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Global oil market and the US stock returns

Ahmad, Maryam; Manera, Matteo; Sadeghzadeh, Mehdi - 2015

This paper provides an analysis of the link between the oil market and the U.S. stock market returns at the aggregate as well as industry levels. We empirically model oil price changes as driven by speculative demand shocks along with consumption demand and supply shocks in the oil market. We...

Persistent link: https://www.econbiz.de/10011391816

Covid-19 based global fear index, economic fundamentals and stock return nexus : analysis of Asia-Pacific stock markets

Makun, Keshmeer - In: International journal of monetary economics and finance … 14 (2021) 6, pp. 532-550

Persistent link: https://www.econbiz.de/10012800328

Regime-dependent effect of crude oil price on BRICS stock markets

Yıldırım, Durmuş Çağrı; Erdoğan, Seyfettin; … - In: Emerging markets finance & trade : a journal of the … 54 (2018) 7/8/9, pp. 1706-1719

Persistent link: https://www.econbiz.de/10012124506

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 … receive more stock returns. The results further demonstrate that world oil price fluctuations have significantly impacted on … depression of 2011-2012, the study reveals no evidence in the relationship between world oil price fluctuations and stock returns …

Persistent link: https://www.econbiz.de/10013179488

Relationship between oil price shocks and stock market performance : evidence for select global equity markets

Sehgal, Sanjay; Kapur, Radhika - In: Vision : the journal of business perspective 16 (2012) 2, pp. 81-92

Persistent link: https://www.econbiz.de/10009727442

The effects of terrorism and war on the oil price-stock index relationship

Kollias, Chrēstos; Kyrtsou, Catherine; Papadamou, Stephanos - In: Energy economics 40 (2013), pp. 743-752

Persistent link: https://www.econbiz.de/10010354945

Correlations between oil and stock markets : a wavelet-based approach

Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227

Persistent link: https://www.econbiz.de/10011440530

Extreme dependence between crude oil and stock markets in Asia-Pacific regions : evidence from quantile regression

Zhu, Huiming; Huang, Hui; Peng, Cheng; Yang, Yan - 2016

This paper investigates the extreme dependence between the Asia-Pacific stock markets and the international crude oil market by applying the quantile regression theory and using daily data from January 4th, 2000 to July 4th, 2016. The authors obtain a more detailed result on the degree and...

Persistent link: https://www.econbiz.de/10011561029

Gold, oil, and stocks

Barunik, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2014

We employ a wavelet approach and conduct a time-frequency analysis of dynamic correlations between pairs of key traded assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily data. We show that heterogeneity in correlations...

Persistent link: https://www.econbiz.de/10010407524

Interdependence of oil prices and stock market indices : a copula approach

Sukcharoen, Kunlapath; Zohrabyan, Tatevik; Leatham, David J. - In: Energy economics 44 (2014), pp. 331-339

Persistent link: https://www.econbiz.de/10010457169

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