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Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries

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  1. Ramesh, Shietal & Low, Rand Kwong Yew & Faff, Robert, 2025. "Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market," Energy Economics, Elsevier, vol. 143(C).
  2. Fahmi Ghallabi & Ahmed Ghorbel & Sitara Karim, 2025. "Decoding systemic risks across commodities and emerging market stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-23, December.
  3. Yin, Libo & Cao, Hong & Guo, Yumei, 2024. "The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions," Energy Economics, Elsevier, vol. 132(C).
  4. Szafranek, Karol & Rubaszek, Michał & Uddin, Gazi Salah, 2024. "The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets," Energy Economics, Elsevier, vol. 137(C).
  5. Arfaoui, Nadia & Naeem, Muhammad Abubakr & Boubaker, Sabri & Mirza, Nawazish & Karim, Sitara, 2023. "Interdependence of clean energy and green markets with cryptocurrencies," Energy Economics, Elsevier, vol. 120(C).
  6. Ji, Hao & Naeem, Muhammad & Zhang, Jing & Tiwari, Aviral Kumar, 2024. "Dynamic dependence and spillover among the energy related ETFs: From the hedging effectiveness perspective," Energy Economics, Elsevier, vol. 136(C).
  7. Yi, Qing & Jiang, Yuanying, 2025. "Time-frequency spillovers between carbon, fossil fuels, and clean energy markets: New insights from the TVP-VAR framework," Energy, Elsevier, vol. 323(C).
  8. Ye, Rendao & Xiao, Jian & Zhang, Yilan, 2024. "Risk spillover effect of the new energy market and its hedging effectiveness: New evidence from industry chain," Economic Analysis and Policy, Elsevier, vol. 83(C), pages 1061-1079.
  9. Su, Chi-Wei & Yang, Shengyao & Dumitrescu Peculea, Adelina & Ioana Biţoiu, Teodora & Qin, Meng, 2024. "Energy imports in turbulent eras: Evidence from China," Energy, Elsevier, vol. 306(C).
  10. Muhammad Abubakr Naeem & Sitara Karim & Larisa Yarovaya & Brian M. Lucey, 2025. "Systemic risk contagion of green and Islamic markets with conventional markets," Annals of Operations Research, Springer, vol. 347(1), pages 265-287, April.
  11. Abdollahi, Hooman & Junttila, Juha-Pekka & Lehkonen, Heikki, 2024. "Clustering asset markets based on volatility connectedness to political news," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 93(C).
  12. Doğan, Buhari & Radulescu, Magdalena & Nassani, Abdelmohsen A. & Mohammed, Kamel S.I. & Benlagha, Noureddine & Baldan, Cristina Florentina, 2025. "Spillovers across the crude oil and major currencies exchange rates using dynamic-quantile-frequency analysis," International Review of Economics & Finance, Elsevier, vol. 99(C).
  13. Yin, Libo & Cao, Hong & Xin, Yu, 2024. "Impact of crude oil price innovations on global stock market volatility: Evidence across time and space," International Review of Financial Analysis, Elsevier, vol. 96(PB).
  14. Pham, Son Duy & Do, Hung Xuan & Nepal, Rabindra & Jamasb, Tooraj, 2025. "Tail risk connectedness in the Australian National Electricity Markets: The impact of rare events," Energy Economics, Elsevier, vol. 141(C).
  15. Razi, Ummara & Ramzan, Muhammad, 2025. "Interconnected tides: Analyzing European energy markets dynamics in the post-COVID era," Applied Energy, Elsevier, vol. 389(C).
  16. Xin Jin & Bisharat Hussain Chang & Chaosheng Han & Mohammed Ahmar Uddin, 2025. "The tail connectedness among conventional, religious, and sustainable investments: An empirical evidence from neural network quantile regression approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(2), pages 1124-1142, April.
  17. Naeem, Muhammad Abubakr & Shahzad, Mohammad Rahim & Karim, Sitara & Assaf, Rima, 2023. "Tail risk transmission in technology-driven markets," Global Finance Journal, Elsevier, vol. 57(C).
  18. Naeem, Muhammad Abubakr & Sadorsky, Perry & Karim, Sitara, 2023. "Sailing across climate-friendly bonds and clean energy stocks: An asymmetric analysis with the Gulf Cooperation Council Stock markets," Energy Economics, Elsevier, vol. 126(C).
  19. Ghallabi, Fahmi & Yousaf, Imran & Ghorbel, Ahmed & Li, Yanshuang, 2024. "Time-varying risk spillovers between renewable energy and Islamic stock markets: Evidence from the Russia-Ukraine conflict," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
  20. Ren, Yi-Shuai & Klein, Tony & Jiang, Yong & Ma, Chao-Qun & Yang, Xiao-Guang, 2024. "Dynamic spillovers among global oil shocks, economic policy uncertainty, and inflation expectation uncertainty under extreme shocks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
  21. Rui Dias & Nicole Horta & Mariana Chambino, 2023. "Clean Energy Action Index Efficiency: An Analysis in Global Uncertainty Contexts," Energies, MDPI, vol. 16(9), pages 1-18, May.
  22. Derick Quintino & Cristiane Ogino & Inzamam Ul Haq & Paulo Ferreira & Márcia Oliveira, 2023. "An Analysis of Dynamic Correlations among Oil, Natural Gas and Ethanol Markets: New Evidence from the Pre- and Post-COVID-19 Crisis," Energies, MDPI, vol. 16(5), pages 1-14, February.
  23. Naeem, Muhammad Abubakr & Karim, Sitara & Abrar, Afsheen & Yarovaya, Larisa & Shah, Adil Ahmad, 2023. "Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks," International Review of Financial Analysis, Elsevier, vol. 89(C).
  24. Farid, Saqib & Karim, Sitara & Naeem, Muhammad A. & Nepal, Rabindra & Jamasb, Tooraj, 2023. "Co-movement between dirty and clean energy: A time-frequency perspective," Energy Economics, Elsevier, vol. 119(C).
  25. Ullah, Aziz & Peng, Kang-Lin & Lu, Chih-Chiang & Jin, Ying, 2025. "Impacts of geographical conflicts on risk tango between oil and equity markets: An empirical evidence from oil-importing and exporting nations," The North American Journal of Economics and Finance, Elsevier, vol. 78(C).
  26. Wang, Gang-Jin & Chen, Yan & Zhu, You & Xie, Chi, 2024. "Systemic risk prediction using machine learning: Does network connectedness help prediction?," International Review of Financial Analysis, Elsevier, vol. 93(C).
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