Oil Price Shocks and Stock Market Behaviour:The Nigerian Experience. Journal of Economics, (2012), 3(1): 19-24Adaramola, A.O., 2012. Oil price shocks and stock market behaviour: the Nigerian experience. Journal of Economics 3, 1, 19-24....
OilPriceShocksandtheU.SStockMarketTahmouresA.Afshar,WoodburyUniversity,USAGhodratollahArabian,LincolnUniversity,USARezaZomorrodian,IslamicAzadUniversity,IranABSTRACTThispaperempiricallyinvestigates,inthecontextofvectorautoregressionandGranger-Causalitymethodology,thedynamicrelationshipbetweenthreemeasuresofoilpriceshocks,...
Oil price shocks, exchange rate dynamics and stock market behaviour : empirical evidence from Nigeria This thesis explores the relationship between oil price shocks, exchange rate dynamics and stock market behaviour in Nigeria using a variety of econometric specifications. The response of exchange rates...
Oil price shocks and stock markets in the U.S. and 13 European countries, Energy Economics 30, 2587-2608.Park, J. and Ratti, A., R. (2008). Oil Price Shocks and Stock Markets in the U.S. and 13 European Countries. Energy Economics 30, 2587-2608....
OIL PRICE SHOCKS AND STOCK MARKET BEHAVIOR This dissertation analyze the relationship between oil price shocks and stock market for the US and 13 European countries with monthly data from 1986.1--2005.12. Three countries (Denmark, Norway and the UK) among 13 European countries ar... JW Park 被...
The dynamic impact of oil price shocks on stock market returns has attracted considerable attention in the recent literature. In an influential paper, Kilian and Park (2009) found that the response of US aggregate stock returns to oil price shocks greatly depends on the cause of such shocks, ...
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...
This shows that the Malaysian market is inefficient and very sensitive to the oil price fluctuations. In addition, the findings showed there is a long run asymmetric link between oil price shocks, interest rate, exchange rate, industrial production, inflation and stock market returns at both ...
This paper examines the interactive relationships between oil price shocks and stock market in 11 OECD countries using Vector Error Correction Models (VECM). Considering both world oil production and world oil prices to supervise for oil supply and oil demand shocks, strong evidence of sensitivity of...
labormarketadjustments,andforchangesinenergytechnologies.Whiletheinterestinoilpriceshockswanedinthe1990s,thefluctuationsintherealpriceofoilsince2003haveledtoaresurgenceofresearchonoilmarkets.Theresearchconductedduringthislastdecadehaschallengedlong-heldbeliefsaboutthecausesandconsequencesofoilpriceshocks.Astheempiricaland...