Oil prices and stock markets: A review of the theory and empirical evidence

S Degiannakis, G Filis, V Arora - The Energy Journal, 2018 - journals.sagepub.com
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 …

How to improve environment, resources and economic efficiency in the digital era?

X Hao, S Wen, Y Xue, H Wu, Y Hao - Resources Policy, 2023 - Elsevier
Abstract Deepening of the New Development Concepts and the strategy of building a “digital
power” have necessitated improving the digital economy for improving environmental …

Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets

W Mensi, I Yousaf, XV Vo, SH Kang - Journal of International Financial …, 2022 - Elsevier
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) …

The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes

AI Maghyereh, B Awartani, E Bouri - Energy Economics, 2016 - Elsevier
In this paper, we use a set of newly introduced implied volatility indexes to investigate the
directional connectedness between oil and equities in eleven major stock exchanges …

The impact of oil-market shocks on stock returns in major oil-exporting countries

SA Basher, AA Haug, P Sadorsky - Journal of International Money and …, 2018 - Elsevier
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 …

Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis

M Shahbaz, N Trabelsi, AK Tiwari, EJA Abakah, Z Jiao - Energy Economics, 2021 - Elsevier
This study investigates how energy and stock markets affect the dynamics of green stock
price returns considering recent periods of crises and increased uncertainty. Particularly …

Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries

G Filis, S Degiannakis, C Floros - International review of financial analysis, 2011 - Elsevier
The paper investigates the time-varying correlation between stock market prices and oil
prices for oil-importing and oil-exporting countries. A DCC-GARCH-GJR approach is …

Oil prices, exchange rates and emerging stock markets

SA Basher, AA Haug, P Sadorsky - Energy economics, 2012 - Elsevier
While two different streams of literature exist investigating 1) the relationship between oil
prices and emerging market stock prices and 2) the relationship between oil prices and …

[HTML][HTML] The impact of oil and global markets on Saudi stock market predictability: A machine learning approach

HA Abdou, AA Elamer, MZ Abedin, BA Ibrahim - Energy Economics, 2024 - Elsevier
This study investigates the predictability power of oil prices and six international stock
markets namely, China, France, UK, Germany, Japan, and the USA, on the Saudi stock …

Oil price risk and emerging stock markets

SA Basher, P Sadorsky - Global finance journal, 2006 - Elsevier
The purpose of this paper is to contribute to the literature on stock markets and energy prices
by studying the impact of oil price changes on a large set of emerging stock market returns …