Oil shocks and stock markets revisited: Measuring connectedness from a global perspective

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Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018, background): “Zhang (2017), on the other hand, shows that the oil market may impact stock returns over time, nevertheless, when considering a wider set of global financial markets, the findings sug - gest that oil has a marginal effect.”
Forecasting realized volatility of agricultural commodities (2020, background): “This has been shown not only for agricultural commodities (Tian et al., 2017a,b, Yang et al., 2017), but also for other commodities, such as crude oil, copper, and aluminum as well as stock market indices (Corsi & Renò, 2012, Sévi, 2014, Zhang, 2017, Degiannakis & Filis, 2017).”
How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020, background): “2 The work of Zhang (2017) note that studies has increasingly linked oil price changes to stock markets since the 2008 financial crisis.”
Does COVID-19 open a Pandora's box of changing the connectedness in energy commodities? (2020, neutral): “, 2020b), cross-market dependence of commodities (Balli et al., 2017; Zhang, 2017; Tiwari et al., 2018) and financial price connectedness (Alter and Beyer, 2014; Ji et al.”