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The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests

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  1. Aziza Syzdykova & Gulmira Azretbergenova, 2024. "Asymmetric Effect of Oil Prices on Kazakhstan’s Stock Market Index and Exchange Rate," International Journal of Energy Economics and Policy, Econjournals, vol. 14(6), pages 15-23, November.
  2. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2019. "Time-varying energy and stock market integration in Asia," Energy Economics, Elsevier, vol. 80(C), pages 777-792.
  3. Jiang, Wei & Liu, Yan, 2021. "The asymmetric effect of crude oil prices on stock prices in major international financial markets," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
  4. Ishfaq Nazir Khanday & Inayat Ullah Wani & Md. Tarique & Muzffar Hussain Dar, 2024. "Does poverty respond asymmetrically to financial development? Evidence from India using asymmetric cointegration and causality tests," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(3), pages 2789-2811, June.
  5. Nazlıoğlu, Elif Hilal & Kök, Dündar & Soytaş, Uğur, 2025. "Energy prices and stock markets: Does energy supply security matter?," International Review of Economics & Finance, Elsevier, vol. 103(C).
  6. Yunus Emre Turan & Dinara Zubaidullina, 2024. "Relationship between Financial Services Confidence Index and Stock Market Returns: Toda-Yamamoto and Asymmetric Causality Analysis," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(41), pages 97-108, December.
  7. Rahman, Md Lutfur & Hedström, Axel & Uddin, Gazi Salah & Kang, Sang Hoon, 2021. "Quantile relationship between Islamic and non-Islamic equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
  8. Sarwar, Suleman & Shahbaz, Muhammad & Anwar, Awais & Tiwari, Aviral Kumar, 2019. "The importance of oil assets for portfolio optimization: The analysis of firm level stocks," Energy Economics, Elsevier, vol. 78(C), pages 217-234.
  9. Pinto-Ávalos, Francisco & Bowe, Michael & Hyde, Stuart, 2024. "Revisiting the pricing impact of commodity market spillovers on equity markets," Journal of Commodity Markets, Elsevier, vol. 33(C).
  10. Muhammad Kamran Khan & Jian-Zhou Teng & Muhammad Imran Khan, 2019. "Asymmetric impact of oil prices on stock returns in Shanghai stock exchange: Evidence from asymmetric ARDL model," PLOS ONE, Public Library of Science, vol. 14(6), pages 1-14, June.
  11. Ahmad Monir Abdullah & Aini Aman, 2024. "Energy Prices and Their Impact on US Stock Indices: A Wavelet- based Quantile-on-Quantile Regression Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 216-234, May.
  12. Sudhi SHARMA & Miklesh YADAV, 2020. "Analyzing the robustness of ARIMA and neural networks as a predictive model of crude oil prices," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(2(623), S), pages 289-300, Summer.
  13. Ftiti, Zied & Hadhri, Sinda, 2019. "Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 40-55.
  14. Mishra, Shekhar & Mishra, Sibanjan, 2021. "Are Indian sectoral indices oil shock prone? An empirical evaluation," Resources Policy, Elsevier, vol. 70(C).
  15. Mohmmad Enamul Hoque & Soo Wah Low & Mohd Azlan Shah Zaidi, 2020. "Do Oil and Gas Risk Factors Matter in the Malaysian Oil and Gas Industry? A Fama-MacBeth Two Stage Panel Regression Approach," Energies, MDPI, vol. 13(5), pages 1-15, March.
  16. Miramir Bagirov & Cesario Mateus, 2024. "A Survey of Literature on the Interlinkage between Petroleum Prices and Equity Markets," JRFM, MDPI, vol. 17(1), pages 1-48, January.
  17. Salah A. Nusair & Jamal A. Al-Khasawneh, 2023. "Changes in oil price and economic policy uncertainty and the G7 stock returns: evidence from asymmetric quantile regression analysis," Economic Change and Restructuring, Springer, vol. 56(3), pages 1849-1893, June.
  18. Aviral Kumar Tiwari & Samia Nasreen & Subhan Ullah & Muhammad Shahbaz, 2021. "Analysing spillover between returns and volatility series of oil across major stock markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2458-2490, April.
