Oil price shocks and stock market in oil-exporting countries: evidence from Iran stock market

Autor:	Seyyed Ali Paytakhti Oskooe
Rok vydání:	2012
Předmět:	Economics and Econometrics Cost price Financial economics education Stock market bubble Volatility spillover General Energy Market depth Stock exchange Economics Stock market Oil price health care economics and organizations Stock (geology)
Zdroj:	OPEC Energy Review. 36:396-412
ISSN:	1753-0229
DOI:	10.1111/j.1753-0237.2012.00217.x
Popis:	This study adopts causality in mean and variance approach to investigate dynamic relationship between stock market in an oil-exporting country (Iran) and the international oil market. The empirical results imply that in view of underlying data-generating process of the series, the variance of oil price fluctuations does not cause the variance of Iran stock returns. This means that there is no volatility spillover effect between Iran stock market and international oil market.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::6564de10d6c34d026b2f0d57dcb600c3 https://doi.org/10.1111/j.1753-0237.2012.00217.x Zobrazit plný text záznamu Plný text ve formátu PDF Plný text ve formátu HTML
Nepřihlášeným uživatelům se plný text nezobrazuje	K zobrazení výsledku je třeba se přihlásit.