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The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach

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Cited by:

  1. Kang, Sang Hoon & Arreola Hernandez, Jose & Rehman, Mobeen Ur & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2023. "Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities," Resources Policy, Elsevier, vol. 81(C).
  2. Oguzhan Ozcelebi & José A. Pérez‐Montiel, 2023. "Examination of the impacts of the immediate interest rate of the United States and the VIX on the Dow Jones Islamic Market Index," Bulletin of Economic Research, Wiley Blackwell, vol. 75(4), pages 1157-1180, October.
  3. Ma, Binfeng & Wang, Xiaofang, 2024. "Unveiling asymmetric dynamics: Exploring the impact of oil price on economic growth and current account deficit: Evidence from G-7 countries," Resources Policy, Elsevier, vol. 89(C).
  4. Suresh Kumar & Ankit Kumar & Gurcharan Singh, 2023. "Causal relationship among international crude oil, gold, exchange rate, and stock market: Fresh evidence from NARDL testing approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 47-57, January.
  5. Khairulla Massadikov, 2021. "Volatility Spillovers between Oil Prices and Stock Returns in Developing Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 121-126.
  6. Wang, Kai-Hua & Liu, Lu & Adebayo, Tomiwa Sunday & Lobon, Oana-Ramona & Claudia, Moldovan Nicoleta, 2021. "Fiscal decentralization, political stability and resources curse hypothesis: A case of fiscal decentralized economies," Resources Policy, Elsevier, vol. 72(C).
  7. Yu, Jinna & Tang, Yuk Ming & Chau, Ka Yin & Nazar, Raima & Ali, Sajid & Iqbal, Wasim, 2022. "Role of solar-based renewable energy in mitigating CO2 emissions: Evidence from quantile-on-quantile estimation," Renewable Energy, Elsevier, vol. 182(C), pages 216-226.
  8. Liu, Zhen & Saydaliev, Hayot Berk & Lan, Jing & Ali, Sajid & Anser, Muhammad Khalid, 2022. "Assessing the effectiveness of biomass energy in mitigating CO2 emissions: Evidence from Top-10 biomass energy consumer countries," Renewable Energy, Elsevier, vol. 191(C), pages 842-851.
  9. Bisharat Hussain Chang & Khalil Ahmed Channa & Emmanuel Uche & Osamah Ibrahim Khalaf & Osamah Waheed Ali, 2022. "Analyzing the impacts of terrorism on innovation activity: A cross country empirical study," Advances in Decision Sciences, Asia University, Taiwan, vol. 26(Special), pages 124-161, December.
  10. Li, Ruoyu & Gan, Yufei & Bao, Yifei & Zhou, Yun & Si, Dingwen & Liu, Qian, 2024. "Natural resources efficiency in terms of digital economy: Institutional efficiency and digital economy from the lens of natural resources," Resources Policy, Elsevier, vol. 93(C).
  11. Sinha, Avik & Shah, Muhammad Ibrahim & Sengupta, Tuhin & Jiao, Zhilun, 2020. "Analyzing Technology-Emissions Association in Top-10 Polluted MENA Countries: How to Ascertain Sustainable Development by Quantile Modeling Approach," MPRA Paper 100253, University Library of Munich, Germany, revised 2020.
  12. He, Xiaojuan & Mishra, Shekhar & Aman, Ameenullah & Shahbaz, Muhammad & Razzaq, Asif & Sharif, Arshian, 2021. "The linkage between clean energy stocks and the fluctuations in oil price and financial stress in the US and Europe? Evidence from QARDL approach," Resources Policy, Elsevier, vol. 72(C).
  13. Jiang, Chun & Zhang, Yadi & Kamran, Hafiz Waqas & Afshan, Sahar, 2021. "Understanding the dynamics of the resource curse and financial development in China? A novel evidence based on QARDL model," Resources Policy, Elsevier, vol. 72(C).
  14. Yu, Jinna & Saydaliev, Hayot Berk & Liu, Zhen & Nazar, Raima & Ali, Sajid, 2022. "The asymmetric nexus of solar energy and environmental quality: Evidence from Top-10 solar energy-consuming countries," Energy, Elsevier, vol. 247(C).
  15. Muhammad Shahbaz & Arshian Sharif & Fateh Belaid & Xuan Vinh Vo, 2023. "Long‐run co‐variability between oil prices and economic policy uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1308-1326, April.
  16. Wen, Danyan & Wang, Yudong, 2021. "Volatility linkages between stock and commodity markets revisited: Industry perspective and portfolio implications," Resources Policy, Elsevier, vol. 74(C).
  17. Khan, Muhammad Imran & Teng, Jian-Zhou & Khan, Muhammad Kamran & Jadoon, Arshad Ullah & Khan, Muhammad Fayaz, 2021. "The impact of oil prices on stock market development in Pakistan: Evidence with a novel dynamic simulated ARDL approach," Resources Policy, Elsevier, vol. 70(C).
