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 paper examines the asymmetric return spillovers between crude oil futures, gold futures
and ten sector stock markets of China. The results show using the spillover index of Diebold …

In this study we examine the asymmetric propagation of return spillovers between oil prices
and Islamic stock prices at the sector level. To achieve that, we extend the work of …

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 study extends the existing literature by examining the impact of oil prices on the Dow
Jones (DJ) Islamic index and sectoral stock indices. In particular, enhanced empirical …

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 …

The importance of crude oil volatility and geopolitical risk for stock pricing is well known in
both developed and emerging economies, but is relatively understudied in major oil …

We examine the frequency dynamics of volatility spillovers between crude oil and China's
stock markets in a spectral representation framework of generalized forecast error variance …

Stock return predictability has always been one of the central themes of finance literature,
given its crucial implications for investment decisions, risk management, and financial and …

This study investigates dynamic mean and tail-based connectedness between decomposed
oil price shocks (demand shock, supply shock, and risk shock) and Gulf Cooperation …