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 derives its motivation from the current global pandemic, COVID-19, to evaluate
the relevance of health-news trends in the predictability of stock returns. We demonstrate …

We provide some preliminary estimates about the behaviour of oil-stock nexus during
COVID-19 pandemic. Consequently, we conduct distinct analyses for periods before and …

This paper offers two main innovations. First, we construct a global fear index (GFI) for the
COVID-19 pandemic to support economic, financial, and policy analyses in this area …

This research explores the interaction among the COVID-19 pandemic, crude oil market and
stock market in the US by utilizing a time-varying parameter vector autoregression (TVP …

This study focuses on the relation between stock price returns and oil price returns covering
the COVID-19 period. This relation is examined for major net oil-importing Asian countries …

This research assesses the linkages among oil shocks, geopolitical uncertainties, and green
bond returns based on a structural vector autoregression framework for China from January …

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 …

The crude oil volatility index (OVX) is a direct and more accurate measure of oil price
uncertainty. This paper uses this kind of implied volatility index of oil prices to investigate the …