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

• 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
• Subjects: HD28 Management. Industrial Management
• 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

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...