email rules

I've been recently bombarded with malicious emails from @oxy.com. I've tried to set up rules to delete incoming email that are from that domain. In spite of my efforts I still get daily inundations in my inbox. What am I doing wrong? Is there anything I can do to eliminate these emails?

As far as I understand the real Oxy.com went out of business late last year, so I know the emails are fake.