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The nexus between stock returns of oil companies and oil price fluctuations after heavy oil upgrading : toward theoretical progress

Sedigh, Mojtaba; Mohammadi, Majid; Farahani Fard, Saeed; … - In: Economies : open access journal 7 (2019) 3/71, pp. 1-17

This study attempts to discover the nexus between crude oil price fluctuation after heavy oil upgrading and stock returns of petroleum companies in the U.S. Stock Exchange for the years 2008 to 2018. One of the methods of upgrading heavy crude oil is to extract asphaltene from crude oil....

Persistent link: https://www.econbiz.de/10012029331

Dynamic spillovers between oil and stock markets : new approaches at spillover index

Lee, Yen-Hsien; Liao, Ting-Huei; Huang, Ya-Ling; Huang, … - In: International journal of financial research 6 (2015) 2, pp. 178-189

Persistent link: https://www.econbiz.de/10011405144

Dynamic connectedness between bitcoin, gold, and crude oil volatilities and returns

Ozturk, Serda Selin - In: Journal of risk and financial management : JRFM 13 (2020) 11/275, pp. 1-14

methods indicate that volatility connectedness is higher than the return connectedness among these assets. Furthermore …

Persistent link: https://www.econbiz.de/10012388777

Forecasting volatility in oil returns using asymmetric GARCH models : evidence from Tanzania

Letema, Laban Gaspe; Mbwambo, Haika Andrew - 2023

Persistent link: https://www.econbiz.de/10014281963

Crude oil price shocks and stock returns : evidences from Turkish stock market under global liquidity conditions

Aydogan, Berna; Berk, Istemi - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 1, pp. 54-68

Persistent link: https://www.econbiz.de/10011287185

Oil commodity returns and macroeconomic factors : a time-varying approach

Schalck, Christophe; Chenavaz, Régis - In: Research in international business and finance 33 (2015), pp. 290-303

Persistent link: https://www.econbiz.de/10011325859

Crude oil price shocks and stock returns : evidence from Turkish stock market under global liquidity conditions

Berk, Istemi; Aydogan, Berna - 2012

liquidity proxy variable, Chicago Board of Exchange's (CBOE) S&P 500 market volatility index (VIX), into the model. Variance …

Persistent link: https://www.econbiz.de/10009743922

Volatility spillovers between oil prices and stock returns : a focus on frontier markets

Gomes, Mathieu; Chaibi, Anissa - In: The journal of applied business research 30 (2014) 2, pp. 509-525

Persistent link: https://www.econbiz.de/10010353528

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

Forecasting excess stock returns with crude oil market data

Liu, Li; Ma, Feng; Wang, Yudong - In: Energy economics 48 (2015), pp. 316-324

Persistent link: https://www.econbiz.de/10011533825

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