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Oil Price Shocks and Stock Market Returns : Evidence from Oil-Importing and Oil-Exporting Countries

Yang, Li - 2012

price are driven by supply or aggregate demand. Second, the relative contribution of each type of oil price shocks depends … of oil price changes. Third, the effects of aggregate demand uncertainty on stock markets in oil-exporting countries are … much stronger and more persistent than in oil-importing countries. Finally, positive aggregate and precautionary demand …

Persistent link: https://www.econbiz.de/10013096494

Time-Varying Effect of Oil Market Shocks on the Stock Market

Kang, Wensheng - 2015

1990s and that of oil-market specific demand oil shock has been lower since the early 1990s than before. The structural oil … deviations of the demand side structural shocks reached forty year peaks during the global financial crisis and have remained … rose sharply to 22% in 2009 (and remains 17% over 2009-2012). The contribution of oil-market specific demand price shocks …

Persistent link: https://www.econbiz.de/10013016926

Asymmetric Effect of Oil Price Shocks on Stock Markets

Markazi Moghadam, Hamed - 2016

In this study, we investigate the relationship between stock market price and crude oil market price using Multivariate GARCH type model. We use daily frequency data of stock price indices S&P500 and NASDAQ composite and the prices of one major Crude Oil products, defined as the US price of West...

Persistent link: https://www.econbiz.de/10012990701

Oil and the U.S. stock market : implications for low carbon policies

Arampatzidis, Ioannis; Dergiades, Theologos; Kaufmann, … - 2021

Persistent link: https://www.econbiz.de/10012617904

Oil shocks and stock market : revisiting the dynamics

B., Anand; Paul, Sunil - In: Energy economics 96 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012816327

Crude oil and BRICS stock markets under extreme shocks : new evidence

Wang, Lu; Ma, Feng; Niu, Tianjiao; He, Chengting - In: Economic modelling 86 (2020), pp. 54-68

Persistent link: https://www.econbiz.de/10012415223

Heterogeneous impacts of international oil price shocks on the stock market : evidence from China

Zhang, Xiang; Liu, Lu - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 12, pp. 2749-2771

Persistent link: https://www.econbiz.de/10012312677

Time-varying effect of oil market shocks on the stock market

Kang, Wensheng; Ratti, Ronald A.; Yoon, Kyung Hwan - In: Journal of banking & finance 61 (2015) 2, pp. 150-163

Persistent link: https://www.econbiz.de/10011585533

The dark side of the black gold shock onto Europe : one stock's joy is another stock's sorrow

Kaabia, Olfa; Abid, Ilyes; Mkaouar, Farid - In: Economic modelling 58 (2016), pp. 642-654

Persistent link: https://www.econbiz.de/10011647942

Brent prices and oil stock behaviors : evidence from Nigerian listed oil stocks

Uzo-Peters, Amarachi; Laniran, Temitope; Adenikinju, … - In: Financial innovation : FIN 4 (2018) 8, pp. 1-15

Background: Given the shale oil glut that culminated in the most recent and continuing oil price drop from June 2014 and the global financial crisis of 2008 that triggered a cyclical downturn in oil prices and stock market activity, this study investigates the impact of Brent oil price shocks on...

Persistent link: https://www.econbiz.de/10011825898