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Oil price shocks and stock market activities : evidence from oil-importing and oil-exporting countries

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Persistent link: https://www.econbiz.de/10010227914

Are crude oil spot and futures prices cointegrated? : not always!

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Forecasting excess stock returns with crude oil market data

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Is WTI crude oil market becoming weakly efficient over time? : new evidence from multiscale analysis based on detrended fluctuation analysis

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Oil Price Shocks and Stock Market Returns : Evidence from Oil-Importing and Oil-Exporting Countries

Yang, Li - 2012

While the relationship between oil prices and stock markets is of great interest to economists, previous studies do not differentiate oil-exporting countries from oil-importing countries when they investigate the effects of oil price shocks on stock market returns. In this paper, we address this...

Persistent link: https://www.econbiz.de/10013096494