This paper examines the dynamic and frequency spillovers between global Green Bonds
(GBs), WTI oil and G7 stock markets using the time–frequency spillover index by Baruník …

The present study aims to configure the extreme quantile dependence between oil shocks
and BRIC markets from January 2, 1995 to July 27, 2021. Using the cross-quantilogram …

In this paper, we re-examine the relationship between oil price and stock prices in oil
exporting and oil importing countries in the following distinct ways. First, we account for …

This paper, using data for 16 countries, tests whether economic policy uncertainty (EPU)
predicts stock excess returns. First, we show that the ability of EPU to forecast stock returns …

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 …

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 investigates the risk spillovers from geopolitical risk to five renewable energy
stock markets by measuring four types of (normalized) delta conditional Value-at-Risk …