id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
abrj-494	Frikha, Ikram Ghamgui ; Amar, Mohamed ben 	The Oil Price-Stock Market Volatility Connection: Evidence from G20 Economies	2025	14	.pdf	application/pdf	8924	485	64	The frequency of shocks and volatility between oil markets and stock markets in selected G20 countries such as Japan, Mexico, Russia, and so on, and a few alternative G20 countries, were evaluated through two GARCH family models. Our study found no evidence of transmission from oil markets to stock markets in most of the countries we examined.	cache/abrj-494.pdf	txt/abrj-494.txt