[PDF] Top 20 Oil Price Shocks and Volatility in Australian Stock Returns ‎

... of oil shocks on aggregate stock market indices and this may hide diverse reactions at sector ...to oil price shocks, with regard to oil (and energy) intensity in ... See full document

... different oil shock measures, lag lengths and parameter ...that oil shocks do predict economic growth through a volatility ...net price increase) have larger LPL when restricting λ = 0. ... See full document

... The oil production is not responding contemporaneously to an increase/decrease of oil demand, caused by higher/lower economic activity, due to the adjustment costs of oil ...However, oil ... See full document

... of oil price volatility does not exercise a significant effect on Dow Jones volatility when all variables are taken into consideration (see specification 3 and ...the oil prices. The ... See full document

... of oil price, external reserves and the interest rate on exchange rate volatility in Nigeria using annual data covering the period 1970 to ...in oil price leads to a more than ... See full document

... world oil prices and 11 selected sub-sector indices from the Borsa İstanbul over a specific sample period, with the aim of the contribution to oil-price and stock price nexus in ... See full document

... in oil trade, the more it is open to the elements of price shocks on global commodity markets (Rentschler, ...that oil price volatility influence stock prices through ... See full document

... in stock market price assessment models (Basher et ...of oil price ...the volatility of oil prices leads to significant response ...predictable volatility of stock ... See full document

... of oil price volatility on the Thai stock market is ...real stock market return and oil ...generate volatility series and the use of standard Granger causality test to ... See full document

... that oil price shocks impact the stock price return in ...of oil shock is a channel that impacts the stocks of a company (or subset of its ...way oil price ... See full document

... among oil prices, interest rates, real economic activity and employment in ...that oil price significantly explains stock price ...of oil price changes on a large set of ... See full document

... that oil prices effect China’s economic growth and inflation but no effect on China’s output is found on global oil prices, hence oil price exogenous with respect to ...the oil ... See full document

... between oil price and stock returns has come to the forefront of public attention and this potentially because of the increase in uncertainty of the energy sector, that impacts directly and ... See full document

... between oil price and stock market returns in the related ...between oil price and stock market returns to vary according to the value taken by the threshold ...use ... See full document

... the price elasticity of oil demand in ...of oil demand in use closest to this ...orthogonal shocks from this SVAR. As constructed, the normalized oil shocks have zero mean and ... 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 ...the stock prices of six ... See full document

... gold price and the oil price markets will affect the return rate volatility of the Thailand and the Malaysian stock markets, and the gold price and the oil price ... See full document

... market volatility can act like an electrocardiogram, reflecting the pulse of the underlying ...WTI returns exhibit the largest variance with pe- riods of high volatility and periods of low ... See full document

... stationary shocks will die away toward to ...KSE returns the first column shows the forecast ...KSE returns over the period of 12 ...of oil price change starts from 2nd period and there ... See full document

... While oil prices are not significant contributors to the variation in Kuwaiti stock log returns, the same is not true for the Saudi ...Saudi stock log returns are explained with ... See full document