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 …

Stock market volatility: a systematic review

B Dhingra, S Batra, V Aggarwal, M Yadav… - Journal of Modelling in …, 2024 - emerald.com
Purpose The increasing globalization and technological advancements have increased the
information spillover on stock markets from various variables. However, there is a dearth of a …

[HTML][HTML] COVID-19 and the United States financial markets' volatility

CT Albulescu - Finance research letters, 2021 - Elsevier
We empirically investigate the effect of the official announcements regarding the COVID-19
new cases of infection and fatality ratio, on the financial markets volatility in the United States …

Coronavirus (COVID-19)—An epidemic or pandemic for financial markets

M Ali, N Alam, SAR Rizvi - Journal of Behavioral and Experimental Finance, 2020 - Elsevier
The novel Coronavirus disease (COVID-19) has quickly evolved from a provincial health
scare to a global meltdown. While it has brought nearly half the world to a standstill it has …

[HTML][HTML] Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks

K Sohag, S Hammoudeh, AH Elsayed, O Mariev… - Energy Economics, 2022 - Elsevier
The growth of clean energies and technologies requires a sound financial market, while
equity and bond markets are exposed to geopolitical risks. We investigate the response of …

Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?

M Youssef, K Mokni, AN Ajmi - Financial Innovation, 2021 - Springer
This study investigates the dynamic connectedness between stock indices and the effect of
economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread …

Coronavirus and financial volatility: 40 days of fasting and fear

C Albulescu - arXiv preprint arXiv:2003.04005, 2020 - arxiv.org
40 days after the start of the international monitoring of COVID-19, we search for the effect of
official announcements regarding new cases of infection and death ratio on the financial …

Coronavirus and oil price crash

C Albulescu - arXiv preprint arXiv:2003.06184, 2020 - arxiv.org
Coronavirus (COVID-19) creates fear and uncertainty, hitting the global economy and
amplifying the financial markets volatility. The oil price reaction to COVID-19 was gradually …

Does crude oil price stimulate economic policy uncertainty in BRICS?

CW Su, SW Huang, M Qin, M Umar - Pacific-Basin Finance Journal, 2021 - Elsevier
This paper applies the quantile Granger causality test, to explore whether the economic
policy uncertainty (EPU) is affected by the crude oil price (COP) shocks in BRICS countries …

Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis

SY Choi - Finance research letters, 2020 - Elsevier
This study investigates the impact of economic uncertainty due to the coronavirus (COVID-
19) pandemic on the industrial economy in the US in terms of the interdependence and …