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The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach

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  1. Yonghong Jiang & Gengyu Tian & Yiqi Wu & Bin Mo, 2022. "Impacts of geopolitical risks and economic policy uncertainty on Chinese tourism‐listed company stock," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 320-333, January.
  2. Xiao, Jihong & Chen, Xian & Li, Yang & Wen, Fenghua, 2022. "Oil price uncertainty and stock price crash risk: Evidence from China," Energy Economics, Elsevier, vol. 112(C).
  3. Kang, Sang Hoon & Arreola Hernandez, Jose & Rehman, Mobeen Ur & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2023. "Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities," Resources Policy, Elsevier, vol. 81(C).
  4. Boqiang Lin & Tong Su, 2023. "Uncertainties and green bond markets: Evidence from tail dependence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4458-4475, October.
  5. Lin, Hang & Zhang, Zhengjun, 2022. "Extreme co-movements between infectious disease events and crude oil futures prices: From extreme value analysis perspective," Energy Economics, Elsevier, vol. 110(C).
  6. Wang, Kai-Hua & Su, Chi-Wei & Xiao, Yidong & Liu, Lu, 2022. "Is the oil price a barometer of China's automobile market? From a wavelet-based quantile-on-quantile regression perspective," Energy, Elsevier, vol. 240(C).
  7. Ma, Yiqun, 2021. "Do iron ore, scrap steel, carbon emission allowance, and seaborne transportation prices drive steel price fluctuations?," Resources Policy, Elsevier, vol. 72(C).
  8. Chen, Jinyu & Wang, Yilin & Ren, Xiaohang, 2023. "Asymmetric effect of financial stress on China’s precious metals market: Evidence from a quantile-on-quantile regression," Research in International Business and Finance, Elsevier, vol. 64(C).
  9. Walid Chkili, 2022. "The links between gold, oil prices and Islamic stock markets in a regime switching environment," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(1), pages 169-186, March.
  10. Chu, Jeffrey & Chan, Stephen & Zhang, Yuanyuan, 2021. "Bitcoin versus high-performance technology stocks in diversifying against global stock market indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 580(C).
  11. Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Kenku, Oluwademilade T. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022. "Comparative response of global energy firm stocks to uncertainties from the crude oil market, stock market, and economic policy," Resources Policy, Elsevier, vol. 79(C).
  12. Moghaddam, Mohsen Bakhshi, 2023. "The relationship between oil price changes and economic growth in Canadian provinces: Evidence from a quantile-on-quantile approach," Energy Economics, Elsevier, vol. 125(C).
  13. Yang, Dong-Xiao & Wu, Bi-Bo & Tong, Jing-Yang, 2021. "Dynamics and causality of oil price shocks on commodities: Quantile-on-quantile and causality-in-quantiles methods," Resources Policy, Elsevier, vol. 74(C).
  14. Zhifang He & Jiaqi Chen & Fangzhao Zhou & Guoqing Zhang & Fenghua Wen, 2022. "Oil price uncertainty and the risk‐return relation in stock markets: Evidence from oil‐importing and oil‐exporting countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1154-1172, January.
  15. Ma, Yiqun & Wang, Junhao, 2021. "Time-varying spillovers and dependencies between iron ore, scrap steel, carbon emission, seaborne transportation, and China's steel stock prices," Resources Policy, Elsevier, vol. 74(C).
  16. Wen, Fenghua & Chen, Meng & Zhang, Yun & Miao, Xiao, 2023. "Oil price uncertainty and audit fees: Evidence from the energy industry," Energy Economics, Elsevier, vol. 125(C).
  17. Wei, Yu & Zhang, Jiahao & Chen, Yongfei & Wang, Yizhi, 2022. "The impacts of El Niño-southern oscillation on renewable energy stock markets: Evidence from quantile perspective," Energy, Elsevier, vol. 260(C).
  18. Bahloul, Slah & Khemakhem, Imen, 2021. "Dynamic return and volatility connectedness between commodities and Islamic stock market indices," Resources Policy, Elsevier, vol. 71(C).
  19. Chiah, Mardy & Phan, Dinh Hoang Bach & Tran, Vuong Thao & Zhong, Angel, 2022. "Energy price uncertainty and the value premium," International Review of Financial Analysis, Elsevier, vol. 81(C).
  20. Fan, Zhenjun & Zhang, Zongyi & Zhao, Yanfei, 2021. "Does oil price uncertainty affect corporate leverage? Evidence from China," Energy Economics, Elsevier, vol. 98(C).
