Qiu, Lianshi - In: Economics : the open-access, open-assessment journal 18 (2024) 1, pp. 1-12
to June 2022 to establish a vector autoregressive model to study the interaction between oil prices, stock performance … variables but also shed light on future oil prices. Granger causality test, impulse response function analysis, and variance … decomposition analysis have been applied to variables in the model. The main finding is that oil price responds to changes in stock …