  18. Huo, Dongxia & Bagadeem, Salim & Elsherazy, Tarek Abbas & Nasnodkar, Siddhesh Prabhu & Kalra, Akash, 2023. "Renewable energy consumption and the rising effect of climate policy uncertainty: Fresh policy analysis from China," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 1459-1474.
  19. Lu, Man & Chang, Bisharat Hussain & Salman, Asma & Razzaq, Muthanna G. Abdul & Uddin, Mohammed Ahmar, 2023. "Time varying connectedness between foreign exchange markets and crude oil futures prices," Resources Policy, Elsevier, vol. 86(PB).
  20. Ahmad Monir Abdullah & Aini Aman, 2024. "Energy Prices and Their Impact on US Stock Indices: A Wavelet- based Quantile-on-Quantile Regression Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 216-234, May.
  21. Zhu, Huiming & Chen, Yiwen & Ren, Yinghua & Xing, Zhanming & Hau, Liya, 2022. "Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock: Evidence from multiscale quantile perspectives," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
  22. Naeem, Muhammad Abubakr & Qureshi, Fiza & Arif, Muhammad & Balli, Faruk, 2021. "Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions," Resources Policy, Elsevier, vol. 72(C).
  23. Lei Zhu & Wei Fang & Saif Ur Rahman & Ahmad Imran Khan, 2023. "How solar-based renewable energy contributes to CO2 emissions abatement? Sustainable environment policy implications for solar industry," Energy & Environment, , vol. 34(2), pages 359-378, March.
  24. Bahloul, Slah & Khemakhem, Imen, 2021. "Dynamic return and volatility connectedness between commodities and Islamic stock market indices," Resources Policy, Elsevier, vol. 71(C).
  25. Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2023. "Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions," Finance Research Letters, Elsevier, vol. 51(C).
  26. Shabir Mohsin Hashmi & Bisharat Hussain Chang, 2023. "Asymmetric effect of macroeconomic variables on the emerging stock indices: A quantile ARDL approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 1006-1024, January.
  27. Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri, 2023. "Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 24(1), pages 56-72, January.
  28. Ahmed, Walid M.A., 2021. "How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin," Pacific-Basin Finance Journal, Elsevier, vol. 70(C).
  29. Xiaohui GONG & Bisharat Hussain CHANG & Xi CHEN & Kaiyang ZHONG, 2023. "Asymmetric Effects of Exchange Rates on Energy Demand in E7 Countries: New Evidence from Multiple Thresholds Nonlinear ARDL Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 125-142, June.
  30. Afees A. Salisu & Kingsley Obiora, 2021. "COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-19, December.
  31. Kumar, Suresh & Choudhary, Sangita & Singh, Gurcharan & Singhal, Shelly, 2021. "Crude oil, gold, natural gas, exchange rate and indian stock market: Evidence from the asymmetric nonlinear ARDL model," Resources Policy, Elsevier, vol. 73(C).
  32. Hadhri, Sinda, 2021. "The nexus, downside risk and asset allocation between oil and Islamic stock markets: A cross-country analysis," Energy Economics, Elsevier, vol. 101(C).
  33. Mensi, Walid & Selmi, Refk & Al-Yahyaee, Khamis Hamed, 2020. "Switching dependence and systemic risk between crude oil and U.S. Islamic and conventional equity markets: A new evidence," Resources Policy, Elsevier, vol. 69(C).
  34. Dong, Qingyuan & Du, Qunyang & Min Du, Anna, 2024. "Interplay between oil prices, country risks, and stock returns in the context of global conflict: A PVAR approach," Research in International Business and Finance, Elsevier, vol. 72(PB).
  35. Yonghong Jiang & Gengyu Tian & Bin Mo, 2020. "Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-26, December.
  36. Hashmi, Shabir Mohsin & Chang, Bisharat Hussain & Huang, Liangfang & Uche, Emmanuel, 2022. "Revisiting the relationship between oil prices, exchange rate, and stock prices: An application of quantile ARDL model," Resources Policy, Elsevier, vol. 75(C).
  37. Hasan, Md. Bokhtiar & Kabir Hassan, M. & Gider, Zeynullah & Tahsin Rafia, Humaira & Rashid, Mamunur, 2023. "Searching hedging instruments against diverse global risks and uncertainties," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
  38. Mensi, Walid & Yousaf, Imran & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
  39. Ghaemi Asl, Mahdi & Adekoya, Oluwasegun Babatunde & Rashidi, Muhammad Mahdi & Ghasemi Doudkanlou, Mohammad & Dolatabadi, Ali, 2022. "Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network," Resources Policy, Elsevier, vol. 77(C).
