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Original Articles

The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests

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Jing Wang, Muhammad Umar, Sahar Afshan & Ilham Haouas. (2022) Examining the nexus between oil price, COVID-19, uncertainty index, and stock price of electronic sports: fresh insights from the nonlinear approach. Economic Research-Ekonomska Istraživanja 35:1, pages 2217-2233.
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Tamilarasi Rajappa & Sartaj Rasool Rather. (2022) Monetary shocks, output and inflation – evidence from asymmetric causality test. Applied Economics Letters 29:12, pages 1121-1124.
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Carles Manera, Ferran Navines, Jose Pérez-Montiel & Javier Franconetti. (2022) Capital productivity and the decreasing wage share in the United States: a Keynesian Approach. Journal of Post Keynesian Economics 45:3, pages 429-453.
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Levent Erdoğan, Reşat Ceylan & Mutawakil Abdul-Rahman. (2022) The Impact of Domestic and Global Risk Factors on Turkish Stock Market: Evidence from the NARDL Approach. Emerging Markets Finance and Trade 58:7, pages 1961-1974.
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Dinesh Gajurel & Akhila Chawla. (2022) The oil price crisis and contagion effects on the Canadian economy. Applied Economics 54:13, pages 1527-1543.
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Kingsley Ikechukwu Okere, Obumneke Bob Muoneke & Favour Chidinma Onuoha. (2021) Symmetric and asymmetric effects of crude oil price and exchange rate on stock market performance in Nigeria: Evidence from multiple structural break and NARDL analysis. The Journal of International Trade & Economic Development 30:6, pages 930-956.
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Libo Yin & Xiyuan Ma. (2020) Oil shocks and stock volatility: new evidence via a Bayesian, graph-based VAR approach. Applied Economics 52:11, pages 1163-1180.
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Fenghua Wen, Jihong Xiao, Xiaohua Xia, Bin Chen, Zhengyan Xiao & Jinyi Li. (2019) Oil Prices and Chinese Stock Market: Nonlinear Causality and Volatility Persistence. Emerging Markets Finance and Trade 55:6, pages 1247-1263.
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Durmuş Çağrı Yıldırım, Seyfettin Erdoğan & Emrah İsmail Çevik. (2018) Regime-Dependent Effect of Crude Oil Price on BRICS Stock Markets. Emerging Markets Finance and Trade 54:8, pages 1706-1719.
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Chunyan Hu, Xinheng Liu, Bin Pan, Bin Chen & Xiaohua Xia. (2018) Asymmetric Impact of Oil Price Shock on Stock Market in China: A Combination Analysis Based on SVAR Model and NARDL Model. Emerging Markets Finance and Trade 54:8, pages 1693-1705.
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Clement Olalekan Olaniyi & Nicholas Mbaya Odhiambo. Do countries’ interdependence, asymmetry, and policy variances matter in the remittance-poverty causal nexus?. The Journal of International Trade & Economic Development 0:0, pages 1-39.
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Lalatendu Mishra & Rajesh H. Acharya. (2024) The Asymmetric Interaction Between Oil Price Change and Stock Returns of the Renewable Energy Companies in India: A Panel NARDL Approach. Asia-Pacific Financial Markets.
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Yadong Liu, Nathee Naktnasukanjn, Anukul Tamprasirt & Tanarat Rattanadamrongaksorn. (2023) Comparison of the Asymmetric Relationship between Bitcoin and Gold, Crude Oil, and the U.S. Dollar before and after the COVID-19 Outbreak. Journal of Risk and Financial Management 16:10, pages 455.
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Godwin Olasehinde-Williams, Oktay Özkan & Seyi Saint Akadiri. (2023) Dynamic risk connectedness of crude oil price and sustainable investment in the United States: evidence from DCC-GARCH. Environmental Science and Pollution Research 30:41, pages 94976-94987.
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Salah A. Nusair & Jamal A. Al-Khasawneh. (2023) Changes in oil price and economic policy uncertainty and the G7 stock returns: evidence from asymmetric quantile regression analysis. Economic Change and Restructuring 56:3, pages 1849-1893.
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Maximiliano Kruel & Paulo Sergio Ceretta. (2022) Asymmetric influences on Latin American stock markets: A quantile approach. The Journal of Economic Asymmetries 26, pages e00262.
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Mevlüt CAMGÖZ. (2022) Global Belirsizlik Faktörlerinin BIST Hisse Senedi Fiyatlarına Asimetrik Etkilerinin NARDL Modeliyle AnaliziAnalysis of the Short and Long Term Asymmetric Effects of Global Uncertainty Factors on BIST Stock Prices via the NARDL Method. Maliye Finans Yazıları:118, pages 71-100.
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Abiodun S. Philips, Ademola B. Akinseye & Gabriel O. Oduyemi. (2022) Do exchange rate and inflation rate matter in the cyclicality of oil price and stock returns?. Resources Policy 78, pages 102882.
