Basher, S. A., Haug, A. A., & Sadorsky, P. (2018). The impact of oil-market shocks on stock returns in major oil-exporting countries. Journal of International Money and Finance, 86, 264-280.
Chaibi, A., & Gomes, M. (2013). Volatility Spillovers between Oil Prices and Stock Returns: A Focus on Frontier Markets, Working Paper, IPAG Business School, 34, 1-17.
Dhaoui, A., & Khraief, N. (2014). Empirical linkage between oil price and stock market returns and volatility: Evidence from international developed markets (No. 2014-12). Economics Discussion Papers.
Ferreira, P, Pereira, E, Silva, M, (2020). The relationship between oil prices and the Brazilian stock market, Physica A: Statistical Mechanics And its Application, (Vol. 545), 123745.
Hamilton, J. D. (1983). Oil and the macroeconomy since world war ll. Journal of political economy, 91(2), 228- 248.
Hamilton, J. D. (2003). What is an oil shock? Journal of econometrics, 113(2), 363-98.
Huang, S., An, H., Gao, X., & Huang, X. (2015). Identifying the multiscale impacts of crude oil price shocks on the stock market in China at the sector level. Physica A: Statistical Mechanics and its Applications, 434, 13-24.
Kilian, L. (2007). Exogenous Oil Supply Shocks: how big are they and how much do they matter for the US economy?. The Review of Economics and Statistics, 90(2), 216-240.
Kilian, L. (2009). Not all oil price shock are alike: disentangling demand and supply shocks in the crude oil market. American Economic Review, 99(3), 1053-69.
Kilian, L., & Murphy, D. P. (2012). Why agnostic sign restrictions are not enough: understanding the dynamics of oil market var models. Journal of the European Economic Association, 10(5), 1166-1188.
Mensi, W, (2019). Global financial crisis and co-movements between oil prices and sector stock markets in Saudi Arabia: A VaR based wavelet, Borsa Istanbul Review, (No. 19-1), 24-38.
Mokni, KH. (2020). Time-varying effect of oil price shocks on the stock market returns: Evidence from oil-importing and oil-exporting countries. Energy Reports.
Phan, D. H. B., Sharma, S. S., & Narayan, P. K. (2015). Oil price and stock returns of consumers and producers of crude oil. Journal of International Financial Markets, Institutions and Money, 34, 245-262.
Sahu, T. N., Bandopadhyay, K., & Mondal, D. (2014). An empirical study on the dynamic relationship between oil prices and Indian stock market. Managerial Finance.
Salisu, A. A., & Oloko, T. F. (2015). Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach. Energy Economics, 50, 1-12.
Salisu, A. A., & Gupta, R, (2020). Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach. Global Finance Journal.
Shahrestani, P., & Rafei, M. (2020). The impact of oil price shocks on Tehran Stock Exchange returns: Application of the Markov switching vector autoregressive models. Resources Policy, 65, 101579.
Zhang, D. (2017). Oil shocks and stock markets revisited: measuring connectedness from a global perspective. Energy Economics, 62, 323-333.