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Do the stock returns of clean energy corporations respond to oil price shocks and policy uncertainty?

Zhao, Xiaohui - In: Journal of economic structures : JES; the official … 9 (2020) 53, pp. 1-16

This paper investigates the effects of oil price shocks and policy uncertainty on the stock returns of clean energy companies. We use a structural vector autoregressive (VAR) model to separate demand and supply shocks in the global crude oil market from 2001 to 2018. We find that oil supply...

Persistent link: https://www.econbiz.de/10012292967

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

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

The influence of oil prices on equity returns of Canadian energy firms

Batabyal, Sourav; Killins, Robert - In: Journal of risk and financial management : JRFM 14 (2021) 5, pp. 1-16

Using monthly data from January 2000 to August 2018, this paper examines how the Canadian oil and gas industry and individual firms’ equity prices react to oil price fluctuations, which are measured by the traditional West Texas Intermediate (WTI) benchmark and the Canada-specific Western...

Persistent link: https://www.econbiz.de/10012587455

Volatility spillover between stock returns and oil prices during the Covid-19 pandemic in ASEAN

Alexandri, Mohammad Benny; Supriyanto - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 1, pp. 126-133

Persistent link: https://www.econbiz.de/10013169343

How do asymmetric oil prices and economic policy uncertainty shapes stock returns across oil importing and exporting countries? : evidence from instrumental variable quantile regression approach

Bilal, Aman; Ahmed, Shakeel; Zada, Hassan; Thalassinos, … - In: Risks : open access journal 13 (2025) 5, pp. 1-25

This study employs asymmetric quantile regression to investigate the asymmetric impact of WTI crude oil prices and economic policy uncertainty (EPU) on stock market returns from May 2014 to December 2024 in oil-importing (China, India, Germany, Italy, Japan, USA, and South Korea) and...

Persistent link: https://www.econbiz.de/10015408943

Did global financial crisis worsen oil price volatility and banking sector nexus in selected ECOWAS and G-7 member countries?

Manasseh, Charles O.; Ihedimma, Godfrey Ikechukwu; … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 6, pp. 390-395

Persistent link: https://www.econbiz.de/10012584973

Volatility spillover effects during pre-and-post COVID-19 outbreak on Indian market from the USA, China, Japan, Germany, and Australia

Thangamuthu, Mohanasundaram; Maheshwari, Suneel; Naik, … - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-15

there is a negative significant volatility spillover from four of the five selected stock markets (Australia, China, Japan …We examined volatility spillover effects from five prominent global stock markets to India's stock market during the … and compare the results pre-and-post COVID-19. Results show that previous period news and volatility feeds the next period …

Persistent link: https://www.econbiz.de/10013397677

Oil price volatility and equity valuation of listed energy companies in Nigeria : a panel ARDL model

Okodua, Henry; Urhie, Ese; Erhi, Moses Akpesiri; … - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 5, pp. 482-490

Persistent link: https://www.econbiz.de/10013450612

Impact of oil prices and stock returns : evidence of oil and gas mining companies in Indonesia during the COVID-19 period

Suripto; Supriyanto; Sugiono, Arif; Sari, Putri Irmala - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 4, pp. 312-318

Persistent link: https://www.econbiz.de/10012623595