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Unveiling heterogeneities of relations between the entire oil–stock interaction and its components across time scales

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  1. repec:eee:finlet:v:24:y:2018:i:c:p:56-63 is not listed on IDEAS
  2. Yuan, Di & Li, Sufang & Li, Rong & Zhang, Feipeng, 2022. "Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis," Energy Economics, Elsevier, vol. 110(C).
  3. Wang, Ze & Gao, Xiangyun & Tang, Renwu & Liu, Xueyong & Sun, Qingru & Chen, Zhihua, 2019. "Identifying influential nodes based on fluctuation conduction network model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 514(C), pages 355-369.
  4. Yu, Hui & Li, Huiru, 2025. "Interactions among correlations: How does the volatility of the carbon-energy price correlations transmit across different time scales?," Energy, Elsevier, vol. 320(C).
  5. Wang, Xinya & Liu, Huifang & Huang, Shupei & Lucey, Brian, 2019. "Identifying the multiscale financial contagion in precious metal markets," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 209-219.
  6. Wang, Xinya, 2024. "Extreme risk spillovers in RMB exchange rates: The role of categorical economic policy uncertainties," International Review of Economics & Finance, Elsevier, vol. 94(C).
  7. Wang, Xinya & Lucey, Brian & Huang, Shupei, 2022. "Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling," Journal of Commodity Markets, Elsevier, vol. 27(C).
  8. An, Qier & Wang, Lang & Qu, Debin & Zhang, Hujun, 2018. "Dependency network of international oil trade before and after oil price drop," Energy, Elsevier, vol. 165(PA), pages 1021-1033.
  9. Ali, Syed Riaz Mahmood & Mensi, Walid & Anik, Kaysul Islam & Rahman, Mishkatur & Kang, Sang Hoon, 2022. "The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 345-372.
  10. Sun, Xiaolei & Chen, Xiuwen & Wang, Jun & Li, Jianping, 2020. "Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  11. Shi, Fengyuan & Guo, Yaoqi, 2025. "Differential impact of multiple risks on green and conventional bond markets: Evidence from multifractal analysis," Research in International Business and Finance, Elsevier, vol. 77(PB).
  12. Chang, Hao-Wen & Chang, Tsangyao & Lee, Chien-Chiang, 2023. "Return and volatility connectedness among the BRICS stock and oil markets," Resources Policy, Elsevier, vol. 86(PA).
  13. Wang, Xinya & Rong, Xueyun & Yin, Lei, 2024. "Discerning the impact of global geopolitical risks on China's energy futures market spillovers: Evidence from higher-order moments," Energy Economics, Elsevier, vol. 140(C).
  14. Kumar, Satish, 2019. "Asymmetric impact of oil prices on exchange rate and stock prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 72(C), pages 41-51.
  15. Cao, Yan & Cheng, Sheng, 2021. "Impact of COVID-19 outbreak on multi-scale asymmetric spillovers between food and oil prices," Resources Policy, Elsevier, vol. 74(C).
  16. Hassan, Kamrul & Hoque, Ariful & Gasbarro, Dominic, 2019. "Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis," Energy Economics, Elsevier, vol. 80(C), pages 950-969.
  17. Kyriazis, Nikolaos & Papadamou, Stephanos & Tzeremes, Panayiotis & Corbet, Shaen, 2023. "Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?," Research in International Business and Finance, Elsevier, vol. 64(C).
  18. Xie, Qichang & Bai, Yu & Jia, Nanfei & Xu, Xin, 2024. "Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods," Energy Economics, Elsevier, vol. 134(C).
  19. Xiuwen Chen, 2023. "Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? A time-frequency analysis," Applied Economics, Taylor & Francis Journals, vol. 55(48), pages 5637-5652, October.
  20. Sun, Xiaolei & Yao, Xiaoyang & Wang, Jun, 2017. "Dynamic interaction between economic policy uncertainty and financial stress: A multi-scale correlation framework," Finance Research Letters, Elsevier, vol. 21(C), pages 214-221.
  21. Hassan, Kamrul & Hoque, Ariful & Wali, Muammer & Gasbarro, Dominic, 2020. "Islamic stocks, conventional stocks, and crude oil: Directional volatility spillover analysis in BRICS," Energy Economics, Elsevier, vol. 92(C).
  22. Mohammad Alomari & Abdel Razzaq Al rababa’a & Ghaith El-Nader & Ahmad Alkhataybeh, 2021. "Who’s behind the wheel? The role of social and media news in driving the stock–bond correlation," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 959-1007, October.
  23. Neha Gupta & Namita Sahay & Miklesh Prasad Yadav, 2025. "Analyzing the Divergent Effects of Oil Price Changes on BRICS Stock Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(4), pages 1551-1569, December.
  24. Huang, Shupei & An, Haizhong & Huang, Xuan & Jia, Xiaoliang, 2018. "Co-movement of coherence between oil prices and the stock market from the joint time-frequency perspective," Applied Energy, Elsevier, vol. 221(C), pages 122-130.
  25. Sun, Qingru & Gao, Xiangyun & Wen, Shaobo & Chen, Zhihua & Hao, Xiaoqing, 2018. "The transmission of fluctuation among price indices based on Granger causality network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 36-49.
  26. Sheng Cheng & Wei Liu & Qisheng Jiang & Yan Cao, 2023. "Multi–Scale Risk Connectedness Between Economic Policy Uncertainty of China and Global Oil Prices in Time–Frequency Domains," Computational Economics, Springer;Society for Computational Economics, vol. 61(4), pages 1593-1616, April.
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