Similar Search Results

The impacts of oil price shocks on stock market volatility : evidence from the G7 countries

Bastianin, Andrea; Conti, Francesca; Manera, Matteo - 2015

We study the effects of crude oil price shocks on the stock market volatility of the G7 economies. We rely on a structural VAR model to identify the causes underlying the oil price shocks and gauge the differential impact that oil supply and oil demand innovations have on financial volatility....

Persistent link: https://www.econbiz.de/10011438638

How does stock market volatility react to oil price shocks?

Bastianin, Andrea; Manera, Matteo - In: Macroeconomic dynamics 22 (2018) 3, pp. 666-682

Persistent link: https://www.econbiz.de/10011916698

Oil price shocks and the stock market : evidence from Japan

Abhyankar, Abhay; Xu, Bing; Wang, Jiayue - In: The energy journal 34 (2013) 2, pp. 199-222

Persistent link: https://www.econbiz.de/10009751625

Oil shocks, stock market prices, and the U.S. dividend yield decomposition

Chortareas, Georgios E.; Noikokyris, Emmanouil - In: International review of economics & finance : IREF 29 (2014), pp. 639-649

Persistent link: https://www.econbiz.de/10010432290

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

Responses of macroeconomy and stock markets to structural oil price shocks : new evidence from Asian oil refinery

Thai Le; Disegna, Marta - In: International journal of monetary economics and finance … 14 (2021) 3, pp. 265-294

Persistent link: https://www.econbiz.de/10012596121

The influence of oil price fluctuations on stock market of developing economies : a focus on Nigeria

Nwude, Chuke; Eluyela, Damilola Felix; Agbo, Elias Igwebuike - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 3, pp. 100-109

Persistent link: https://www.econbiz.de/10012621521

Time-varying impacts of oil price shocks on China’s stock market under economic policy uncertainty

Liu, Zhenhua; Zhu, Tingting; Duan, Zhaoping; Xuan, Shanqi; … - In: Applied economics 55 (2023) 9, pp. 963-989

Persistent link: https://www.econbiz.de/10013498965

How does stock market volatility react to oil shocks?

Bastianin, Andrea; Manera, Matteo - 2014

We study the impact of oil price shocks on US stock market volatility. We derive three different structural oil shock … structural VAR models, one for each oil price shock. Identification is achieved by assuming that the price of crude oil reacts to …

Persistent link: https://www.econbiz.de/10010476423

The asymmetric impact of oil price shocks on China stock market : evidence from quantile-on-quantile regression

Ge, Zhenyu - In: The quarterly review of economics and finance : journal … 89 (2023), pp. 120-125

Persistent link: https://www.econbiz.de/10014428217