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The impact of changes in oil price on stock market: Evidence from Africa
Kelikume, Ikechukwu; Muritala, Omotayo - In: International Journal of Management, Economics and … 8 (2019) 3, pp. 169-194
producing countries with stock market presence, from Q1:2010 to Q4:2018, the study deployed dynamic panel analysis technique for … findings, an adverse effect of oil prices existed on stock markets in Africa, attributable to fragmented and underdeveloped …
Persistent link: https://www.econbiz.de/10012112828
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An empirical analysis of the impact of crude oil spot and futures prices volatility on the development of African equity markets
Bakare, Ibrahim A. O.; Quadry, Mahmud O.; Mohammad … - In: Economic and environmental studies : a journal for … 18 (2018) 1, pp. 31-46
markets. Kenya’s equity market index responded positively relative to those of Morocco and Nigeria, while South Africa … South Africa’s equity markets. …
Persistent link: https://www.econbiz.de/10011872980
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Impact of Crude Oil Price and Exchange Rate on Performance of Indian Stock Market
Singh, Saurabh - 2016
This paper attempts to investigate empirically the dynamic relationship among crude oil price, exchange rate and Indian stock market. Using daily data of Crude oil price, Dollar-Rupee value and Nifty returns from April 2010 to March 2015, correlation, regression and Granger-causality approach in...
Persistent link: https://www.econbiz.de/10012999793
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Spillover and quantile linkage between oil price shocks and stock returns : new evidence from G7 countries
Jiang, Yonghong; Tian, Gengyu; Mo, Bin - In: Financial innovation : FIN 6 (2020) 42, pp. 1-26
The link between crude oil price and stock returns of the Group of Seven (G7) countries (Canada, France, Germany, Italy, Japan, the United Kingdom, and the United States) was analyzed in this study using monthly data from January 1999 to March 2020. We adopt a similar approach to Kilian (Am Econ...
Persistent link: https://www.econbiz.de/10012418406
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Exchange rate policy and falling crude oil prices : effect on the Nigerian stock market
Abraham, Terfa Williams - In: CBN journal of applied statistics 7 (2016) 1, pp. 111-123
This paper examines the effect of crude oil price movement on the Nigerian stock market and the role of exchange rate as a plausible countercyclical policy tool. Daily data on All Share Index of the Nigerian stock market, crude oil prices and exchange rate, were collected for two periods:...
Persistent link: https://www.econbiz.de/10011460340
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Exploring the nexus between oil prices and sectoral stock prices : nonlinear evidence from Kuwait stock exchange
Kisswani, Khalid M.; Elian, Mohammad I. - In: Cogent economics & finance 5 (2017) 1, pp. 1-17
This paper investigates the relationship between oil prices (Brent and West Texas Intermediate (WTI)) and Kuwait Stock Exchange (KSE) prices at the sector level. In a nonlinear autoregressive distributed lag (NARDL) model, ten major sectors in Kuwait are studied using daily data from 3 January...
Persistent link: https://www.econbiz.de/10011598070
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Oil and Equity Return Predictability : The Importance of Dissecting Oil Price Changes
Jiang, Haibo - 2018
Based on data until the mid 2000s, oil price changes were shown to predict international equity index returns with a negative predictive slope. Extending the sample to 2015, we document that this relationship has been reversed over the last ten years and therefore has not been stable over time....
Persistent link: https://www.econbiz.de/10012935742
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Time-Varying Correlation Between Oil and Stock Market Volatilities : Evidence From Oil-Importing and Oil-Exporting Countries
Boldanov, Rustam - 2018
This paper investigates the time-varying conditional correlation between oil price and stock market volatility for six …
Persistent link: https://www.econbiz.de/10012910118
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Firm age and crude oil returns : stock price sensitivity of oil-producing and consuming companies
Nishi, Hirofumi - In: Cogent economics & finance 8 (2020) 1, pp. 1-21
panel data analysis with a sample of U.S. and Canadian firms reveals that the stock price sensitivity to crude oil price … additional test using the panel Granger causality approach shows no lagged effect of oil market movement on the oil and gas …
Persistent link: https://www.econbiz.de/10013179571
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Oil prices and GCC stock markets : new evidence from smooth transition models
Cheikh, Nidhaleddine Ben; Ben Naceur, Samy; Kanaan, … - 2018
Our paper examines the effect of oil price changes on Gulf Cooperation Council (GCC) stock markets using nonlinear smooth transition regression (STR) models. Contrary to conventional wisdom, our empirical results reveal that GCC stock markets do not have similar sensitivities to oil price...
Persistent link: https://www.econbiz.de/10011859438