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 …

Accurate stock market prediction is of great interest to investors; however, stock markets are
driven by volatile factors such as microblogs and news that make it hard to predict stock …

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 …

This study explores the dynamic co-movement between oil and six stock markets (China,
India, Japan, Saudi Arabia, Russia, and Canada) by using two types of wavelet analysis …

Financial news has been proven to be a crucial factor which causes fluctuations in stock
prices. However, previous studies heavily relied on analyzing shallow features and ignored …

This study examines the multiscale spillovers and nonlinear causalities between the crude
oil futures market and the stock markets of the United States (US), Canada, China, Russia …

This paper studies how changes in oil supply expectations affect the oil price and the
macroeconomy. Using a novel identification design, exploiting institutional features of OPEC …

This paper examines the relationship between oil market shocks and financial instability in
Asian countries using a Structural Vector Autoregression (SVAR) following Kilian and Park's …

We study the effects of crude oil price shocks on the stock market volatility of the G7
countries. We identify the causes underlying oil price shocks and gauge the impacts that oil …

This study investigates the effects of oil price shocks on volatility of agricultural and metal
commodities. We decompose an oil price shock to its underlying components, including …