Do financial volatility shocks matter for WTI oil and stock markets? They should since world
economic activity responds to volatility. To investigate this question, we revisit two empirical …

The COVID-19 pandemic has introduced unprecedented complexity in the relationship
between oil prices and stock markets. This work employs a Threshold Auto-Regressive …

Against the background of the global active pursuit of carbon neutrality, this paper uses the
DY spillover index method to analyze the spillover network effects between carbon, fossil …

Following Knight's distinction of risk versus uncertainty, we examine the transmission of
geopolitical risks (GPR), VIX volatility, economic policy uncertainty (EPU), and “macro …

There is a huge variety of stock indices in the securities market, which are used both to
assess the state of a particular industry and the state of the economy as a whole. Thanks to …

There is a huge variety of stock indices in the securities market, which are used both to
assess the state of a particular industry and the state of the economy as a whole. Thanks to …

Sentiment embedded in the news from the regular press conference of the Chinese Ministry
of Foreign Affairs (MFA RPC News Sentiment) can predict stock returns. MFA RPC is the …

Purpose In this study, the relationship between oil prices and stock markets in major
oilexporting countries (Russia, Norway, Canada, Iran) and oil-importing countries (USA …