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Oil price

Xem 1-20 trên 149 kết quả Oil price
  • The impact of higher oil prices on economic growth in OPEC countries would depend on a variety of factors, particularly how the windfall revenues are spent. In the long term, however, OPEC oil revenues and GDP are likely to be lower, as higher prices would not compensate fully for lower production.

    pdf15p pechi1412 25-11-2015 42 1   Download

  • In this paper we study the relationship between oil prices and macroeconomic performance by investigating the impact of oil price shocks on key macroeconomic variables of Vietnam over the 2001–2012 period.

    pdf18p danhnguyentuongvi27 18-12-2018 16 0   Download

  • This paper attempts to determine the oil price threshold while analyzing oil price effects on several macro factors, such as inflation, GDP growth, budget deficit, and unemployment rate over the 2000–2015 period.

    pdf17p danhnguyentuongvi27 18-12-2018 23 0   Download

  • Using Vietnamese stock market index and West Texas Intermediate crude oil prices from January 2007 to April 2015, we investigate whether the Vietnamese stock market index still has long-run and short-run causal relationship with the crude oil prices.

    pdf16p vixuka2711 12-06-2019 16 0   Download

  • This paper aims to analyze the intertemporal interaction between crude oil prices and the U.S. dollar trade-weighted exchange rates from January 1997 through December 2012. To this end, the study assumes that the conditional covariance matrix between crude oil and the dollar exchange rate returns follows a bivariate GARCH process. Using daily data, I find strong evidence of a time-varying conditional covariance and correlation between crude oil prices and the U.S. dollar exchange rates.

    pdf13p trinhthamhodang2 21-01-2020 17 0   Download

  • Time series analysis is applied to monthly data from October 2008 to October 2013. Application of Bai-Perron test confirms the existence of at least one structural break in both stock prices and oil prices data. Since both data series are I(1), conventional Johansen test and Gregory-Hansen test that takes into consideration one endogenous break are applied to examine if oil prices and stock prices are related. Johansen test rules out cointegration between oil prices and stock prices. However, Gregory-Hansen test detects the presence of long-run association in the level shift model.

    pdf14p cothumenhmong4 24-03-2020 7 0   Download

  • This paper investigates the volatility transmission effect and conditional correlations among crude oil, stock market and sector stock indexes in Saudi Arabia. Using daily data from January 3, 2009 to March 21, 2012 and VAR-BEKK specification, we find significant volatility transmission between oil prices and Saudi stock market. Furthermore, our findings show that sector stock returns significantly react to oil prices changes. In addition, except telecom sector, the results show the presence of volatility transmission between stock market and sector stock market returns.

    pdf17p 035522894 13-04-2020 32 0   Download

  • The paper attempts to examine the causal association between the crude oil price anomalies and stock market returns in the Indian stock market. The study covers 9 years starting from 2009 to 2018, and the study includes ten companies in the oil drilling and exploration sectors listed in the BSE Sensex and CNX NIFTY indexes. We employed correlation tests in determining the relationships amongst the stock market return, crude oil price and market benchmarking indexes.

    pdf6p partimesinhvien 13-05-2020 7 0   Download

  • India is once again facing the problem of rising price of crude oil since 2017 after enjoying low price since 2014. This period has also witnessed moderate rate of inflation in the economy. It is argued that rise in crude oil price also affect the inflation level in the country. The paper using data from 1970 to 2017 intends to examine the relationship between oil price and inflation level in the country. The paper has used Johansen cointegration method to investigate the long run association between the two.

    pdf5p partimesinhvien 13-05-2020 7 0   Download

  • This paper presents a survey on recently published studies on relationship between oil price and stock market. The study covers several studies on the effects of oil price on China, India, Lebanon, United States and some other G7 stock markets.

    pdf6p kelseynguyen 26-05-2020 8 0   Download

  • In the most recent crude oil price fluctuation in the 2015 - 2017 period, when the average price was around USD 47 per barrel, the oil and gas industry witnessed many players imperatively conducting various synthetic and systematic measures in an effort to withstand the effects.

