Bibliography
Abunouri, Ismail and Hamed Ziauddin. “Return and Volatility of International Oil Prices and Stock Market Index in OPEC Member Countries.” Quarterly Journal of Economic Modeling 14, no. 1 (2020): 1-24. [In Persian]
Alamgir, Farzana, and Sakib Bin Amin. “The Nexus between Oil Price and Stock Market: Evidence from South Asia.” Energy Reports 7 (2021): 693-703.
Asgarnezhad Nouri, Bagher. “Factors Affecting Stock Return of Firms Listed in Tehran Stock Exchange: Meta-Analysis.” Journal of Asset Management and Financing 6, no. 1 (2018): 29-50. [In Persian]
Bani Asadi, Mustafa, and Reza Mohseni. “The effect of temporary and permanent shocks of productivity on intensity of energy consumption in Iran (Application of Blanchard-Quah method).” Iraninan Energy Economics 3, no. 10 (2014): 41-65. [In Persian]
Basher, Syed Abul, Alfred A. Haug, and Perry Sadorsky. “Oil Prices, Exchange Rates and Emerging Stock Markets.” Energy Economics 34, no. 1 (2012): 227-240.
Blanchard, Olivier J., and Danny Quah. “The Dynamic Effects of Aggregate Demand and Supply Disturbances.” American Economic Reciew 4, no. 79 (1989): 655-673.
Cevik, Nuket Kirci, Emrah I. Cevik, and Sel Dibooglu. “Oil Prices, Stock Market Returns and Volatility Spillovers: Evidence from Turkey.” Journal of Policy Modeling 42, no. 3 (2020): 597-614.
Chancharat, Surachai, Abbas Valadkhani, and Charles Havie. “The Influence of International Stock Markets and Macroeconomic Variables on the Thai Stock Market,” Applied Econometrics and International Development 7, no. 1 (2007): 221-238.
Chang, Chia-Lin, Michael Mc Aleer, and Roengchal Tansuchat. “Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH.” Energy Economics 33, no. 5 (2011): 912-923.
Chen, Nai-Fu, Richard Roll, and Stephen A. Ross. “Economic Forces and the Stock Market.” Journal of Business 59, no. 3 (1986): 383–403.
Dadras Moghadam, Amir, Seyed Mahdi Hosseini, Mohammad Hossein Karim, Hossein Badi Farzin, and Mohammad Norouzian. “Modeling and Impact of Economic Shocks on Food Industries Stock Returns.” Journal of Food Science and Technology (IRAN) 19, no. 124 (2022): 315-326. [In Persian]
Dammori, Dariush, and Negar Mirzad. “The Study of long-Term Memory in Dynamic Volatility Relationship between Stock Returns and Exchange Rates.” Journal of Asset Management and Financing 6, no. 3 (2018): 147-164. [In Persian]
Fattahi, Shahram, Somayeh Azami, and Shieda Abbasi Shakaram. “The Impact of Oil Price Uncertainty on the Interdependence of Stock Markets in Selected Developing Countries: Dynamic Gravity Panel Approach.” Journal of Econometric Modelling 4, no. 1 (2019): 145-172. [In Persian]
Hamilton, Janes. D. “What Is an Oil shock?” Journal of Econometrics 113, no. 2 (2003): 363-398.
Heidari, Hasan, and Sahar Bashiri. “Investigating The Relationship Between Real Exchange Rate Uncertainty and Stock Price Index In Tehran Stock Exchange Using VAR-GARCH Models.” The Journal of Economic Modeling Research (JEMR) 3, no. 9 (2012): 71-93. [In Persian]
Hiransha, M. E. A. G., E. Ab Gopalakrishnan, and K. P. Soman. “NSE Stock Market Prediction Using Deep-Learning Models.” Procedia Computer Science 132, no. C (2018): 1351-1362.
Hosseini, Seyed Mahdi, and Amir Dadras Moghadam, “Identification and Impact of Monetary and Financial Shocks on the Stock Returns and Stock Industries of the Country,” Journal of Iranian Economic Issues 9, no. 1 (2022): 125-159. [In Persian]
Huang, Roger D., Ronald W. Masulis, and Hans R. Stoll. “Energy Shocks and Financial Markets.” Journal of Futures Markets 16, no. 1 (1996): 1-27.
Jones, Charles M., and Gautam Kaul. “Oil and the Stock Markets.” Journal of Finance 51, no. 2 (1996): 463-491.
Kilian, Lutz. “The Economic Effect of Energy Price Shocks.” Journal of Economic Literature 46, no. 4 (2008): 871-909.
Kling, John L. “Oil Price Shocks and Stock-Market Behavior.” Journal of Portfolio Management 12, no. 1 (1985): 34-39.
Le, Hoang Anh, and Trang Doan. “The Impacts of Crude Oil Market Structure on Stock Market Growth: Evidence from Asian Countries.” Hindawi Complexity 2022, no. 1 (2022): 1-12.
Maghyereh, Aktham, and Ahmad Al-Kandari. “Oil Price and Stock Markets in GCC Countries: New Evidence from Nonlinear Co-Integration Analysis.” Managerial Finance 33, no. 7 (2007): 449-460.
Mardani, Ali, Ali Nazemi Ashti, and Mehdi Nazar Aghaei. “The effect of oil price fluctuations on stock returns according to the situation of the political stability index of oil producing.” Progress and Development of Kermanshah Province 1, no. 2 (2021): 57-81. [In Persian]
Mokni, Khaled. “Time-Varying Effect of Oil Price Shocks on the Stock Market Returns: Evidence from Oil-Importing and Oil-Exporting Countries.” Energy Reports 6, no. 1 (2020): 605-619.
Mork, Knut Anton. “Business Cycles and the Oil Market.” Energy Journal 15, no. SI-3 (1994): 15-38.
Mork, Knut Anton. “Oil and the Marcoeconomy When Prices Go Up and Down: an Extension of Hamilton's Results.” The Journal of Political Economy 97, no. 3 (1989): 740-744.
Nahidi Amirkhiz, Mohammad Reza. “The Asymmetric Effect of Exchange Rate Fluctuations on Stock Returns in the Iranian Capital Market.” The Journal of Computational Economics 1, no. 2 (1401): 87-106. [In Persian]
Saghafi, Ali, and Reza Ghanbarian. “Investigating the Dynamic Relationship between Oil Prices and Capital Market Indices in Iran,” Quarterly Journal of Economic Modeling Research, no. 20 (2015): 193-216. [In Persian]
Salehi, Allah Karam, and Maryam Hamoleh Alipour. “An investigation the impact of crude oil price shocks on stock returns of listed companies in Tehran Stock Exchange.” Journal of Accounting and Management Vision 1, no. 3 (2018): 69-85. [In Persian]
Sarrafi Zanjani, Mohammad, and Nader Mehregan. “Asymmetric Effect of Exchange Rate Risk on the Stock Index of Export-Oriented Industries Using the NARDL Model.” The Journal of Economic Modeling Research (JEMR) 9, no. 33 (2018): 89-116. [In Persian]
