Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model

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Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018, result): “Similar findings are reported by Alsalman (2016) who considers the impact of oil price uncertainty on US aggregate and sectorial stock returns.”
Time and frequency connectedness among oil shocks, electricity and clean energy markets (2020, unknown): “Using monthly returns from 18 industries, Alsalman (2016) found that real oil price changes have almost no effect on these sectoral returns.”
Extreme dependence and risk spillovers between oil and Islamic stock markets (2017, methodology): “Existing literature on the relationship between global oil price changes or shocks and Islamic and/or conventional equity returns presents results based on different methodologies for examples of copula dependence (Aloui et al., 2013), co-spectral analysis (Creti et al., 2014), wavelet analysis (Fti”