The Impact of Oil Price Shocks On Stock Market Returns: Comparing GCC countries with the UK and USA. Emerg- ing Markets Review, 12: 61-78.Fayyad Abdallah, Daly Kevin (2011), "The impact of oil price shocks on stock market returns: Comparing GCC countries with the UK and USA", Emerging...
The second oil price shock in 1979 led to global recession and imposed even more hardship on the prosperity of developing countries as the price for their oil imports rose and the price for their other export products fell. By 1985 Third World Debt exceeded $1 trillion dollars. The problem ...
oil price shockstock marketsVARimpulse responseNigeriaoil industryPurpose – The purpose of this study is to investigate the interactive relationships between oil price shocks and the Nigeria stock market. Design/methodology/approach – The paper applied the multivariate vector auto-regression that ...
pricechangesonassetprices,suchasstockpricesorstockreturns.Marketparticipantswantaframeworkthatidentifieshowoil-pricechangesaffectstockpricesorstockmarketreturns.Ontheoreticalgrounds,oil-priceshocksaffectstockmarketreturnsorpricesthroughtheireffectonexpectedearnings(Jonesetal.,2004).Ontheissueoftheeffectofoilpriceshockson...
Spillover Effects of Oil Price Shocks Across Stock Markets.doi:10.1063/1.4903607oilpriceshockspillovereffectsstockmarketvolatilityOil price shock can impose detrimental effects to an economy. In this study, we empirically study the spillover effects of oil price shock on determining volatilities of ...
STOCK MARKET It is shown that the reaction of U.S. real stock returns to an oil price shock differs greatly depending on whether the change in the price of oil is drive... Lutz,Kilian,Cheolbeom,... - 《International Economic Review》 被引量: 1045发表: 2009年 OIL PRICE SHOCKS AND ...
1.On World Market Oil Price Shock and China s Economic Stability;国际油价冲击与我国的宏观经济稳定 2.The impact of higher oil prices would lead to the development of alternative energy supplies.较高的油价冲击,可能带动替代能源的发展。 3.Oil Price Shocks: Macroeconomic Influence and the Adjustment ...
You, "The Impact of Oil Price Shocks on the Large Emerging Countries' Stock Prices: Evidence from China, India, and Russia," ... K Ito - 《Atlantic Review of Economics》 被引量: 21发表: 2010年 Price shock transmission: evidence from the wheat-bread market value chain in Ethiopia This ...
economy. However, in contrast to an oil-specific demand shock or an oil supply shock, the negative effect on the real economy is delayed. Third, the estimated effect of a negative oil supply shock on the U.S. economy is rather small. While such a shock increases the price of oil in ...
As for impulse response functions, it is found that the impact of oil price shocks substantially differs along the different countries and that the results also differ along the various oil shock specifications. Our finding suggests that oil supply shocks have a negative effect on stock market ...