...Walid Mensi; Salem Adel Ziadat; Xuan Vinh Vo; Sang Hoon Kang Purpose This study examines the extreme quantile connectedness and spillovers between West Texas Intermediate (WTI) crude oil futures and ten Vietnamese stock market sectors. Knowledge of such links is important to both investors...

...Debojyoti Das; M Kannadhasan; Malay Bhattacharyya Purpose The study aims to understand the role of different streams of oil shocks (demand, supply and risk shocks) on the oil-importing and exporting countries' stock returns. The study also examines the impact of crude oil shocks across...