An empirical analysis of the risk of crude oil imports in China using improved portfolio approach

Energy Policy ◽  
2007 ◽  
Vol 35 (8) ◽  
pp. 4190-4199 ◽  
Author(s):  
Gang Wu ◽  
Yi-Ming Wei ◽  
Ying Fan ◽  
Lan-Cui Liu
Keyword(s):  
Crude Oil ◽  
Empirical Analysis ◽  
Portfolio Approach

An empirical analysis of the dynamic interactions among ethanol, crude oil and corn prices in the US market

2018 ◽  
Vol 294 (1-2) ◽  
pp. 47-57 ◽  
Author(s):  
Dimitrios Dimitriadis ◽  
Constantinos Katrakilidis
Keyword(s):  
Crude Oil ◽  
Empirical Analysis ◽  
Dynamic Interactions ◽  
The Us ◽  
Corn Prices

The impact of rising international crude oil price on China's economy: an empirical analysis with CGE model

2007 ◽  
Vol 27 (4) ◽  
pp. 404 ◽  
Author(s):  
Ying Fan ◽  
Jian Ling Jiao ◽  
Qiao Mei Liang ◽  
Zhi Yong Han ◽  
Yi Ming Wei
Keyword(s):  
Crude Oil ◽  
Empirical Analysis ◽  
Oil Price ◽  
Cge Model ◽  
Crude Oil Price ◽  
The Impact ◽  
China’S Economy

Quantifying the risk to crude oil imports in China: An improved portfolio approach

2013 ◽  
Vol 40 ◽  
pp. 72-80 ◽  
Author(s):  
Fenglong Ge ◽  
Ying Fan
Keyword(s):  
Crude Oil ◽  
Portfolio Approach

scholarly journals Periodic Analysis of the Relationship between Gold, Crude Oil, Exchange Rate and India’s Stock Market

2021 ◽  
Vol 2 (1) ◽  
pp. 28-43
Author(s):  
Dr. Anil Kumar Kanungo ◽  
Puneet Dang
Keyword(s):  
Exchange Rate ◽  
Stock Market ◽  
Crude Oil ◽  
Empirical Analysis ◽  
Global Financial Crisis ◽  
Crisis Period ◽  
Periodic Analysis ◽  
Time Periods ◽  
The Impact ◽  
The Relationship

Purpose: The purpose of this paper is to find out the relationship between price of Gold, price of Crude Oil, Exchange Rate of India, and India’s stock market. The research has been done on Pre-COVID time periods to analyse the relationship in scenarios like pre-global financial crisis, during crisis and post crisis. The authors incorporate the data from pre-crisis phases i.e., 2005 to 2019, to find out the relationship between the variables using Granger causality test, Johansen’s Cointegration, and Vector Autoregression. To study the spill-over effect on India’s stock market, regression has been used. The empirical results indicate that for the Pre-Crisis and Post-Crisis periods, “Gold” does granger cause “USDINR”, for all three periods “Crude oil” does granger cause “Gold”, for the crisis and post crisis periods “Gold” does granger cause “Crude oil”, for the post crisis period “USDINR” does granger cause “Crude oil”. No other causality relationship was established with the help of this empirical analysis. Johansen’s cointegration test revealed that no cointegration exists amongst the three variables. The impact of exchange rate on India’s stock market has changed as compared to the previous time periods. Exchange rate was inversely related to the stock markets for the Pre-Crisis and Crisis periods and is directly related to the stock market for the Post-Crisis period. This study adds to the existing literature on the variables, by using phase wise data and performing empirical analysis to find out the relationship between the variables. Not many literature demonstrate together the relationship among these three variables in three different periods. This is a significant gap that the study aimed to address.

Risk factors and their associated risk premia: An empirical analysis of the crude oil market

2018 ◽  
Vol 95 ◽  
pp. 44-63 ◽  
Author(s):  
Martin Hain ◽  
Marliese Uhrig-Homburg ◽  
Nils Unger
Keyword(s):  
Risk Factors ◽  
Crude Oil ◽  
Empirical Analysis ◽  
Risk Premia ◽  
Oil Market
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