These tools will no longer be maintained as of December 31, 2024. Archived website can be found here. PubMed4Hh GitHub repository can be found here. Contact NLM Customer Service if you have questions.


BIOMARKERS

Molecular Biopsy of Human Tumors

- a resource for Precision Medicine *

245 related articles for article (PubMed ID: 33012960)

  • 1. Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns.
    Alqahtani A; Bouri E; Vo XV
    Econ Anal Policy; 2020 Dec; 68():239-249. PubMed ID: 33012960
    [TBL] [Abstract][Full Text] [Related]  

  • 2. Volatility connectedness of GCC stock markets: how global oil price volatility drives volatility spillover in GCC stock markets?
    Hussain M; Rehman RU
    Environ Sci Pollut Res Int; 2023 Feb; 30(6):14212-14222. PubMed ID: 36138292
    [TBL] [Abstract][Full Text] [Related]  

  • 3. Navigating the nexus: Geopolitical risk, fossil energy prices, and European utility stock returns - Implications for environmental management and energy security in a conflict-ridden global landscape.
    Yang T; Fang S; Du AM; Du Q
    J Environ Manage; 2024 Feb; 352():120086. PubMed ID: 38242027
    [TBL] [Abstract][Full Text] [Related]  

  • 4. Asymmetric effects of climate policy uncertainty, geopolitical risk, and crude oil prices on clean energy prices.
    Sarker PK; Bouri E; Marco CKL
    Environ Sci Pollut Res Int; 2023 Feb; 30(6):15797-15807. PubMed ID: 36173523
    [TBL] [Abstract][Full Text] [Related]  

  • 5. The COVID-19 global fear index and the predictability of commodity price returns.
    Salisu AA; Akanni L; Raheem I
    J Behav Exp Finance; 2020 Sep; 27():100383. PubMed ID: 32835013
    [TBL] [Abstract][Full Text] [Related]  

  • 6. Has COVID-19 changed the stock return-oil price predictability pattern?
    Zhang F; Narayan PK; Devpura N
    Financ Innov; 2021; 7(1):61. PubMed ID: 35024287
    [TBL] [Abstract][Full Text] [Related]  

  • 7. The predictive power of Bitcoin prices for the realized volatility of US stock sector returns.
    Bouri E; Salisu AA; Gupta R
    Financ Innov; 2023; 9(1):62. PubMed ID: 36911098
    [TBL] [Abstract][Full Text] [Related]  

  • 8. Stock return predictability over four centuries: The role of commodity returns.
    Iyke BN; Ho SY
    Financ Res Lett; 2021 May; 40():101711. PubMed ID: 32837384
    [TBL] [Abstract][Full Text] [Related]  

  • 9. Oil and gold return spillover and stock market elasticity during COVID-19 pandemic: A comparative study between the stock markets of oil-exporting countries and oil-importing countries in the Middle East.
    Bani-Khalaf O; Taspinar N
    Resour Policy; 2022 Dec; 79():102935. PubMed ID: 35971545
    [TBL] [Abstract][Full Text] [Related]  

  • 10. The impact of crude oil prices on Chinese stock markets and selected sectors: evidence from the VAR-DCC-GARCH model.
    Hashmi SM; Ahmed F; Alhayki Z; Syed AA
    Environ Sci Pollut Res Int; 2022 Jul; 29(35):52560-52573. PubMed ID: 35262891
    [TBL] [Abstract][Full Text] [Related]  

  • 11. Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic.
    Boateng E; Adam AM; Junior PO
    Resour Policy; 2021 Dec; 74():102389. PubMed ID: 34629684
    [TBL] [Abstract][Full Text] [Related]  

  • 12. Global pandemic crisis and risk contagion in GCC stock markets.
    Ben Cheikh N; Ben Zaied Y; Saidi S; Sellami M
    J Econ Behav Organ; 2022 Oct; 202():746-761. PubMed ID: 36101740
    [TBL] [Abstract][Full Text] [Related]  

  • 13. Westerlund and Narayan predictability test: Step-by-step approach using COVID-19 and oil price data.
    Sharma SS
    MethodsX; 2021; 8():101201. PubMed ID: 34434725
    [TBL] [Abstract][Full Text] [Related]  

  • 14. Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries.
    Jiang Y; Tian G; Mo B
    Financ Innov; 2020; 6(1):42. PubMed ID: 35024266
    [TBL] [Abstract][Full Text] [Related]  

  • 15. Using machine learning to analyze the impact of coronavirus pandemic news on the stock markets in GCC countries.
    Al-Maadid A; Alhazbi S; Al-Thelaya K
    Res Int Bus Finance; 2022 Oct; 61():101667. PubMed ID: 35502232
    [TBL] [Abstract][Full Text] [Related]  

  • 16. Predicting stock returns in the presence of COVID-19 pandemic: The role of health news.
    Salisu AA; Vo XV
    Int Rev Financ Anal; 2020 Oct; 71():101546. PubMed ID: 38620444
    [TBL] [Abstract][Full Text] [Related]  

  • 17. Asymmetric impact of oil prices on stock returns in Shanghai stock exchange: Evidence from asymmetric ARDL model.
    Khan MK; Teng JZ; Khan MI
    PLoS One; 2019; 14(6):e0218289. PubMed ID: 31211817
    [TBL] [Abstract][Full Text] [Related]  

  • 18. The effects of COVID-19 on the interrelationship among oil prices, stock prices and exchange rates in selected oil exporting economies.
    Kumeka TT; Uzoma-Nwosu DC; David-Wayas MO
    Resour Policy; 2022 Aug; 77():102744. PubMed ID: 35582200
    [TBL] [Abstract][Full Text] [Related]  

  • 19. Investigating the Co-Movement and Asymmetric Relationships of Oil Prices on the Shipping Stock Returns: Evidence from Three Shipping-Flagged Companies from Germany, South Korea, and Taiwan.
    Saputra J; Mokhtar K; Abu Bakar A; Ruslan SMM
    Big Data; 2024 Feb; ():. PubMed ID: 38354271
    [TBL] [Abstract][Full Text] [Related]  

  • 20. What stock market returns to expect for the future?
    Diamond PA
    Soc Secur Bull; 2000; 63(2):38-52. PubMed ID: 11131980
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 13.