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 …

RETRACTED ARTICLE: Impact of renewable energy consumption, financial development and natural resources on environmental degradation in OECD countries …

V Dagar, MK Khan, R Alvarado, A Rehman… - … Science and Pollution …, 2022 - Springer
This research used panel data from 1995 to 2019 to examine the impact of financial
development, natural resource, industrial production, renewable energy consumption, and …

Oil price shocks, geopolitical risks, and green bond market dynamics

CC Lee, CC Lee, YY Li - The North American Journal of Economics and …, 2021 - Elsevier
This research explores the causal relation among oil price, geopolitical risks, and green
bond index in the United States from December 2013 to January 2019. Unlike the …

[PDF][PDF] COVID-19 and the oil price–stock market nexus: Evidence from net oil-importing countries

KP Prabheesh, R Padhan, B Garg - Energy Research Letters, 2020 - erl.scholasticahq.com
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 …

Geopolitical risk trends and crude oil price predictability

Z Zhang, M He, Y Zhang, Y Wang - Energy, 2022 - Elsevier
Motivated by recent investigations on the connections between geopolitical risk and crude
oil prices, we implement a moving average strategy using the geopolitical risk index to …

The roles of oil shocks and geopolitical uncertainties on China's green bond returns

CC Lee, H Tang, D Li - Economic Analysis and Policy, 2022 - Elsevier
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 …

The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets: Evidence from the wavelet-based quantile …

P Wei, Y Qi, X Ren, G Gozgor - Energy Economics, 2023 - Elsevier
This study contributes to the existing literature on the relationship between oil market shocks
and the green bond market by investigating the impact of the COVID-19 pandemic on their …

[PDF][PDF] Pass-through Effects of Oil Prices on LATAM Emerging Stocks before and during COVID-19: An Evidence from a Wavelet-VAR Analysis

JCT Gaytan, A Rafiuddin, GS Sisodia, G Ahmed… - International Journal of …, 2023 - zbw.eu
Vector Auto regression model (VAR) a time-varying parameter is applied to study the effect
of oil price shocks on the returns of stocks in the LATAM (Latin American) markets. Coherent …

The economic and financial properties of crude oil: A review

K Lang, BR Auer - The North American Journal of Economics and Finance, 2020 - Elsevier
In this article, we provide a structured review of crude oil price dynamics. Specifically, we
summarize evidence on important factors determining oil prices, cover the impact of oil …

Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty

B Doğan, N Trabelsi, AK Tiwari, S Ghosh - The Quarterly Review of …, 2023 - Elsevier
This study examines for the first time, to the best of our knowledge, the dynamic relationship
between crude oil market returns and four major indices from 2014M8 to 2021M2, namely …