  21. Mensi, Walid & Lee, Yun-Jung & Vinh Vo, Xuan & Yoon, Seong-Min, 2021. "Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
  22. Ahmed, Walid M.A., 2021. "How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin," Pacific-Basin Finance Journal, Elsevier, vol. 70(C).
  23. Li, Chenchen & Wang, Yudong & Wu, Chongfeng, 2022. "Oil implied volatility and expected stock returns along the worldwide supply chain," Energy Economics, Elsevier, vol. 114(C).
  24. Hadhri, Sinda, 2021. "The nexus, downside risk and asset allocation between oil and Islamic stock markets: A cross-country analysis," Energy Economics, Elsevier, vol. 101(C).
  25. Ren, Xiaohang & Li, Yiying & yan, Cheng & Wen, Fenghua & Lu, Zudi, 2022. "The interrelationship between the carbon market and the green bonds market: Evidence from wavelet quantile-on-quantile method," Technological Forecasting and Social Change, Elsevier, vol. 179(C).
  26. Mensi, Walid & Selmi, Refk & Al-Yahyaee, Khamis Hamed, 2020. "Switching dependence and systemic risk between crude oil and U.S. Islamic and conventional equity markets: A new evidence," Resources Policy, Elsevier, vol. 69(C).
  27. Yonghong Jiang & Gengyu Tian & Bin Mo, 2020. "Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-26, December.
  28. Hasan, Md. Bokhtiar & Kabir Hassan, M. & Gider, Zeynullah & Tahsin Rafia, Humaira & Rashid, Mamunur, 2023. "Searching hedging instruments against diverse global risks and uncertainties," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
  29. Hernandez, Jose Arreola & Shahzad, Syed Jawad Hussain & Sadorsky, Perry & Uddin, Gazi Salah & Bouri, Elie & Kang, Sang Hoon, 2022. "Regime specific spillovers across US sectors and the role of oil price volatility," Energy Economics, Elsevier, vol. 107(C).
  30. Ghaemi Asl, Mahdi & Adekoya, Oluwasegun Babatunde & Rashidi, Muhammad Mahdi & Ghasemi Doudkanlou, Mohammad & Dolatabadi, Ali, 2022. "Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network," Resources Policy, Elsevier, vol. 77(C).
  31. Lu, Xinjie & Ma, Feng & Wang, Jiqian & Zhu, Bo, 2021. "Oil shocks and stock market volatility: New evidence," Energy Economics, Elsevier, vol. 103(C).
  32. Ma, Yiqun, 2021. "Dynamic spillovers and dependencies between iron ore prices, industry bond yields, and steel prices," Resources Policy, Elsevier, vol. 74(C).
  33. Juan Meng & Bin Mo & He Nie, 2023. "The dynamics of crude oil future prices on China's energy markets: Quantile‐on‐quantile and casualty‐in‐quantiles approaches," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(12), pages 1853-1871, December.
  34. Adekoya, Oluwasegun B. & Akinseye, Ademola B. & Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David & Oliyide, Johnson, 2022. "Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies," Resources Policy, Elsevier, vol. 78(C).
  35. Wang, Xiong & Li, Jingyao & Ren, Xiaohang, 2022. "Asymmetric causality of economic policy uncertainty and oil volatility index on time-varying nexus of the clean energy, carbon and green bond," International Review of Financial Analysis, Elsevier, vol. 83(C).
  36. Xie, Qichang & Tang, Guoqiang, 2022. "Do market conditions interfere with the transmission of uncertainty from oil market to stock market? Evidence from a modified quantile-on-quantile approach," Energy Economics, Elsevier, vol. 114(C).
  37. Xie, Qichang & Wu, Haifeng & Ma, Yu, 2021. "Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis," Energy Economics, Elsevier, vol. 102(C).
  38. Hau, Liya & Zhu, Huiming & Huang, Rui & Ma, Xiang, 2020. "Heterogeneous dependence between crude oil price volatility and China’s agriculture commodity futures: Evidence from quantile-on-quantile regression," Energy, Elsevier, vol. 213(C).
  39. Chen, Jinyu & Wang, Yilin & Ren, Xiaohang, 2022. "Asymmetric effects of non-ferrous metal price shocks on clean energy stocks: Evidence from a quantile-on-quantile method," Resources Policy, Elsevier, vol. 78(C).
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