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Oil price shocks against stock return of oil- and gas-related firms in the economic depression : a new evidence from a copula approach
Thu Thuy Nguyen; Nguyen Van Chien; Tran Trong Nguyen - In: Cogent economics & finance 8 (2020) 1, pp. 1-20
This research examines the influence of world crude oil price shocks on the financial performance of Vietnamese oil- and gas-related firms. Based on copula approach and the sample data of domestic giant oil- and gas firms from 2009 to 2019, in particular in the situation of oil price steadily...
Persistent link: https://www.econbiz.de/10013179488
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Relationship between gold and stock markets during the global financial crisis : evidence from nonlinear causality tests
Choudhry, Taufiq; Ul Hassan, Syed Shabi; Shabi, Sarosh - In: International review of financial analysis 41 (2015), pp. 247-256
Persistent link: https://www.econbiz.de/10011508942
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Oil and stock returns : evidence from European industrial sector indices in a time-varying environment
Degiannakisa, Stavros; Filis, George; Floros, Christos - In: Journal of international financial markets, … 26 (2013), pp. 175-191
Persistent link: https://www.econbiz.de/10010234924
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Stock market return and volatility relationship : Monday effect
Berument, Hakan; Dogan, Nükhet - In: International journal of economic perspectives : IJEP 5 (2011) 2, pp. 175-185
Persistent link: https://www.econbiz.de/10011587476
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Relationship between stock and currency markets conditional on the US stock returns : a vine copula approach
Tachibana, Minoru - In: Journal of multinational financial management 46 (2018), pp. 75-106
Persistent link: https://www.econbiz.de/10012055790
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Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang; Jiang, Yuexiang; Zhu, Yanjian - In: Finance research letters 24 (2018), pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
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Oil prices and stock markets : does the effect of uncertainty change over time?
Joo, Young C.; Park, Sung Y. - In: Energy economics 61 (2017), pp. 42-51
Persistent link: https://www.econbiz.de/10011737651
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Tail risk dynamics in stock returns : links to the macroeconomy and global markets connectedness
Massacci, Daniele - In: Management science : journal of the Institute for … 63 (2017) 9, pp. 3072-3089
Persistent link: https://www.econbiz.de/10011749024
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Oil price shocks and stock returns nexus for Malaysia : fresh evidence from nonlinear ARDL test
Al-hajj, Ekhlas; Al-Mulali, Usama; Solarin Sakiru Adebola - In: Energy reports 4 (2018), pp. 624-637
In this research, we examined whether appreciation and depreciation in oil price, interest rate, exchange rate, industrial production, and inflation have the same effects on the stock market returns by using nonlinear autoregressive distributed lag (nonlinear ARDL). All nine economic sectors and...
Persistent link: https://www.econbiz.de/10011959478
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Effects of COVID-19 on football stock market's return and uncertainty
Bedir, Fatih; Bozma, Gürkan; Turanand, Murat; Mızrak, … - In: International journal of sport finance 17 (2022) 3, pp. 140-153
Persistent link: https://www.econbiz.de/10013358696