(2013), "Oil price shocks and stock market activities: Evidence from oil- importing and oil-exporting countries", Journal of Comparative Economics, 41, 4, 1220-1239.Wang, Y., Wu, C., and Yang, L. (2013). Oil price shocks and stock market activities: Evidence from oil-importing and ...
OilPriceShocksandtheU.SStockMarketTahmouresA.Afshar,WoodburyUniversity,USAGhodratollahArabian,LincolnUniversity,USARezaZomorrodian,IslamicAzadUniversity,IranABSTRACTThispaperempiricallyinvestigates,inthecontextofvectorautoregressionandGranger-Causalitymethodology,thedynamicrelationshipbetweenthreemeasuresofoilpriceshocks,...
Oil price shocks, stock markets, economic activity and employment in Greece Energy Economics (2001) S. Ross The arbitrage theory of capital asset pricing Journal of Economic Theory (1976) P. Sadorsky Oil price shocks and stock market activity Energy Economics (1999) P. Sadorsky The macroeconomic...
OIL PRICE SHOCKS AND STOCK MARKET BEHAVIOR According to the literature, oil price shocks have an asymmetric effect on economic activity and the stock market in that oil price increases have a greater impact than oil price decreases. However, in this dissertation, the asymmetric ... JW Park 被...
Oil Price Shocks and Stock Markets in BRICs. European Journal Of Comparative Economics, 8(1), 29-45. Retrieved from http://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Feaces.liuc.it%2F18242 979201101%2F182429792011080102.pdf;h=repec:liu:liucej:v:8:y:2011:i:1:p:29-45Ono, ...
Our findings are as follows: (i) the correlation between oil price shocks and index returns are showing some differences depending on whether a country is oil-importer or oil-exporter, (ii) the correlations are industry-specific and shock-specific, (iii) the aggregate demand shocks generate ...
Emerging economiescrude oil pricesexchange ratesstock indicesThis paper examines the relationship between crude oil prices, exchange rates and stocks market indices of emerging economies like BRIC (Brazil, Russia, India aBagchi, BhaskarSocial Science Electronic Publishing...
Oil price shocks and stock market activity Results from a vector autoregression show that oil prices and oil price volatility both play important roles in affecting real stock returns. There is evid... Perry,Sadorsky - 《Energy Economics》 被引量: 1675发表: 1999年 International Dimensions of Mon...
P. Sadorsky Oil price shocks and stock market activity Energy Economics, 21 (1999), pp. 449-469 View PDFView articleView in ScopusGoogle Scholar Sim and Zhou, 2015 N. Sim, H. Zhou Oil prices, US stock return, and the dependence between their quantiles Journal of Banking and Finance, 55...
when they attributed fluctuations in the real oil price to structural shocks associated with (i) the global supply of crude oil, (ii) the global demand for commodities driven by global real economic activity, and (iii) oil-market specific demand (or precautionary demand) shock which captures sh...