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Oil price and its impact on firms' return volatility
Rajvanshi, Vivek - 2020
Persistent link: https://www.econbiz.de/10012226244
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The Impact of COVID-19 on Price Volatility of Crude Oil and Natural Gas Listed on Multi Commodity Exchange of India
Meher, Bharat Kumar; Hawaldar, Iqbal Thonse; Mohapatra, … - 2020
the price volatility of crude oil and natural gas listed on multi commodity exchange of India (MCX). We measured the … leverage effect of COVID-19 on price volatility of crude oil and natural gas by using the daily prices of crude oil and natural … COVID-19 on the price volatility of crude oil. However, this leverage effect is not present on the price volatility of …
Persistent link: https://www.econbiz.de/10014095004
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Macroeconomic effects of oil price fluctuations on emerging and developed economies in a model incorporating monetary variables
Taghizadeh-Hesary, Farhad; Yoshino, Naoyuki - 2015
The goal of this paper is to examine the impact of crude oil price movements on two macro variables, the gross domestic product (GDP) growth rate and the consumer price index (CPI) inflation rate, in three countries, the People's Republic of China (an emerging economy), Japan, and the United...
Persistent link: https://www.econbiz.de/10011374641
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Dynamic linkages and volatility spillover : effects of oil prices on exchange rates, and stock markets of emerging economies
Bagchi, Bhaskar; Dandapat, Dhrubaranjan; Chatterjee, Susmita - 2016
Persistent link: https://www.econbiz.de/10011549487
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Dynamic linkages and volatility spillover : effects of oil prices on exchange rates, and stock markets of emerging economies
Bagchi, Bhaskar; Dandapat, Dhrubaranjan; Chatterjee, Susmita - 2016
found in analyzing the volatility spillovers between above three variables in respect of India irrespective of the …This book examines the dynamic relationship and volatility spillovers between crude oil prices, exchange rates and … conducted to analyze the volatility spillovers and dynamic relationship between crude oil prices, exchange rates and stock …
Persistent link: https://www.econbiz.de/10012215569
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Dynamic relations between oil and stock markets : volatility spillovers, networks and causality
Gómez González, José Eduardo; Hirs-Garzon, Jorge; … - 2018
Persistent link: https://www.econbiz.de/10011944544
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Effects of oil price changes on the price of Russian and Chinese oil shares
Hall, Stephen G. (contributor);  … - 2009
Do changes of oil prices have an effect on the stocks of oil companies in emerging markets? Do the shares of oil companies of emerging markets react to the price news in a similar way as those of the Western companies? This paper aims to answer these questions utilising various event study...
Persistent link: https://www.econbiz.de/10003885889
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Dynamic linkages and volatility spillover : effects of oil prices on exchange rates, and stock markets of emerging economies
Bagchi, Bhaskar; Dandapat, Dhrubaranjan; Chatterjee, Susmita - 2016 - First edition.
Rate, and Stock Market of India -- 7.1. Volatility Modeling -- 7.2. APARCH Analysis -- 7.3. Multivariate GARCH Model -- 7 …This book examines the dynamic relationship and volatility spillovers between crude oil prices, exchange rates and … stock markets of emerging economies. Unfortunately very little research has been conducted to analyze the volatility …
Persistent link: https://www.econbiz.de/10012682523
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Macroeconomic Effects of Oil Price Fluctuations on Emerging and Developed Economies in a Model Incorporating Monetary Variables
Taghizadeh Hesary, Farhad - 2015
The goal of this paper is to examine the impact of crude oil price movements on two macro variables, the gross domestic product (GDP) growth rate and the consumer price index (CPI) inflation rate, in three countries, the People's Republic of China (an emerging economy), Japan, and the United...
Persistent link: https://www.econbiz.de/10013013904
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Uncertainty, Oil Price Volatility and Industrial Production : Assessing the Implications for Brazil's Emerging Economy
Ahmed, Huson; Wadud, IKM Mokhtarul - 2023
volatility into permanent and temporary measures using a component GARCH (CGARCH) model incorporated in the SVAR context. The … volatility component shocks in alternative models, specifically focusing on the impact of uncertainty and oil price shocks on … price and oil price volatility shocks dominated by transitory shocks in oil prices. Also, Brazilian inflation rates appear …
Persistent link: https://www.econbiz.de/10014345440