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Do crude oil prices drive the relationship between stock markets of oil-importing and oil-exporting countries?

Youssegf, Manel; Mokni, Khaled - In: Economies : open access journal 7 (2019) 3/70, pp. 1-22

The impact that oil market shocks have on stock markets of oil-related economies has several implications for both domestic and foreign investors. Thus, we investigate the role of the oil market in deriving the dynamic linkage between stock markets of oil-exporting and oil-importing countries....

Persistent link: https://www.econbiz.de/10012029324

Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets : a pre- and post-financial crisis analysis

Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Empirical economics : a quarterly journal of the … 65 (2023) 3, pp. 1027-1103

Persistent link: https://www.econbiz.de/10014330173

Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries

Boldanov, Rustam; Degiannakis, Stavros; Filis, George - In: International review of financial analysis 48 (2016), pp. 209-220

Persistent link: https://www.econbiz.de/10011624489

Oil price shocks and stock market activities : evidence from oil-importing and oil-exporting countries

Wang, Yudong; Wu, Chongfeng; Li, Yang - In: Journal of comparative economics : the journal of the … 41 (2013) 4, pp. 1220-1239

Persistent link: https://www.econbiz.de/10010227914

Oil price uncertainty and the risk-return relation in stock markets : evidence from oil-importing and oil-exporting countries

He, Zhifang; Chen, Jiaqi; Zhou, Fangzhao; Zhang, Guoqing; … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1154-1172

Persistent link: https://www.econbiz.de/10012815001

A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries

Pavlova, Ivelina; De Boyrie, Maria E.; Parhizgari, Ali M. - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 10-22

Persistent link: https://www.econbiz.de/10012034496

Dynamic spillover between the oil and stock markets of emerging oil-exporting countries

Teulon, Frédéric; Guesmi, Khaled - In: The journal of applied business research 30 (2014) 1, pp. 51-57

Persistent link: https://www.econbiz.de/10010252114

Volatility spillovers and hedging effectiveness between oil and stock markets : evidence from a wavelet-based and structural breaks analysis

Belhassine, Olfa; Karamti, Chiraz - In: Energy economics 102 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013162440

Oil market factors as a source of commonality in liquidity in international equity markets

Alhassan, Abdulrahman; Naka, Atsuyuki; Noman, Abdullah - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-33

markets, namely, oil price returns and oil price volatility. Seemingly unrelated regressions (SUR) are utilized to estimate … the effect of oil factors on commonality in liquidity. We find that the returns and volatility of oil prices explain the … volatility is more pronounced for net oil exporters as opposed to net oil importers after controlling for oil sensitivity. These …

Persistent link: https://www.econbiz.de/10012626765

Oil prices and African stock markets co-movement : a time and frequency analysis

Gourène, Grakolet Arnold Zamereith; Mendy, Pierre - In: Journal of African trade : official journal of the … 5 (2018) 1/2, pp. 55-67

This paper examines the co-movement between OPEC (Organization of Petroleum Exporting Countries) oil prices and the six largest African stock markets. We used wavelet coherence to analyze the evolution of this relationship both in time and by frequency. Our results show that the co-movement...

Persistent link: https://www.econbiz.de/10011956846