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

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...

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Bibliographic Details
Main Authors: Dhaoui, Abderrazak, Streimikiene, Dalia, Saidi, Youssef, Shahzad, Syed Jawad Hussain, Loganathan, Nanthakumar, Mardani, Abbas
Format: Article
Language:English
Published: Technical University of Kosice 2018
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Online Access: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
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