Switching dependence and systemic risk between crude oil and U.S. Islamic and conventional equity markets: A new evidence

Resources Policy ◽

10.1016/j.resourpol.2020.101861 ◽

2020 ◽

Vol 69 ◽

pp. 101861

Author(s):

Walid Mensi ◽

Refk Selmi ◽

Khamis Hamed Al-Yahyaee

Keyword(s):

Crude Oil ◽

Systemic Risk ◽

Equity Markets ◽

New Evidence

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

Energy Economics ◽

10.1016/j.eneco.2016.04.010 ◽

2016 ◽

Vol 57 ◽

pp. 78-93 ◽

Cited By ~ 114

Author(s):

Aktham I. Maghyereh ◽

Basel Awartani ◽

Elie Bouri

Keyword(s):

Crude Oil ◽

Implied Volatility ◽

Equity Markets ◽

New Evidence

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Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices: A new look

Energy Economics ◽

10.1016/j.eneco.2019.07.014 ◽

2019 ◽

Vol 83 ◽

pp. 445-466 ◽

Cited By ~ 8

Author(s):

Aviral Kumar Tiwari ◽

Nader Trabelsi ◽

Faisal Alqahtani ◽

Shawkat Hammoudeh

Keyword(s):

Crude Oil ◽

Systemic Risk ◽

Equity Markets ◽

Oil Prices ◽

Time Frequency ◽

Crude Oil Prices ◽

New Look

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New Evidence of Systemic Risk and Correlation Asymmetries from International Equity Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1762378 ◽

2011 ◽

Author(s):

Thaisiri Watewai

Keyword(s):

Systemic Risk ◽

Equity Markets ◽

International Equity Markets ◽

International Equity ◽

New Evidence

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Is New Energy Driven by Crude Oil, High-tech Sector or Low-carbon Notion? New Evidence from High-frequency Data

Energy ◽

10.1016/j.energy.2021.120770 ◽

2021 ◽

pp. 120770

Author(s):

Fang Qu ◽

Yufeng Chen ◽

Biao Zheng

Keyword(s):

Crude Oil ◽

High Frequency ◽

High Frequency Data ◽

High Tech ◽

Low Carbon ◽

Frequency Data ◽

High Tech Sector ◽

New Energy ◽

New Evidence

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Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak

The North American Journal of Economics and Finance ◽

10.1016/j.najef.2021.101476 ◽

2021 ◽

pp. 101476

Author(s):

Bana Abuzayed ◽

Nedal Al-Fayoumi

Keyword(s):

Stock Market ◽

Crude Oil ◽

Oil Prices ◽

Market Returns ◽

Stock Market Returns ◽

Crude Oil Prices ◽

New Evidence

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The financial interconnectedness between global equity markets and crude oil: evidence from the GCC

Journal of Chinese Economic and Business Studies ◽

10.1080/14765284.2021.1989884 ◽

2021 ◽

pp. 1-24

Author(s):

Moosa Yousuf ◽

Jia Zhai

Keyword(s):

Crude Oil ◽

Equity Markets ◽

Global Equity Markets ◽

Financial Interconnectedness

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Systemic Risk in Gulf Cooperation Council Countries’ Equity Markets and Banking Sectors: A Dynamic Conditional Value-at-Risk Approach

SSRN Electronic Journal ◽

10.2139/ssrn.3926447 ◽

2020 ◽

Author(s):

Aktham Issa Maghyereh ◽

Nader Virk ◽

Basel Awartani

Keyword(s):

At Risk ◽

Systemic Risk ◽

Value At Risk ◽

Equity Markets ◽

Gulf Cooperation Council ◽

Conditional Value At Risk ◽

Risk Approach

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Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports

Finance Research Letters ◽

10.1016/j.frl.2019.02.005 ◽

2019 ◽

Vol 30 ◽

pp. 420-425 ◽

Cited By ~ 37

Author(s):

Qiang Ji ◽

Jianping Li ◽

Xiaolei Sun

Keyword(s):

Crude Oil ◽

Investor Sentiment ◽

New Evidence

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Good, bad cojumps and volatility forecasting: New evidence from crude oil and the U.S. stock markets

Energy Economics ◽

10.1016/j.eneco.2019.03.020 ◽

2019 ◽

Vol 81 ◽

pp. 52-62 ◽

Cited By ~ 8

Author(s):

Yixiang Chen ◽

Feng Ma ◽

Yaojie Zhang

Keyword(s):

Crude Oil ◽

Stock Markets ◽

Volatility Forecasting ◽

New Evidence ◽

The U.S

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Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models

Energy Economics ◽

10.1016/j.eneco.2020.104757 ◽

2020 ◽

Vol 88 ◽

pp. 104757

Author(s):

Malvina Marchese ◽

Ioannis Kyriakou ◽

Michael Tamvakis ◽

Francesca Di Iorio

Keyword(s):

Crude Oil ◽

Multivariate Garch ◽

Garch Models ◽

Multivariate Garch Models ◽

New Evidence

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