Showing 1 - 10 of 10
The paper attempts to examine the causal association between the crude oil price anomalies and stock market returns in the Indian stock market. The study covers 9 years starting from 2009 to 2018, and the study includes ten companies in the oil drilling and exploration sectors listed in the BSE...
Persistent link: https://www.econbiz.de/10012839289
This paper focuses on analysing the impact of financial and oil price crisis on the financial performance of selected banks in Bahrain.We selected a sample of seven commercial banks out of which three Islamic banks and four conventional banks. The study covered a period of eleven years, from...
Persistent link: https://www.econbiz.de/10012845931
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The trading of natural rubber derivatives in the Indian commodity exchanges was banned several times in the past. Hence, in India, the derivatives on natural rubber are not traded actively and regularly. We have examined the possibility of a forecast model and across hedge tool for the natural...
Persistent link: https://www.econbiz.de/10013313982
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The study examines the vital connection between stock returns and oil price changes for oil exporting/importing countries separately. We present evidence employing granger causality, impulse response and error variance decomposition based on panel vector autoregression. The results of panel...
Persistent link: https://www.econbiz.de/10013464376
The study examines the intraday volatility spillover between the exchange rate, gold, and crude oil using the Dynamic Generalized Conditional Correlation GARCH model (DCC GARCH) and the BEKK GARCH model. We investigate the spillover effects using the Diebold and Yilmaz, 2012 model to gain a...
Persistent link: https://www.econbiz.de/10014502887
The impact of COVID-19, due to the wide-spread demand and supply destruction and downward movement of crude oil prices is of concern for all those connected with the oil and gas industry. In this study, an attempt has been made to estimate the price volatility of crude oil and natural gas listed...
Persistent link: https://www.econbiz.de/10014095004
The study examines the vital connection between stock returns and oil price changes for oil-exporting/importing countries separately. We present evidence employing granger causality, impulse response, and error variance decomposition based on panel vector autoregression. The results of panel...
Persistent link: https://www.econbiz.de/10014361415