Oil shocks and stock markets revisited: Measuring connectedness from a global perspective
Sign Up to like & getrecommendations! Published in 2017 at "Energy Economics"
DOI: 10.1016/j.eneco.2017.01.009
Abstract: This paper contributes to the large volume of empirical studies on the relationship between oil shocks and stock markets from a new systemic perspective. The method of measuring connectedness proposed by Diebold and Yilmaz (2009,… read more here.
Keywords: stock markets; shocks stock; oil shocks; oil ... See more keywords
Oil shocks and corporate payouts
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DOI: 10.1016/j.eneco.2021.105315
Abstract: Abstract This study uses a novel method of segregating oil price shocks into demand- and supply-driven contributors to examine their impact on the corporate payouts of US companies. Using a large sample of data comprising… read more here.
Keywords: oil shocks; supply shocks; non oil; oil ... See more keywords
Heterogeneous Responses to China and Oil Shocks: the G7 Stock Markets
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DOI: 10.11130/jei.2018.33.3.488
Abstract: Given its size and integration with the global economy, Chinese economic downturn could have momentous spillovers to the rest of the world and result in a decline in oil prices. This article investigates whether the… read more here.
Keywords: china oil; stock market; oil shocks; stock ... See more keywords
The Time-Varying Effects of Oil Shocks on the Trade Balance of Saudi Arabia
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DOI: 10.3390/resources12050054
Abstract: This study aims to analyze the impact of oil shocks on the external balance of Saudi Arabia, as one of the largest net oil-exporting countries. To this end, a time-varying parameter vector autoregression model (TVP-VAR)… read more here.
Keywords: time; saudi arabia; balance saudi; oil ... See more keywords