Lee, Yen-Hsien, Ya-Ling Huang, and Chun-Yu Wu. 2014. “Dynamic Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns: The Implications for Optimal Portfolio Construction”. International Journal of Energy Economics and Policy 4 (3):327-36. https://econjournals.com./index.php/ijeep/article/view/837.