  40. Hashmi, Shabir Mohsin & Chang, Bisharat Hussain & Rong, Li, 2021. "Asymmetric effect of COVID-19 pandemic on E7 stock indices: Evidence from quantile-on-quantile regression approach," Research in International Business and Finance, Elsevier, vol. 58(C).
  41. Sun, Chuanwang & Khan, Anwar & Xue, Juntao & Huang, Xiaoyong, 2024. "Are digital economy and financial structure driving renewable energy technology innovations: A major eight countries perspective," Applied Energy, Elsevier, vol. 362(C).
  42. Stoupos, Nikolaos & Kiohos, Apostolos, 2021. "Energy commodities and advanced stock markets: A post-crisis approach," Resources Policy, Elsevier, vol. 70(C).
  43. Adekoya, Oluwasegun B. & Akinseye, Ademola B. & Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David & Oliyide, Johnson, 2022. "Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies," Resources Policy, Elsevier, vol. 78(C).
  44. Rubbaniy, Ghulame & Tee, Kienpin & Iren, Perihan & Abdennadher, Sonia, 2022. "Investors’ mood and herd investing: A quantile-on-quantile regression explanation from crypto market," Finance Research Letters, Elsevier, vol. 47(PA).
  45. Zhang, YunQian, 2022. "Influence of stock market factors on the natural resources dependence for environmental change: Evidence from China," Resources Policy, Elsevier, vol. 77(C).
  46. Sibande, Xolani, 2024. "Herding behaviour and monetary policy: Evidence from the ZAR market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 42(C).
  47. Mo, Bin & Nie, He & Zhao, Rongjie, 2024. "Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods," Energy, Elsevier, vol. 288(C).
  48. Chang, Lei & Mohsin, Muhammad & Gao, Zhennan & Taghizadeh-Hesary, Farhad, 2023. "Asymmetric impact of oil price on current account balance: Evidence from oil importing countries," Energy Economics, Elsevier, vol. 123(C).
  49. Hashmi, Shabir Mohsin & Chang, Bisharat Hussain & Bhutto, Niaz Ahmed, 2021. "Asymmetric effect of oil prices on stock market prices: New evidence from oil-exporting and oil-importing countries," Resources Policy, Elsevier, vol. 70(C).
  50. Xolani Sibande, 2023. "Monetary policy and herding behaviour in the ZAR market," Working Papers 11053, South African Reserve Bank.
  51. Emmanuel Uche & Bisharat Hussain Chang & Lionel Effiom, 2023. "Household consumption and exchange rate extreme dynamics: Multiple asymmetric threshold non‐linear autoregressive distributed lag model perspective," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 3437-3450, July.
  52. Hasan, Md. Bokhtiar & Hassan, M. Kabir & Alhomaidi, Asem, 2023. "How do sectoral Islamic equity markets react to geopolitical risk, economic policy uncertainty, and oil price shocks?," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
  53. Xie, Qichang & Wu, Haifeng & Ma, Yu, 2021. "Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis," Energy Economics, Elsevier, vol. 102(C).
  54. Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Teplova, Tamara, 2023. "The relationship between global risk aversion and returns from safe-haven assets," Finance Research Letters, Elsevier, vol. 51(C).
  55. Zhu, Huiming & Yu, Dongwei & Hau, Liya & Wu, Hao & Ye, Fangyu, 2022. "Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries: Evidence from wavelet quantile regression analysis," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
  56. Wang, Xiangning & Huang, Qian & Zhang, Shuguang, 2023. "Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
  57. Hau, Liya & Zhu, Huiming & Huang, Rui & Ma, Xiang, 2020. "Heterogeneous dependence between crude oil price volatility and China’s agriculture commodity futures: Evidence from quantile-on-quantile regression," Energy, Elsevier, vol. 213(C).
  58. Tariq Mahmood & Ibtasam Ahmad & Malik Muhammad Zeeshan Ansar & Jumanah Ahmed Darwish & Rehan Ahmad Khan Sherwani, 2024. "Comparative Study of Long Short-Term Memory (LSTM) and Quantum Long Short-Term Memory (QLSTM): Prediction of Stock Market Movement," Papers 2409.08297, arXiv.org.
  59. Xiang, Shihui & Cao, Yanyan, 2023. "Green finance and natural resources commodities prices: Evidence from COVID-19 period," Resources Policy, Elsevier, vol. 80(C).
  60. Shabir Mohsin Hashmi & Bisharat Hussain Chang & Muhammad Shahbaz, 2021. "Asymmetric effect of exchange rate volatility on India's cross‐border trade: Evidence from global financial crisis and multiple threshold nonlinear autoregressive distributed lag model," Australian Economic Papers, Wiley Blackwell, vol. 60(1), pages 64-97, March.
  61. Zhang, Jiahao & Zhang, Yifeng & Wei, Yu & Wang, Zhuo, 2024. "Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties: Does El Niño-Southern Oscillation matter?," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 188-215.
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