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Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach

Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - 2014

This paper investigates the time-varying impact of oil price uncertainty on stock prices in China using weekly data on … suggests that oil price volatility affects stock returns positively during periods characterised by demand-side shocks in all …

Persistent link: https://www.econbiz.de/10010398607

Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach

Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2014

Persistent link: https://www.econbiz.de/10010786995

Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach

Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - CESifo - 2014

Persistent link: https://www.econbiz.de/10010877768

Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets

Long, Huaigang; Jiang, Yuexiang; Zhu, Yanjian - In: Finance research letters 24 (2018), pp. 129-136

Persistent link: https://www.econbiz.de/10011982519

Oil price shocks and stock market returns : new evidence from the United States and China

Broadstock, David C.; Filis, George - In: Journal of international financial markets, … 33 (2014), pp. 417-433

Persistent link: https://www.econbiz.de/10011299813

Oil and stock returns : evidence from European industrial sector indices in a time-varying environment

Degiannakisa, Stavros; Filis, George; Floros, Christos - In: Journal of international financial markets, … 26 (2013), pp. 175-191

Persistent link: https://www.econbiz.de/10010234924

Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model

Dhaoui, Abderrazak; Chevallier, Julien; Ma, Feng - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10012507450

Oil price shocks and the equity market : evidence for the S&P 500 sectoral indices

Sakaki, Hamid - In: Research in international business and finance 49 (2019), pp. 137-155

Persistent link: https://www.econbiz.de/10012136002

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

Macro wine in financial skins : the Oil-FX interdependence

Weber, Enzo (contributor) - 2008

This paper analyses mutual causalities between crude oil price and euro / US dollar exchange rate. Instead of focusing on long-run macroeconomic linkages like the bulk of the relevant literature takes a financial markets perspective using daily data. The fast-running simultaneousimpacts are...

Persistent link: https://www.econbiz.de/10003727689