Effects of oil price shocks on the stock market performance : do nature of shocks and economies matter?
Thai-Ha Le, Youngho Chang
| Year of publication: |
September 2015
|
|---|---|
| Authors: | Thai-Ha Le ; Youngho, Chang |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 51.2015, p. 261-274
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| Subject: | Stock market returns | Oil price fluctuations | Gregory-Hansen co-integration test | Toda-Yamamoto Granger non-causality test | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Schock | Shock | Aktienmarkt | Stock market | Börsenkurs | Share price | VAR-Modell | VAR model | Volatilität | Volatility | Kointegration | Cointegration | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2015.06.019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011564841