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Firm return volatility and economic gains : the role of oil prices
Narayan, Paresh Kumar; Sharma, Susan Sunila - In: Economic modelling 38 (2014), pp. 142-151
Persistent link: https://www.econbiz.de/10010418129
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Investigating Price Clustering in the Oil Futures Market
Narayan, Paresh Kumar - 2012
Price clustering can be a source of market inefficiency. It follows that searching for price clustering in markets have gone beyond share prices into real estate, interest rate, and exchange rate markets. In this paper, we extend this line of research to oil futures markets. In particular, we...
Persistent link: https://www.econbiz.de/10013105382
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New evidence of psychological barrier from the oil market
Narayan, Paresh Kumar; Ranjeeni, Kumari; … - In: The journal of behavioral finance : a publication of … 18 (2017) 4, pp. 457-469
Persistent link: https://www.econbiz.de/10012008659
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Understanding the oil price-exchange rate nexus for the Fiji islands
Narayan, Paresh Kumar; Narayan, Seema; Prasad, Arti - In: Energy economics 30 (2008) 5, pp. 2686-2696
Persistent link: https://www.econbiz.de/10003774174
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Modelling Oil Price Volatility
Narayan, Paresh Kumar - 2012
In this paper, we examine the volatility of crude oil price using daily data for the period 1991-2006. Our main … innovation is that we examine volatility in various sub-samples in order to judge the robustness of our results. Our main … effects, on volatility. These findings imply that the behaviour of oil prices tends to change over short periods of time …
Persistent link: https://www.econbiz.de/10013105390
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Understanding the Oil Price-Exchange Rate Nexus for the Fiji Islands
Narayan, Paresh Kumar - 2012
In this paper,we examine the relationship between oil price and the Fiji–US exchange rate using daily data for the period 2000–2006. We use the generalised autoregressive conditional heteroskedasticity (GARCH) and exponential GARCH (EGARCH) models to estimate the impact of oil price on the...
Persistent link: https://www.econbiz.de/10013105729
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How do bond, equity and commodity cycles interact?
Narayan, Paresh Kumar; Thuraisamy, Kannan Sivananthan; … - In: Finance research letters 21 (2017), pp. 151-156
Persistent link: https://www.econbiz.de/10011807742
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Has oil price predicted stock returns for over a century?
Narayan, Paresh Kumar; Gupta, Rangan - In: Energy economics 48 (2015), pp. 18-23
Persistent link: https://www.econbiz.de/10011533690
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New evidence on oil price and firm returns
Narayan, Paresh Kumar; Sharma, Susan Sunila - In: Journal of banking & finance 35 (2011) 12, pp. 3253-3262
Persistent link: https://www.econbiz.de/10009383467
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Oil price and stock returns of consumers and producers of crude oil
Dinh Hoang Bach Phan; Sharma, Susan Sunila; Narayan, … - In: Journal of international financial markets, … 34 (2015), pp. 245-262
Persistent link: https://www.econbiz.de/10011474548