The impact of oil price shocks on the large emerging countries' stock prices: Evidence from China, India and Russia

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Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018, background): “…price shocks on stock market returns and volatility (see, inter alia , Ready, 2017; Kang et al., 2017; Angelidis et al., 2015; Kang et al. 2015a; Fang and You, 2014; Gupta and Modise, 2013; Antonakakis et al., 2013; Abhyankar et al., 2013; Degiannakis et al., 2014; Kang and Ratti, 2013;…”
Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression (2017, background): “The relationships between oil price changes and the stock market for China have attracted scholars' attention (Cong et al., 2008; Zhang and Chen, 2011; Broadstock et al., 2012; Wang et al., 2013; Fang and You, 2014; Li et al., 2017; Bouri et al., 2017).”
Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach (2015, background): “precautionary demand shocks associated with the terrorist attacks of September 11, 2001, and the Iraq invasion in March 2003; it takes the value of 1 during the last three weeks of September 11, 2001 and the last two weeks of March 2003, and 0 otherwise (see also Filis et al. (2011) and Degiannakis ”