Search Results - subject:"OIL MARKET"

Gelain, Paolo; Lorusso, Marco; Zaman, Saeed - 2024

Persistent link: https://www.econbiz.de/10014543877

Estimating spillover effect from international oil market to stock market : evidence from Korean portfolio-level analysis

Choi, Sunghee - In: Economies : open access journal 12 (2024) 4, pp. 1-14

Using a diagonal BEKK model, this paper estimates a spillover effect from the international crude oil market to the … oil market rather than other portfolios. Further, compared to larger-capitalization firm portfolios, small …

Persistent link: https://www.econbiz.de/10014635909

Reinvestigating the oil dependency of the GCC countries' stock market : a regime-switching cointegration approach

Ebadi, Esmaeil; Razaq, Yousef Abdul - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 3, pp. 387-406

Persistent link: https://www.econbiz.de/10014533305

The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets

Szafranek, Karol; Rubaszek, Michał; Uddin, Mohammed … - 2023

Persistent link: https://www.econbiz.de/10014507841

The impact of China's economic growth on crude oil price : evidence from structural VAR

Hamendi, Ahmed; Hook, Law Siong - In: Review of Economic Analysis : REA 15 (2023) 3/4, pp. 237-252

impact. The findings indicate a new regime after the 2008 crisis with a resurgence of a supply driven crude oil market …

Persistent link: https://www.econbiz.de/10014481185

A novel approach for complex and subjective variable valuation in the COPPE-Cosenza fuzzy model applied to crude oil trading

Andrade, Gustavo B.; Andrade, Luciana B.; Conde, Edison; … - In: Decision analytics journal 7 (2023), pp. 1-10

Numerical algorithms and mathematical methods are regularly used in the commodities and stock markets. However, this so-called quantitative trading has been thus far limited to the paper markets, such as futures, swaps, and options, and excluded a large majority of the physical market....

Persistent link: https://www.econbiz.de/10014434170

The effect of US shale oil production on local and international oil markets

Rodhan, Maitham A. - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 4, pp. 433-443

Persistent link: https://www.econbiz.de/10014373484

The relationship between gold and oil prices and the stock market returns of Kazakh energy companies : comparison of the pre-Covid-19 and post-Covid-19 periods

Bekzhanova, Saule; Tayauova, Gulzhanat; Akhanov, Serik; … - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 5, pp. 8-14

Persistent link: https://www.econbiz.de/10014374863

A reassessment of oil market volatility and stock market volatility : evidence from selected SAARC countries

Aziz, Tariq - In: Comparative economic research : Central and Eastern Europe 26 (2023) 3, pp. 179-196

examines whether oil market volatility spills over to the equity markets of selected SAARC countries. The study uses data from … markets of the SAARC member countries. The bivariate EGARCH model is used to test for volatility transmission from the oil … market to the stock market. It is found that oil price shocks do not significantly impact equity market volatility, except in …

Persistent link: https://www.econbiz.de/10014428534

The asymmetric impact of oil price uncertainty on emerging market financial stress : a quantile regression approach

Das, Debojyoti; Dutta, Anupam; Jana, Rabin K.; Ghosh, … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 4299-4323

Persistent link: https://www.econbiz.de/10014429325

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