Asymmetric impact of oil prices on stock returns in Shanghai stock ...

Title Page The asymmetric impact of oil prices, interest rates and oil ...

Market players use options markets mostly to hedge unexpected price changes. Therefore, the implied volatility indices are forward-looking and hence indicate ...

THE CRUDE OIL PRICEâ

impact on the stock returns and crude oil prices. It is crucial to ... Further, the KRX (Korea) has a significant impact on. China's stock market.

Asymmetric risk spillovers between oil and the Chinese stock market

As the largest developing country, China imports and consumes a lot of crude oil every year. In April 2015 it became the world's largest oil- ...

Dynamic Jumps in Global Oil Price and its Impacts on China's Bulk ...

In terms of the stock markets in China, although Zhang and Chen. (2011) reported that its returns are correlated only with expected oil price ...

Reactions of stock returns to asymmetric changes in exchange rates ...

When an economy does well as a result of crude oil proceeds, it is expected that its financial market records a boost. So, when the economy regresses due to ...

Examining the Relationship between Oil Prices and Stock Returns

These fluctuations can deeply impact markets worldwide, presenting significant challenges and opportunities for investors, financial ...

Evidence from asymmetric ARDL model | PLOS ONE

« Back to Article. Table 1. ADF and PP unit root test. More » · Table 1 Expand. Table 2. VAR Lag order selection criteria.

Articles tagged oil price - Energy RESEARCH LETTERS

... Crude Oil Prices on Energy Stock Prices: Evidence From China Energy Economics ... This is the first study that examines the asymmetric impact of oil prices on ...

Asymmetric Volatility Spillovers of Oil Price and Exchange Rate on ...

Thus, investors need to recognize the effects of different variables and markets on stock returns to select optimal portfolios. Since global oil prices and.

Oil price shocks, stock market returns, and volatility spillovers

The most cited research publication by the Tiwari, “Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging ...

Asymmetric effects of investor sentiment on industry stock returns

Empirical evidence demonstrates that once the regime intercept is included, the asymmetric effects of global sentiment on oil & gas, financials, and health care ...

Asymmetric effects of crude oil prices and USD exchange rate on ...

For example, WTI crude was down 30 %, Brent 28.32 % on the day, and oil-related stocks such as EOG Resources fell 50 % [8]. The demand for ...

Do the RMB exchange rate and global commodity prices have ...

Specifically, China's stock prices are more sensitive to increases than decreases in global commodity prices. Thus, increases in global ...

Asymmetric Effects of Oil Price Shock on Stock Markets in Vietnam

Sim and Zhou (2015) also confirm quantiles of oil price shocks positively affect US equities at high quantiles of US returns and the asymmetric ...

Asymmetric ARDL short run coefficients. - Public Library of Science

1. DOI - Is supplement to Asymmetric impact of oil prices on stock returns in Shanghai stock exchange: Evidence from asymmetric ARDL model ...

ANALYZING THE ASYMMETRIC EFFECTS OF CRUDE OIL PRICE ...

281–314. Springer.], we find overwhelming evidence supporting the asymmetric price transmission mechanism between crude oil prices and gasoline prices in both ...

The Asymmetric Effect of Oil Price Uncertainty on Corporate ...

For instance, Xie (2009) examines how fluctuates in the volatility of daily stock returns affect corporate investment in China. The results ...

The Relationship between Oil Prices and Stock Market

The analysis does not conclusively establish causality between oil prices and stock market returns. However, it identifies highly significant ...

The Effects of Economic Policy Uncertainty and Oil Price Shocks on ...

When uncertainty is high, oil prices increase, and increases in oil prices negatively affect stock markets and reduce stock returns through such channels as ...

The asymmetric impacts of oil price and shocks on inflation in BRICS

Our results reveal that significant asymmetries between oil price and inflation are only exhibited in China in the short run, suggests that ...