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 price shocks and stock returns of oil and gas corporations
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DOI: 10.1016/j.frl.2016.09.010
Abstract: In this paper we examine the impact of oil price shocks on stock returns of four oil and gas corporations listed on NYSE over the period January 1974 to December 2015. We consider different linear… read more here.
Keywords: shocks stock; stock returns; oil price; price shocks ... See more keywords
Macroeconomic shocks and stock market returns: the case of Korea
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DOI: 10.1080/00036846.2017.1340574
Abstract: ABSTRACT This study examines the effects of macroeconomic shocks on key macro variables, including stock market returns in Korea, using the structural vector autoregression (SVAR) model. We suggest a three-variable SVAR model incorporating inflation, output… read more here.
Keywords: shocks stock; market; stock market; market returns ... See more keywords