    pdf9p kequaidan6 10-07-2020 6 0   Download

  • The panel vector auto regression model is estimated using three main variables related to with profitability, financial liquidity, and financial leverage for 94 manufacturing companies from 2000 to 2017 in Indonesia. The aim is to examine the impact of oil price shocks on the ROA (profitability), CR (financial liquidity), and DER (financial leverage). The impulse reaction function of samples reveals some remarkable results. First, the response of ROA, DER, and CR appears to be consistent in many ways. Second, either Brent oil or WTI oil gives the same result for these variables.

    pdf5p nguyenxuankha_bevandan 13-08-2020 13 0   Download

  • In this paper, employ asymmetric multivariate GARCH approaches to examine their performance on the volatility interactions between global crude oil prices and seven major stock market indices. Insofar as volatility spillover across these markets is a crucial element for portfolio diversification and risk management, we also examine the optimal weights and hedge ratios for oil-stock portfolio holdings with respect to the results.

    pdf19p nguyenxuankha_bevandan 13-08-2020 10 0   Download

  • This study aims to investigate the relationship between real non-oil GDP growth of Azerbaijan and exchange rate and oil prices. Zivot-Andrews unit root test is applied to deal with structural breaks in data and the Gregory-Hansen (GH) test for robustness. While conventional unit-root tests decision that the series are not stationary at their level, the Ziwot-Andrews test decision that the series is stationary with structural break.

    pdf8p kethamoi7 15-08-2020 8 0   Download

  • The study was aimed to investigate the long-run association of oil prices with the stock market index of Indonesia. The research consisted of crude oil prices as regressor, stock market index as regressand, GDP growth and inflation as control variables; and for these variables data were collected from 1990 to 2018. Meanwhile, for empirical investigation, ARDL and Granger Causality was applied to identify the long-run and short-run association of the oil crude oil prices with the stock market index in Indonesia.

    pdf8p kethamoi7 15-08-2020 6 0   Download

  • The study found out that the long term relationship exists between the variables. We have also identified that all the countries react differently to the fluctuations in Oil prices. But interestingly China and India share some commonalities in terms of reacting to the changes in Crude Oil prices. Additionaly we have also found that fluctuations in the Oil price effect Trade Openness in every country under study except Russia.

    pdf8p kethamoi7 15-08-2020 7 0   Download

  • The study investigated stock market reactions to oil price fluctuations in Nigeria. A longitudinal design consisting of data on the Nigerian Stock market index, crude oil prices, exchange rate, interest rate, inflation rate and GDP for the period 1984-2019 was employed. The data were subjected to stationarity and cointegration tests using ADF and Johansen’s techniques. Based on the results of the stationarity and cointegration tests, Vector error correction model was used to analyse the research data.

    pdf8p kethamoi7 15-08-2020 8 0   Download

  • The aim of the study is to find the empirical analyses of the impact of oil price fluctuation on the monetary instrument in Nigeria, by looking at their relationships. Specifically, we analyzed the role of Exchange rate, Inflation, Interest rate and how they respond to shocks in oil price. We explored the frequently used Toda–Yamamoto model (TY), by adopting the TY modified Wald (MWALD) test approach to causality, forecast error variance decomposition (FEVD) and impulse response functions (IRFs).

    pdf8p kethamoi7 15-08-2020 5 0   Download

  • This study aims to analyze and measure the nature of the relationship between crude oil price, EUR/USD exchange rate, and Gold price by using monthly data from January 1999 to October 2019.

    pdf9p kethamoi7 15-08-2020 4 0   Download

  • This paper aims to analyse the asymmetric impacts of world oil price on macroeconomic variables in Vietnam, including domestic oil price, inflation and output growth.

    pdf14p trinhthamhodang9 10-12-2020 2 0   Download

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