Return and volatility interaction between oil prices and stock markets in Saudi Arabia

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Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach (2017, background): “…and/or stock prices of listed oil and gas companies may respond asymmetrically to oil price changes (see for example, Asteriou and Bashmakova, 2013; Jouini, 2013; Soucek and Todorova, 2013; Bouri et al., 2016; Li et al., 2017; Kang et al., 2016). http://dx.doi.org/10.1016/j.econmod.2017.07.010…”
Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables (2019, background): “…extend the multi-predictive model to account for nonlinearities (see also Kilian and Park, 2009; Filis et al., 2011; Asteriou and Bashmakova, 2013; Jouini, 2013; Soucek and Todorova, 2013; Salisu and Oloko, 2015; Bouri et al., 2016; Kang et al., 2016; Li et al., 2017; Salisu and Isah, 2017) and…”
Oil prices and financial stress: A volatility spillover analysis (2015, background): “Recognizing that mean spillovers between oil and financial markets may not be covering the entire story, some studies (i.e. Jouini, 2013; Soytas and Oran, 2011) also consider risk transfers.”