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A sectoral analysis of asymmetric nexus between oil price and stock returns

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  1. Ma, Feng & Wang, Ruoxin & Lu, Xinjie & Wahab, M.I.M., 2021. "A comprehensive look at stock return predictability by oil prices using economic constraint approaches," International Review of Financial Analysis, Elsevier, vol. 78(C).
  2. Salisu, Afees A. & Gupta, Rangan & Karmakar, Sayar & Das, Sonali, 2022. "Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty," Resources Policy, Elsevier, vol. 75(C).
  3. Pham, Quynh Thi Thuy & Rudolf, Markus, 2021. "Gold, platinum, and industry stock returns," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 252-266.
  4. He, Zhifang, 2020. "Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect," International Review of Economics & Finance, Elsevier, vol. 66(C), pages 131-153.
  5. Salisu, Afees A. & Vo, Xuan Vinh, 2021. "Firm-specific news and the predictability of Consumer stocks in Vietnam," Finance Research Letters, Elsevier, vol. 41(C).
  6. VDMV Lakshmi & Garima Sisodia & Anto Joseph & Aviral Kumar Tiwari, 2024. "The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre‐COVID and COVID periods," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 3007-3022, July.
  7. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2023. "Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data," The European Journal of Finance, Taylor & Francis Journals, vol. 29(4), pages 466-481, March.
  8. Kertlly de Medeiros, Rennan & da Nóbrega Besarria, Cássio & Pitta de Jesus, Diego & Phillipe de Albuquerquemello, Vinicius, 2022. "Forecasting oil prices: New approaches," Energy, Elsevier, vol. 238(PC).
  9. Wu, Shue-Jen, 2023. "The role of the past long-run oil price changes in stock market," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 274-291.
  10. Raheem, Ibrahim D., 2022. "Different strokes for different folks: The case of oil shocks and emerging equity markets," Energy Economics, Elsevier, vol. 108(C).
  11. Afees A. Salisu & Abdulsalam Abidemi Sikiru, 2023. "Stock returns and interest rate differential in high and low interest rate environments," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1713-1728, April.
  12. Raheem, Ibrahim D. & le Roux, Sara & Rehman, Mobeen Ur, 2024. "Oil shocks and the Islamic financial market: Evidence from a causality-in-quantile approach," International Economics, Elsevier, vol. 180(C).
  13. Afees A. Salisu & Abdulsalam Abidemi Sikiru & Philip C. Omoke, 2023. "COVID-19 pandemic and financial innovations," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(4), pages 3885-3904, August.
  14. Al-Fayoumi, Nedal & Bouri, Elie & Abuzayed, Bana, 2023. "Decomposed oil price shocks and GCC stock market sector returns and volatility," Energy Economics, Elsevier, vol. 126(C).
  15. Elie Bouri & Afees A. Salisu & Rangan Gupta, 2022. "Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns," Working Papers 202224, University of Pretoria, Department of Economics.
  16. Salisu, Afees A. & Adediran, Idris & Omoke, Philip C. & Tchankam, Jean Paul, 2023. "Gold and tail risks," Resources Policy, Elsevier, vol. 80(C).
  17. Raifu, Isiaka Akande & Ogbonna, Ahamuefula E, 2021. "Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries," MPRA Paper 113139, University Library of Munich, Germany.
  18. Afees A. Salisu & Ibrahim D. Raheem & Godstime O. Eigbiremolen, 2022. "The behaviour of U.S. stocks to financial and health risks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4607-4618, October.
  19. Afees A. Salisu & Philip C. Omoke & Abdulsalam Abidemi Sikiru, 2023. "Geopolitical risk and global financial cycle: Some forecasting experiments," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(1), pages 3-16, January.
  20. Adediran, Idris A. & Swaray, Raymond, 2023. "Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty," Economic Modelling, Elsevier, vol. 123(C).
  21. Salisu, Afees A. & Olaniran, Abeeb & Tchankam, Jean Paul, 2022. "Oil tail risk and the tail risk of the US Dollar exchange rates," Energy Economics, Elsevier, vol. 109(C).
  22. Zhao-Yong Sun & Wei-Chiao Huang, 2023. "The effects of unexpected crude oil price shocks on Chinese stock markets," Economic Change and Restructuring, Springer, vol. 56(3), pages 1683-1697, June.
