Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests

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Extreme dependence and risk spillovers between oil and Islamic stock markets (2017, methodology): “…of copula dependence (Aloui et al., 2013), co-spectral analysis (Creti et al., 2014), wavelet analysis (Ftiti et al., 2015), linear and non-linear portfolio optimization methods (Hernandez, 2014), threshold co-integration (Ghosh and Kanjilal, 2016), GARCH in mean and VAR (Alsalman, 2016), etc.”
Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices (2017, unknown): “Ghosh and Kanjilal (2016) use nonlinear threshold cointegration tests to examine nonlinear cointegration between international crude oil and Indian stock market indices from January 2, 2003 to July 29, 2011.”
Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018, background): “…of oil price changes on aggregate stock market indices, although the bulk of this output is observed in the post–2007 period (see, for instance, Ghosh and Kanjilal, 2016; Filis and Chatziantoniou, 2014; Asteriou and Bashmakova, 2013; Ciner, 2013; Lee and Chiou, 2011; Laopodis, 2011; Filis,…”