Abdulkareem, A., & Abdulhakeem, K. A. (2016). Analyzing Oil Price-Macroeconomic Volatility in Nigeria. CBN Journal of Applied Statistics, 7(1), 1-22.
Alley, I., Asekomeh, A., Mobolaji, H., & Adeniran, Y. A. (2014). Oil Price Shocks and Nigerian Economic Growth. European Scientific Journal, 10(19), 375-391.
Ayadi, O. F. (2005). Oil Price Fluctuations and the Nigerian Economy. OPEC Energy Review, 29(3), 199-217.
Bayar, Y., & Karamelikli, H. (2015). Impact of Oil and Natural Gas Prices on the Turkish Foreign Trade Balance: Unit Root and Cointegration Tests with Structural Breaks. Romanian Economic and Business Review, 10(3), 91-149.
Bayramoglu, A. T., & Yildirim, E. (2017). The Relationship between Energy Consumption and Economic Growth in the USA: A Non-Linear ARDL Bounds Test Approach. Energy and Power Engineering, 9(3), 170-186.
Brun‐Aguerre, R., Fuertes, A. M., & Greenwood‐Nimmo, M. (2017). Heads I Win; Tails You Lose: Asymmetry in Exchange Rate Pass‐Through into Import Prices. Journal of the Royal Statistical Society: Series A (Statistics in Society), 180(2), 587-612.
Burbidge, J., & Harrison, A. (1984). Testing for The Effects of Oil-Price Rises Using Vector Autoregressions. International Economic Review, 25(2), 459-484.
Chuku, C. A., Akpan, U. F., Sam, N. R., & Effiong, E. L. (2011). Oil Price Shocks and the Dynamics of Current Account Balances in Nigeria. OPEC Energy Review, 35(2), 119-139.
Darby, M. R. (1982). The Price of Oil and World Inflation and Recession. The American Economic Review, 72(4), 738-751.
Ekong, C. N., & Effiong, E. L. (2015). Oil Price Shocks and Nigeria’s Macroeconomy: Disentangling the Dynamics of Crude Oil Market Shocks. Global Business Review, 16(6), 920-935.
Gisser, M., & Goodwin, T. H. (1986). Crude Oil and the Macroeconomy: Tests of Some Popular Notions: Note. Journal of Money, Credit and Banking, 18(1), 95-103.
Hamilton, J. D. (2009). Understanding Crude Oil Prices. The Energy Journal, 30(2), 179-207.
---------- (1996). This Is What Happened to the Oil Price-Macroeconomy Relationship. Journal of Monetary Economics, 38(2), 215-220.
---------- (1983). Oil and the Macroeconomy since World War II. Journal of Political Economy, 91(2), 228-248.
Herrera, A. M., Lagalo, L. G., & Wada, T. (2011). Oil Price Shocks and Industrial Production: Is The Relationship Linear? Macroeconomic Dynamics, 15(S3), 472-497.
Huang, B. N., Hwang, M. J., & Peng, H. P. (2005). The Asymmetry of the Impact of Oil Price Shocks on Economic Activities: An Application of the Multivariate Threshold Model. Energy Economics, 27(3), 455-476.
Huntington, H. G. (1998). Crude Oil Prices and US Economic Performance: Where Does The Asymmetry Reside? The Energy Journal, Retrieved from
https://web.stanford.edu/group/emf-research/docs/occasional_papers/OP43.pdf.
Ibrahim, M. H. (2015). Oil and Food Prices in Malaysia: A Nonlinear ARDL Analysis. Agricultural and Food Economics, Retrieved from https://agrifoodecon.springeropen.com/track/pdf/10.1186/s40100-014-0020-3.
Iwayemi, A., & Fowowe, B. (2011). Impact of Oil Price Shocks on Selected Macroeconomic Variables in Nigeria. Energy Policy, 39(2), 603-612.
Jin, G. (2008). The Impact of Oil Price Shock and Exchange Rate Volatility on Economic Growth: A Comparative Analysis for Russia, Japan, and China. Research Journal of International Studies, 8(11), 98-111.
Katrakilidis, C., & Trachanas, E. (2012). What Drives Housing Price Dynamics in Greece: New Evidence from Asymmetric ARDL Cointegration. Economic Modelling, 29(4), 1064-1069.
Kilian, L. (2009). Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in The Crude Oil Market. The American Economic Review, 99(3), 1053-1069.
Kumar, S. (2009). The Macroeconomic Effects of Oil Price Shocks: Empirical Evidence for India. Economics Bulletin, 29(1), 15-37.
Lee, K., Ni, S., & Ratti, R. A. (1995). Oil Shocks and the Macroeconomy: The Role of Price Variability. The Energy Journal, 16(4), 39-56.
Mehrara, M. (2008). The Asymmetric Relationship between Oil Revenues and Economic Activities: The Case of Oil-Exporting Countries. Energy Policy, 36(3), 1164-1168.
Mordi, C. N., & Adebiyi, M. A. (2010). The Asymmetric Effects of Oil Price Shocks on Output and Prices in Nigeria Using a Structural VAR Model. Central Bank of Nigeria Economic and Financial Review, 48(1), 1-32.
Mork, K. A. (1989). Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results. Journal of Political Economy, 97(3), 740-744.
Mory, J. F. (1993). Oil Prices and Economic Activity: Is The Relationship Symmetric? The Energy Journal, 14(4), 151-161.
Moshiri, S. (2015). Asymmetric Effects of Oil Price Shocks in Oil‐Exporting Countries: The Role of Institutions. OPEC Energy Review, 39(2), 222-246.
Olomola, P. A. (2006). Oil Price Shock and Aggregate Economic Activity in Nigeria. African Economic and Business Review, 4(2), 40-45.
Omojolaibi, J. A. (2013). Does Volatility in Crude Oil Price Precipitate Macroeconomic Performance In Nigeria? International Journal of Energy Economics and Policy, 3(2), 143-152.
Pesaran, M. H., Shin, Y., & Smith, R. J. (2000). Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables. Journal of Econometrics, 97(2), 293-343.
Raza, N., Shahzad, S. J. H., Tiwari, A. K., & Shahbaz, M. (2016). Asymmetric Impact of Gold, Oil Prices and Their Volatilities on Stock Prices of Emerging Markets. Resources Policy, 49, 290-301.
Sadorsky, P. (1999). Oil Price Shocks and Stock Market Activity. Energy Economics, 21(5), 449-469.
Salisu, A. A., & Fasanya, I. O. (2013). Modelling Oil Price Volatility with Structural Breaks. Energy Policy, 52, 554-562.
Shin, Y., Yu, B., Greenwood-Nimmo, M. (2011). Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework. Mimeo, Retrieved from
http://www.academia.edu/download/46980906/Modelling_Asymmetric_Cointegration_and_D20160703-32282-1202754.pdf.
Taiwo, M., Abayomi, T., & Damilare, O. (2012). Crude Oil Price, Stock Price and Some Selected Macroeconomic Indicators: Implications on the Growth of Nigeria Economy. Research Journal of Finance and Accounting, 3(2), 42-48.
Zhu, H., Su, X., Guo, Y., & Ren, Y. (2016). The Asymmetric Effects of Oil Price Shocks on the Chinese Stock Market: Evidence from a Quantile Impulse Response Perspective. Sustainability, 8(8), 1-19.