How Differently Does Oil Price Influence BRICS Stock Markets?
Jamal Bouoiyour , Refk Selmi
Journal of Economic Integration. 2016;31(3):547-568.   Published online 2016 Sep 1     DOI:
Citations to this article as recorded by Crossref logo
Macroeconomic State Variables and Stock Market Performance: A Systematic Review and Future Research Agenda
Umer Mushtaq Lone, Mushtaq Ahmad Darzi, Suhail Ahmad Bhat
FIIB Business Review.2024; 13(2): 172.     CrossRef
Does stock return affect decomposed energy shocks differently? Evidence from a time frequency quantile-based framework
Ahmed Bouteska, Taimur Sharif, Mohammad Zoynul Abedin
International Review of Financial Analysis.2024; : 103128.     CrossRef
US monetary policy and BRICS stock market bubbles
Rangan Gupta, Jacobus Nel, Joshua Nielsen
Finance Research Letters.2023; 51: 103435.     CrossRef
COVID-19 and extreme risk spillovers between oil and BRICS stock markets: A multiscale perspective
Xiu Jin, Yueli Liu, Jinming Yu, Weiqiang Huang
The North American Journal of Economics and Financ.2023; 68: 101967.     CrossRef
Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict: Evidence from the ASEAN+6
Surachai Chancharat, Parichat Sinlapates
Finance Research Letters.2023; 57: 104249.     CrossRef
What Is the Effect of Oil and Gas Markets (Spot/Futures) on Herding in BRICS? Recent Evidence (2007–2022)
Hang Zhang, Evangelos Giouvris
Journal of Risk and Financial Management.2023; 16(11): 466.     CrossRef
Re-examining oil and BRICS’ stock markets: new evidence from wavelet and MGARCH-DCC
Muhammad Mahmudul Karim, Mohammad Ashraful Ferdous Chowdhury, Mansur Masih
Macroeconomics and Finance in Emerging Market Econ.2022; 15(2): 196.     CrossRef
Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models
Julia Kielmann, Hans Manner, Aleksey Min
Empirical Economics.2022; 62(4): 1543.     CrossRef
Oil shocks and BRIC markets: Evidence from extreme quantile approach
Muhammad Abubakr Naeem, Linh Pham, Arunachalam Senthilkumar, Sitara Karim
Energy Economics.2022; 108: 105932.     CrossRef
Stock pricing factors
Finance and Credit.2022; 28(4): 806.     CrossRef
Do market conditions interfere with the transmission of uncertainty from oil market to stock market? Evidence from a modified quantile-on-quantile approach
Qichang Xie, Guoqiang Tang
Energy Economics.2022; 114: 106250.     CrossRef
Do the Islamic Stock Market Returns Respond Differently to the Realized and Implied Volatility of Oil Prices? Evidence from the Time–Frequency Analysis
Muhammad Mahmudul Karim, Mansur Masih
Emerging Markets Finance and Trade.2021; 57(9): 2616.     CrossRef
Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach
Afees A. Salisu, Rangan Gupta
Global Finance Journal.2021; 48: 100546.     CrossRef
Modelling dependence and systemic risk between oil prices and BSE sectoral indices using stochastic copula and CoVar, ΔCoVar and MES approaches
Aviral Kumar Tiwari, Rajesh Pathak, Ranjan DasGupta, Perry Sadorsky
Applied Economics.2021; 53(58): 6770.     CrossRef
Time-varying effect of oil price shocks on the stock market returns: Evidence from oil-importing and oil-exporting countries
Khaled Mokni
Energy Reports.2020; 6: 605.     CrossRef
Volatility widens inequality. Could aid and remittances help?
Lisa Chauvet, Marin Ferry, Patrick Guillaumont, Sylviane Guillaumont Jeanneney, Sampawende J.-A. Tapsoba, Laurent Wagner
Review of World Economics.2019; 155(1): 71.     CrossRef
Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices: A new look
Aviral Kumar Tiwari, Nader Trabelsi, Faisal Alqahtani, Shawkat Hammoudeh
Energy Economics.2019; 83: 445.     CrossRef
Investigating the risk spillover from crude oil market to BRICS stock markets based on Copula-POT-CoVaR models
Ke Liu, Changqing Luo, Zhao Li
Quantitative Finance and Economics.2019; 3(4): 754.     CrossRef