  19. Hong, Yanran & Wang, Lu & Ye, Xiaoqing & Zhang, Yaojie, 2022. "Dynamic asymmetric impact of equity market uncertainty on energy markets: A time-varying causality analysis," Renewable Energy, Elsevier, vol. 196(C), pages 535-546.
  20. Jammazi, Rania & Ferrer, Román & Jareño, Francisco & Shahzad, Syed Jawad Hussain, 2017. "Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 453-483.
  21. Mouna Youssef & Khaled Mokni, 2023. "Herding behavior in stock markets of oil-importing and oil-exporting countries: the role of oil price," Journal of Asset Management, Palgrave Macmillan, vol. 24(1), pages 44-58, February.
  22. Babak Fazelabdolabadi, 2019. "Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-20, December.
  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. Adil, Masudul Hasan & Roy, Amrita, 2024. "Asymmetric effects of uncertainty on investment: Empirical evidence from India," The Journal of Economic Asymmetries, Elsevier, vol. 29(C).
  25. Lalatendu Mishra & Rajesh H. Acharya, 2025. "The Asymmetric Interaction Between Oil Price Change and Stock Returns of the Renewable Energy Companies in India: A Panel NARDL Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(1), pages 103-116, March.
  26. Mongi Arfaoui & Bechir Raggad, 2023. "Do Dow Jones Islamic equity indices undergo speculative pressure? New insights from a nonlinear and asymmetric analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1582-1601, April.
  27. Zaighum, Isma & Aman, Ameenullah & Sharif, Arshian & Suleman, Muhammad Tahir, 2021. "Do energy prices interact with global Islamic stocks? Fresh insights from quantile ARDL approach," Resources Policy, Elsevier, vol. 72(C).
  28. Sanusi Yakubu Muhammad & Isah Auwal & Bello Abdulmajeed Kumo & Yusuf Fadimah, 2023. "Oil Price and Stock Market Nexus in Nigeria: An Asymmetric Cointegration Based on Non-Linear Ardl Approach," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 7(11), pages 573-591, November.
  29. Smyth, Russell & Narayan, Paresh Kumar, 2018. "What do we know about oil prices and stock returns?," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 148-156.
  30. Mokni, Khaled & Ben-Salha, Ousama, 2020. "Asymmetric causality in quantiles analysis of the oil-food ‏ ‏nexus since the 1960s," Resources Policy, Elsevier, vol. 69(C).
  31. Mensi, Walid & Gubareva, Mariya & Teplova, Tamara, 2025. "Risk transmission between oil price shocks and major equity indices across bull and bear markets over various time horizons," The North American Journal of Economics and Finance, Elsevier, vol. 79(C).
  32. Chen, Chun-Da & Demirer, Rıza, 2022. "Oil beta uncertainty and global stock returns," Energy Economics, Elsevier, vol. 112(C).
  33. Md Fouad Bin Amin & Mohd Ziaur Rehman, 2022. "Asymmetric Linkages of Oil Prices, Money Supply, and TASI on Sectoral Stock Prices in Saudi Arabia: A Non-Linear ARDL Approach," SAGE Open, , vol. 12(1), pages 21582440211, January.
  34. Bahmani-Oskooee, Mohsen & Ghodsi, Seyed Hesam & Hadzic, Muris, 2019. "Asymmetric causality between oil price and stock returns:A sectoral analysis," Economic Analysis and Policy, Elsevier, vol. 63(C), pages 165-174.
  35. Smales, L.A., 2021. "Geopolitical risk and volatility spillovers in oil and stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 358-366.
  36. Chang, Bisharat Hussain & Sharif, Arshian & Aman, Ameenullah & Suki, Norazah Mohd & Salman, Asma & Khan, Syed Abdul Rehman, 2020. "The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach," Resources Policy, Elsevier, vol. 65(C).
  37. Dinesh Gajurel & Akhila Chawla, 2022. "The oil price crisis and contagion effects on the Canadian economy," Applied Economics, Taylor & Francis Journals, vol. 54(13), pages 1527-1543, March.
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