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Vlijanie mirovych neftjanych cen na ėkonomičeskoe razvitie Rossii

Udalov, Vladimir Vitalʹevič - In: Vestnik Rossijskoj Ėkonomičeskoj Akademii Imeni G. V. … (2011) 1, pp. 59-66

Persistent link: https://www.econbiz.de/10009298438

The Role of Financial Markets in Determining Physical Oil Prices : A Survey of the Literature

Ederington, Louis H. - 2012

The extraordinary oil price volatility of the 2007-08 period has resulted in special attention being focused on the role of financial market factors in determining physical oil prices. We survey the literature to assess the state of research on this topic. The literature provides substantial...

Persistent link: https://www.econbiz.de/10013100088

Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation

Morana, Claudio - 2013

What is the role of financial speculation in determining the real oil price? We find that while macroeconomic shocks have been the major upward driver of the real oil price since the mid 1980s, also financial shocks have sizably contributed since the early 2000s, and at a much larger extent...

Persistent link: https://www.econbiz.de/10013091325

Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation

Morana, Claudio - 2013

Persistent link: https://www.econbiz.de/10013091630

The World Oil Price Movements and Stock Returns in Several Southeast Asia’s Capital Markets

Hersugondo, SE - 2015

This study was conducted on the basis that there is an inconsistency in the study results on the effects of world oil … price change on stock market return. This study, therefore, examined the effects of world oil price changes on the stock … world oil price changes only give significant effects on the Malaysian capital market as represented by the Kuala Lumpur …

Persistent link: https://www.econbiz.de/10013015147

The nexus, downside risk and asset allocation between oil and Islamic stock markets : a cross-country analysis

Hadhri, Sinda - In: Energy economics 101 (2021), pp. 1-44

Persistent link: https://www.econbiz.de/10013161746

Oil Price Fluctuations and Current Accounts in Oil-Importing Countries : The Role of Financial Development

Mohammed, Mikidadu - 2020

Recent empirical studies provide evidence that financial deepness or the lack thereof plays a significant role in the oil price-current account nexus for oil-exporting countries. While oil price fluctuations are known to negatively impact the current account positions of net oil-importing...

Persistent link: https://www.econbiz.de/10012840310

Oil Prices Implied Volatility or Direction : Which Matters More to Financial Markets?

Dupoyet, Brice V. - 2019

We examine the impact of oil price uncertainty on U.S. stock returns by industry using the United States Oil Fund options implied volatility OVX index and a GJR-GARCH model. To do so, we test the effect of the implied volatility of oil on a wide array of domestic industries' returns using daily...

Persistent link: https://www.econbiz.de/10012901872

Examining the Role of Financial Investors and Speculation in Oil Markets

Pierru, Axel - 2019

reconcile them by emphasizing the inertia of the world-oil-demand response to price variations. The existence of market's focal …

Persistent link: https://www.econbiz.de/10012905835

Forecasting Oil Futures Market Volatility in a Financialized World : Why Speculative Activities Matter

Chan, Kam C. - 2018

We analyze the relation between volatility and speculative activities in the crude oil futures market and provide short-term forecasts accordingly. By incorporating trading volume and opening interest (speculative ratio) into the volatility dynamics, we document the subtle interaction between...

Persistent link: https://www.econbiz.de/10012908948