The current research paper identifies the current dynamics in the oil price-stock market
nexus to provide a research overview and suggest further research directions. We used …

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 …

With many commodity and financial markets reportedly experiencing poor performances
during this COVID-19 pandemic, this study intends to examine the effect of the pandemic on …

We provide some preliminary estimates about the behaviour of oil-stock nexus during
COVID-19 pandemic. Consequently, we conduct distinct analyses for periods before and …

The nexus between extreme events and energy price risk is of great importance in energy
finance analysis due to the fact that those events generally exert strong impacts on energy …

This paper examines spillover effects among six commodity futures markets–gold, silver,
West Texas Intermediate crude oil, corn, wheat, and rice–by employing the multivariate …

While much research uses multivariate GARCH to model volatility dynamics and risk
measures, one particular type of multivariate GARCH model, GO-GARCH, has been …

This paper examines the asymmetric impact of gold prices, oil prices and their associated
volatilities on stock markets of emerging economies. Monthly data are used for the period …

This paper examines the dynamic connectedness among the implied volatilities of oil prices
(OVX) and fourteen other assets, which can be grouped into five different assets classes (ie …

According to literature, oil price shocks and volatility can have sector-specific impacts in the
market. While these studies include most asset groups, the dynamic relationship between …