Modelling the impact of oil prices on Vietnam’s stock prices

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Asymmetric Impact of Oil Price Shock on Stock Market in China: A Combination Analysis Based on SVAR Model and NARDL Model (2017, background): “Other studies illustrate that oil price shocks have a positive impact on stock market (Chen, Roll, and Ross 1986; Luo and Qin 2017; Narayan and Narayan 2010; Zhu, Li, and Li 2014).”
Oil prices and stock market in China: A sector analysis using panel cointegration with multiple breaks (2012, background): “In addition to the multi-country surveys, there are also a small number of works focused on single country analysis for certain developing countries (Narayan and Narayan, 2010; Papapetrou, 2001).”
The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes (2016, background): “In the context of emerging markets, there are also a number of papers that have shown that oil shocks have long and short term impact on equity returns (Papapetrou, 2001; Basher and Sadorsky, 2006; Narayan and Narayan, 2010).”