Narrow search
Showing 1 - 10 of 127,307
Cover Image
Oil price changes and stock returns : fresh evidence from oil exporting and oil importing countries
Atif, Mohd; Rabbani, Mustafa Raza; Bawazir, Hana; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-14
The study examines the vital connection between stock returns and oil price changes for oil exporting/importing countries separately. We present evidence employing granger causality, impulse response and error variance decomposition based on panel vector autoregression. The results of panel...
Persistent link: https://www.econbiz.de/10013464376
Cover Image
Explaining the time-varying effects of oil market shocks on US stock returns
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - In: Economics letters 155 (2017), pp. 84-88
Persistent link: https://www.econbiz.de/10011821575
Cover Image
The asymmetric responses of aggregate earnings and stock returns to oil shocks and policy uncertainty
Kang, Wensheng - In: Asia-Pacific journal of accounting & economics : … 29 (2022) 1, pp. 97-109
Persistent link: https://www.econbiz.de/10012820818
Cover Image
How do international stock markets respond to oil demand and supply shocks?
Güntner, Jochen - In: Macroeconomic dynamics 18 (2014) 8, pp. 1657-1682
Persistent link: https://www.econbiz.de/10010467907
Cover Image
The impacts of oil price shocks and United States economic uncertainty on global stock markets
Kwon, Dohyoung - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 1595-1607
Persistent link: https://www.econbiz.de/10013184361
Cover Image
Impacts of oil price shock on sector returns with regime-switching approach : new evidence from Indonesian stock market
Dharmawan, Mohammad A.; Priyarsono, Dominicus S.; … - In: International Journal of Energy Economics and Policy : IJEEP 7 (2017) 5, pp. 44-59
Persistent link: https://www.econbiz.de/10011750657
Cover Image
Oil shocks, policy uncertainty and stock market return
Kang, Wensheng; Ratti, Ronald A. - In: Journal of international financial markets, … 26 (2013), pp. 305-318
Persistent link: https://www.econbiz.de/10010234852
Cover Image
Oil price shocks and stock return volatility : new evidence based on volatility impulse response analysis
Eraslan, Sercan; Ali, Faek Menla - In: Economics letters 172 (2018), pp. 59-62
Persistent link: https://www.econbiz.de/10012022066
Cover Image
Oil price shocks and stock return volatility : new evidence based on volatility impulse response analysis
Eraslan, Sercan; Ali, Faek Menla - 2018
We use volatility impulse response analysis estimated from the bivariate GARCH-BEKK model to quantify the size and the … persistence of different types of oil price shocks on stock return volatility and the covariance between oil price changes and …
Persistent link: https://www.econbiz.de/10011903691
Cover Image
The effects of oil price shocks on U.S. stock order flow imbalances and stock returns
Lambertides, Neophytos; Savva, Christos S.; Tsouknidis, … - In: Journal of international money and finance 74 (2017), pp. 137-146
Persistent link: https://www.econbiz.de/10011787927