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Afees A. Salisu, Rangan Gupta & Riza Demirer. (2022) Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model. Journal of Risk and Financial Management 15:8, pages 355.
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Yanran Hong, Lu Wang, Xiaoqing Ye & Yaojie Zhang. (2022) Dynamic asymmetric impact of equity market uncertainty on energy markets: A time-varying causality analysis. Renewable Energy 196, pages 535-546.
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Çiğdem Kurt CİHANGİR & Şahnaz KOÇOĞLU. (2022) OIL PRICES, ECONOMIC POLICY UNCERTAINTY AND STOCK MARKET RETURNS IN OIL IMPORTING COUNTRIES: THE IMPACT OF COVID-19 PANDEMIC. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 40:1, pages 144-163.
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Md Fouad Bin Amin & Mohd Ziaur Rehman. (2022) Asymmetric Linkages of Oil Prices, Money Supply, and TASI on Sectoral Stock Prices in Saudi Arabia: A Non-Linear ARDL Approach. SAGE Open 12:1, pages 215824402110711.
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L.A. Smales. (2021) Geopolitical risk and volatility spillovers in oil and stock markets. The Quarterly Review of Economics and Finance 80, pages 358-366.
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Khaled Mokni. (2021) When, where, and how economic policy uncertainty predicts Bitcoin returns and volatility? A quantiles-based analysis. The Quarterly Review of Economics and Finance 80, pages 65-73.
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Wei Jiang & Yan Liu. (2021) The asymmetric effect of crude oil prices on stock prices in major international financial markets. The North American Journal of Economics and Finance 56, pages 101357.
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Aviral Kumar Tiwari, Samia Nasreen, Subhan Ullah & Muhammad Shahbaz. (2020) Analysing spillover between returns and volatility series of oil across major stock markets. International Journal of Finance & Economics 26:2, pages 2458-2490.
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Ferhat ÇITAK & Selcuk KENDİRLİ. (2019) PETROL FİYATLARININ DÖVİZ KURU VE HİSSE SENEDİ GETİRİLERİ ÜZERİNDEKİ ASİMETRİK ETKİSİ: TÜRKİYE ÖRNEĞİASYMMETRIC IMPACT OF OIL PRICES ON EXCHANGE RATE AND STOCK PRICES: THE CASE OF TURKEY. Finans Ekonomi ve Sosyal Araştırmalar Dergisi 4:4, pages 643-658.
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Babak Fazelabdolabadi. (2019) Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysis. Financial Innovation 5:1.
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Mohsen Bahmani-Oskooee, Seyed Hesam Ghodsi & Muris Hadzic. (2019) Asymmetric causality between oil price and stock returns:A sectoral analysis. Economic Analysis and Policy 63, pages 165-174.
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Muhammad Kamran Khan, Jian-Zhou Teng & Muhammad Imran Khan. (2019) Asymmetric impact of oil prices on stock returns in Shanghai stock exchange: Evidence from asymmetric ARDL model. PLOS ONE 14:6, pages e0218289.
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Jonathan A. Batten, Harald Kinateder, Peter G. Szilagyi & Niklas F. Wagner. (2019) Time-varying energy and stock market integration in Asia. Energy Economics 80, pages 777-792.
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Suleman Sarwar, Muhammad Shahbaz, Awais Anwar & Aviral Kumar Tiwari. (2019) The importance of oil assets for portfolio optimization: The analysis of firm level stocks. Energy Economics 78, pages 217-234.
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Ekhlas Al-hajj, Usama Al-Mulali & Sakiru Adebola Solarin. (2018) Oil price shocks and stock returns nexus for Malaysia: Fresh evidence from nonlinear ARDL test. Energy Reports 4, pages 624-637.
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Muhammad Ali Nasir, Sabih Abass Rizvi & Matteo Rossi. (2017) A Treatise on Oil Price Shocks and their Implications for the UK Financial Sector: Analysis Based on Time‐Varying Structural VAR Model. The Manchester School 86:5, pages 586-621.
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Rania Jammazi, Román Ferrer, Francisco Jareño & Syed Jawad Hussain Shahzad. (2017) Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?. International Review of Economics & Finance 49, pages 453-483.
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Chun-Da Chen & Riza Demirer. (2021) Oil Beta Uncertainty and Global Stock Returns. SSRN Electronic Journal.
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Muhammad Ali Nasir, Sabih Abbas Razvi & Matteo Rossi. (2017) A Treatise on Oil Price Shocks & Their Implications for the UK Financial Sector: Analysis Based on Time-Varying Structural VAR Model. SSRN Electronic Journal.
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Jonathan A. Batten, Harald Kinateder, Peter G. Szilagyi & Niklas F. Wagner. (2017) Time-Varying Energy and Stock Market Integration in Asia. SSRN Electronic Journal.
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