[PDF] Top 20 Analysing the Effect of Oil Price Shocks on Asset Prices: evidence from UK firms

... returns from 29 oil companies listed on the New York Stock ...of oil price shocks on actual returns for firms with significant assets in domestic oil ...stock ... See full document

... 29 oil companies listed on the New York Stock ...of oil price shocks on actual returns for firms with significant assets in domestic oil ...stock prices of six major ... See full document

... the oil price changes and stock prices, the majority focus on developed ...of oil spikes on the S&P 500 and the price indexes of five US industries, by employing vector ... See full document

... in oil prices and found that net nominal oil price increases decreased the output of the ...the UK and found significant evidence of nonlinear effects of oil price ... See full document

... following oil price surges by raising short-term interest rate thereby and lowering money ...supply. From a financial theory perspective, an increase in money supply and the resulting drop in ... See full document

... between oil price shocks and economic activity has been studied comprehensively in literature with contradictory results (Lardic and Mignon, ...The oil price shocks have ... See full document

... view, oil price fluctuation has a large impact on energy inflation, whereas its impact on total inflation is negligible in ...in oil-importing countries including ...of oil prices over ... See full document

... of oil price changes on a large set of emerging stock market ...strong evidence that oil price risk affects stock returns in those ...of oil price shocks on stock ... See full document

... by oil price shock during whole period in Bangladesh, which may not be ...hand, oil price shock explains about 4-8%, 19-21% and 8-11% of forecast error variations in inflation, interest rate ... See full document

... Financial Crisis and Industrial Output in South Africa: Many industries have recently been facing serious challenges brought about by a number of factors in both the international and domestic markets. However, the ... See full document

... 2.2 The role of asymmetry in the response of oil price shocks3 Symmetry in the responses of oil price shocks implies, for example that the response of real output to a negative oil price[r] ... See full document

... In section 2.4, we examine the effects on land prices of two shocks which have hit the East Asian economy, the bursting of an asset price bubble with origins, it may be, in the moral haz[r] ... See full document

... of oil supply disruptions, but they behave in the opposite way when hit by oil demand ...demand oil shock raises the VN REER significantly and persistently for almost a year after the ...an ... See full document

... the effect of positive and negative oil shocks provides evidence that increases in real oil price have stronger effects than negative changes on real gross domestic product ... See full document

... Nahousse (2017) examined the causality between economic growth and changes of the real exchange rate in Cote d’ Ivoire between 1980 and 2012. The study employed ARDL and Yamamoto causality test to investigate the long ... See full document

... Table 2 reveals the null hypothesis of cross-section independence across GCC countries at a 1% level of significance is rejected. Therefore, the SPIs is found to be noticeably related to OPI across cross-section units is ... See full document

... Inventory of assets has an effect on optimizing asset management. Positive direction based on the results of the study shows a unidirectional relationship. This means that by carrying out an effective and ... See full document

... of oil windfall, resulted in large increases in government ...GDP from 14 percent in ...worsened from an average of ...GDP from 2 percent in ...ranging from 88 percent of GDP in 1980s ... See full document

... derived from the total USDA production data by subtracting from this figure the product of the ...obtained from the Red Meat Yearbook published by the ... See full document

... Negative monetary policy responses to asset prices imply that an increase in the asset price causes a decrease in the nominal interest rate.. As in 3, the current asset price is a discou[r] ... See full document