The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes

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Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices (2017, positive): “It also extends the work of Maghyereh et al. (2016), which has only examined the relationships between the implied volatilities of oil and stock indices.”
Oil volatility, oil and gas firms and portfolio diversification (2018, background): “, 2014, and references therein), while only very recently authors focus on the volatility interrelationships between oil and stock market returns, mainly in terms of volatility spillovers (see, for example, Malik and Hammoudeh, 2007; Malik and Ewing, 2009; Arouri et al., 2011a,b, 2012; Sadorsky, 201”
Dynamics of China’s carbon prices in the pilot trading phase (2017, background): “Previous studies find a spillover effect between oil shock and stock market trends (Kang et al. , 2015; Maghyereh et al. , 2016; Andrada-Félixa, et al. , 2017).”
Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018, background): “Other studies that also concentrate on oil-exporting and oil-importing countries are those by Boldanov et al. (2016) and Maghyereh et al. (2016).”