  23. Philips, Abiodun S. & Akinseye, Ademola B. & Oduyemi, Gabriel O., 2022. "Do exchange rate and inflation rate matter in the cyclicality of oil price and stock returns?," Resources Policy, Elsevier, vol. 78(C).
  24. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2022. "Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1525-1556, November.
  25. Rehman, Mobeen Ur & Vo, Xuan Vinh & McIver, Ron & Kang, Sang Hoon, 2022. "Sensitivity of US sectoral returns to energy commodities under different investment horizons and market conditions," Energy Economics, Elsevier, vol. 108(C).
  26. Afees A. Salisu & Rangan Gupta, 2021. "Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals," Working Papers 202144, University of Pretoria, Department of Economics.
  27. Jiang, Zhuhua & Yoon, Seong-Min, 2020. "Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis," Energy Economics, Elsevier, vol. 90(C).
  28. Salisu, Afees A. & Tchankam, Jean Paul, 2022. "US Stock return predictability with high dimensional models," Finance Research Letters, Elsevier, vol. 45(C).
  29. Li, Linyue, 2025. "Asymmetric dynamics between supply chain disruptions, oil price shocks, and U.S. investor sentiment," Energy Economics, Elsevier, vol. 145(C).
  30. 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).
  31. Afees A. Salisu & Kazeem Isah & Nnenna Ogbonnaya‐Orji, 2022. "A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1220-1239, January.
  32. Daniel Ştefan Armeanu & Camelia Cătălina Joldeş & Ştefan Cristian Gherghina, 2019. "On the Linkage between the Energy Market and Stock Returns: Evidence from Romania," Energies, MDPI, vol. 12(8), pages 1-21, April.
  33. Zhang, Chuanguo & Mou, Xinjie & Ye, Shuping, 2022. "How do dynamic jumps in global crude oil prices impact China's industrial sector?," Energy, Elsevier, vol. 249(C).
  34. Muhammad Kamran Khan & Jian‐Zhou Teng & Muhammad Imran Khan & Muhammad Fayaz Khan, 2023. "Stock market reaction to macroeconomic variables: An assessment with dynamic autoregressive distributed lag simulations," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2436-2448, July.
  35. Salisu, Afees A. & Vo, Xuan Vinh, 2020. "Predicting stock returns in the presence of COVID-19 pandemic: The role of health news," International Review of Financial Analysis, Elsevier, vol. 71(C).
  36. Salisu, Afees A. & Gupta, Rangan & Ji, Qiang, 2022. "Forecasting oil prices over 150 years: The role of tail risks," Resources Policy, Elsevier, vol. 75(C).
  37. Afees A. Salisu & Abdulsalam Abidemi Sikiru, 2021. "Palm Oil Price–Exchange Rate Nexus In Indonesia And Malaysia," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 24(2), pages 169-180, June.
  38. Salem Adel Ziadat & Maher Khasawneh, 2025. "Ripples of Oil Shocks: How Jordan’s Sectors React," JRFM, MDPI, vol. 18(4), pages 1-15, April.
  39. He, Feng & Ma, Feng & Wang, Ziwei & Yang, Bohan, 2021. "Asymmetric volatility spillover between oil-importing and oil-exporting countries' economic policy uncertainty and China's energy sector," International Review of Financial Analysis, Elsevier, vol. 75(C).
  40. Raheem, Ibrahim D. & Akinkugbe, Oluyele & Vo, Xuan Vinh, 2025. "Oil shocks greasing the wheels of Islamic stocks: An explorative forecasting analysis," Economic Analysis and Policy, Elsevier, vol. 85(C), pages 546-557.
  41. Afees A. Salisu & Rangan Gupta & Christian Pierdzioch, 2021. "Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks," Working Papers 202127, University of Pretoria, Department of Economics.
  42. Adekoya, Oluwasegun B. & Ogunbowale, Gideon O. & Akinseye, Ademola B. & Oduyemi, Gabriel O., 2021. "Improving the predictability of stock returns with global financial cycle and oil price in oil-exporting African countries," International Economics, Elsevier, vol. 168(C), pages 166-181.
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