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The dynamics of cross?boundary fire—Financial contagion between the oil and stock markets. (2021). Wang, Tianyang ; Yuan, Ying.
In: Journal of Futures Markets.
RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1655-1673.

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  1. Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19. (2022). Jin, Xiu ; Wang, Haiying ; Yuan, Ying.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s105752192200268x.

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  45. Time-varying effect of oil market shocks on the stock market. (2015). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2015-35.

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  46. Time-varying effect of oil market shocks on the stock market. (2015). Ratti, Ronald ; Yoon, Kyung Hwan ; Kang, Wensheng .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s150-s163.

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  47. Energy markets and CO2 emissions: Analysis by stochastic copula autoregressive model. (2015). Marimoutou, Velayoudom ; Soury, Manel .
    In: Energy.
    RePEc:eee:energy:v:88:y:2015:i:c:p:417-429.

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  48. Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis. (2015). Bouri, Elie.
    In: Energy Economics.
    RePEc:eee:eneeco:v:51:y:2015:i:c:p:590-598.

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  49. Extreme risk spillovers between crude oil and stock markets. (2015). Du, Limin ; He, Yanan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:51:y:2015:i:c:p:455-465.

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  50. Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:51:y:2015:i:c:p:31-44.

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  51. An analysis of dependence between Central and Eastern European stock markets. (2015). Tiwari, Aviral ; Reboredo, Juan ; Albulescu, Claudiu.
    In: Economic Systems.
    RePEc:eee:ecosys:v:39:y:2015:i:3:p:474-490.

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  52. Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar.
    In: Papers.
    RePEc:arx:papers:1307.5981.

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  53. Energy Markets and CO2 Emissions: Analysis by Stochastic Copula Autoregressive Model. (2015). Soury, Manel ; Marimoutou, Velayoudom.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1520.

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  54. Causality in distribution between European stock markets and commodity prices: Using independence test based on the empirical copula. (2014). Wanat, Stanisław ; Papież, Monika ; Śmiech, Sławomir.
    In: MPRA Paper.
    RePEc:pra:mprapa:57706.

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  55. Instabilities in the relationships and hedging strategies between crude oil and US stock markets: do long memory and asymmetry matter?. (2014). Aloui, Chaker.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-549.

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  56. Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?. (2014). Nguyen, Duc Khuong ; Chkili, Walid ; Aloui, Chaker.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:33:y:2014:i:c:p:354-366.

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  57. Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? Dependence risk analysis and portfolio optimization. (2014). Hernandez, Jose Arreola.
    In: Energy Economics.
    RePEc:eee:eneeco:v:45:y:2014:i:c:p:528-536.

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  58. Extreme Dependence between Crude Oil and the Stock Markets in China: A Sector. (2013). Zhao, Jing ; He, Yanan.
    In: Working Papers.
    RePEc:wyi:wpaper:002210.

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  59. Instability and time. (2013). Boubaker, Heni ; Sghaier, Nadia .
    In: Working Papers.
    RePEc:ipg:wpaper:2013-23.

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  60. Instability and time-varying dependence structure between oil prices and stock markets in GCC countries. (2013). Boubaker, Heni.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-023.

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