Exploring the oil supply-demand shocks and stock market stabilities: Experience from OECD countries

• 主要な著者: Dhaoui, Abderrazak, Streimikiene, Dalia, Saidi, Youssef, Shahzad, Syed Jawad Hussain, Loganathan, Nanthakumar, Mardani, Abbas
• フォーマット: 論文
• 言語: English
• 出版事項: Technical University of Kosice 2018
• 主題: HD28 Management. Industrial Management
• オンライン･アクセス: http://eprints.utm.my/id/eprint/84785/1/NanthakumarLoganathan2018_ExploringtheOilSupply-DemandShocks.pdf; http://eprints.utm.my/id/eprint/84785/; https://actamont.tuke.sk/pdf/2018/n1/12dhaoui.pdf

This paper explores the interactive relationships between oil price shocks and the stockmarket in 11 OECD countries using traditional cointegrationtest and look at the rolling window Granger causality effects with various predictive power contents running between the variables. Taking into account b...