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Conditional correlations and volatility spillovers between crude oil and stock index returns

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References

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2007Oil prices and the stock prices of alternative energy companies843 cited

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2017Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest220 cited
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2020Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19*194 cited
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2013Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment172 cited
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2015Time-varying effect of oil market shocks on the stock market161 cited
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