WitrynaThe second section of the study is devoted to modeling the assessment of the impact of oil shocks on the behavior of the Russian market RTS stock index.Methods: Based … Witryna1 mar 2011 · Miller and Ratti (2009) analyzed the long-run relationship between the world price of crude oil and international stock markets over the period from January 1971 to March 2008 as illustrated in Fig. 2 later. They found a clear long-run relationship between these series for six OECD countries over the period 1971:1–1980.5 and …

The impacts of oil price shocks on stock market volatility: Evidence ...

Witryna9 kwi 2014 · The purpose of this present paper is to contribute to the literature on stock markets and energy prices by studying the impact of oil price changes on Indian stock market returns. The study ... Witryna1 lis 2016 · Effects of oil price shocks on the stock market volatility of the G7 countries. • Econometric identification of the different causes of oil shocks. • Stock market volatility does not respond to oil supply shocks. • Demand shocks impact significantly on stock market volatility. • Policy measures should be designed by considering the ... the phat house japan

(PDF) Impact of oil prices on GCC stock market - ResearchGate

WitrynaOn the other hand, the study has found that oil price changes do not affect stock market returns in Kuwait and Bahrain. Yi-Hao et al (2011) examine the relationship between crude oil and twenty countries’ stock market prices for the period from January 1988 and August 2008. They study the asymmetric dependence structure of both oil … WitrynaSeveral studies examine the impact of oil prices on the returns of companies in different industries and find that the oil price–stock return relation is characterized by asymmetric effects. Based on that, we specially pay attention to the energy market (Narayan & Sharma, 2011; Phan et al., 2015) . the phat elephant