Shock and volatility transmission in the oil, US and Gulf equity markets

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Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH ☆ (2015, neutral): “Malik and Hammoudeh, 2007; Malik and Ewing, 2009; Hakem and McAleer, 2010; Filis et al, 2011; Chang et al., 2013; Mollick and Assefa, 2013; Hwan et al., 2013; Guesmi and Fattoumi, 2014) or between different commodities (eg.”
Volatility Spillovers Across Petroleum Markets (2015, background): “Analyzing volatility spillovers also has important implications for the development of accurate asset pricing models, hedging strategies, and the forecasting of future equity and the volatility of oil price returns (Malik and Hammoudeh, 2007).”
Conditional correlations and volatility spillovers between crude oil and stock index returns (2010, positive): “Therefore, volatility spillover patterns are widespread in financial, energy and stock markets (see, for example, Sadorsky (2004), Hammoudeh and Aleisa (2002), Hammoudeh et al. (2004), Ågren (2006), and Malik and Hammoudeh (2007)).”
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 (2014, neutral): “…and Driesprong et al. (2008) find that oil-price changes predict stockmarket returns on a global basis, while Hammoudeh and Li (2004), Hammoudeh and Eleisa (2004) and Malik and Hammoudeh (2007) also discover the importance of the oil factor for stock prices in certain oil-exporting economies.”