Showing 1 - 10 of 20,509
This research examines the influence of world crude oil price shocks on the financial performance of Vietnamese oil- and gas-related firms. Based on copula approach and the sample data of domestic giant oil- and gas firms from 2009 to 2019, in particular in the situation of oil price steadily...
Persistent link: https://www.econbiz.de/10013179488
This paper investigates the empirical properties of oil price and Stock market return volatilities using a range of univariate and multivariate GARCH models and monthly data from the U.S. The study relates the period August 1987 to October 2016, a total of 351 observations given. The aim of this...
Persistent link: https://www.econbiz.de/10012977192
suggests that oil price volatility affects stock returns positively during periods characterised by demand-side shocks in all …
Persistent link: https://www.econbiz.de/10013050468
suggests that oil price volatility affects stock returns positively during periods characterized by demand-side shocks in all …
Persistent link: https://www.econbiz.de/10013051846
We use volatility impulse response analysis estimated from the bivariate GARCH-BEKK model to quantify the size and the … persistence of different types of oil price shocks on stock return volatility and the covariance between oil price changes and …
Persistent link: https://www.econbiz.de/10012897925
suggests that oil price volatility affects stock returns positively during periods characterised by demand-side shocks in all …
Persistent link: https://www.econbiz.de/10010367161
suggests that oil price volatility affects stock returns positively during periods characterised by demand-side shocks in all …
Persistent link: https://www.econbiz.de/10010375190
This study aims to identify firm characteristics that affect the cross-firm variation in oil-stock interactions. A panel data analysis with a sample of U.S. and Canadian firms reveals that the stock price sensitivity to crude oil price returns is negatively and significantly associated with firm...
Persistent link: https://www.econbiz.de/10013179571
The relationships between crude and product prices are crucial throughout oil markets and especially so within the refining industry, where they define the refinery margin between cost of inputs (crudes) and value of outputs (products). The oil market is global but regional factors are also...
Persistent link: https://www.econbiz.de/10013067163
This study examines the determinants of time-varying return volatility of Africa's equity markets using monthly indices … of eight top African stock markets. The conditional variance is modelled as a proxy for Africa's volatility indices using … volatility, the least squares dummy variable bias correction (LSDVC) model is employed. The study finds that volatility of …
Persistent link: https://www.econbiz.de/10014501248