scholarly journals Spillover effect between energy price shocks on stock market: evidence from sectoral indices in Turkey

Pressacademia ◽  
2021 ◽  
Vol 14 (1) ◽  
pp. 167-168
Author(s):  
Elif Erer
Keyword(s):  
Stock Market ◽  
Spillover Effect ◽  
Energy Price ◽  
Price Shocks

scholarly journals Relationships among Energy Price Shocks, Stock Market, and the Macroeconomy: Evidence from China

2013 ◽  
Vol 2013 ◽  
pp. 1-9 ◽  
Author(s):  
Rong-Gang Cong ◽  
Shaochuan Shen
Keyword(s):  
Stock Market ◽  
Energy Price ◽  
Stock Market Index ◽  
Price Shocks ◽  
Market Index ◽  
Time Period ◽  
Long Term Effect ◽  
Lag Effect ◽  
The Interest Rate

This paper investigates the interactive relationships among China energy price shocks, stock market, and the macroeconomy using multivariate vector autoregression. The results indicate that there is a long cointegration among them. A 1% rise in the energy price index can depress the stock market index by 0.54% and the industrial value-adding growth by 0.037%. Energy price shocks also cause inflation and have a 5-month lag effect on stock market, which may result in the stock market “underreacting.” The energy price can explain stock market fluctuations better than the interest rate over a longer time period. Consequently, investors should pay greater attention to the long-term effect of energy on the stock market.

scholarly journals New insights into the US stock market reactions to energy price shocks

2018 ◽  
Vol 56 ◽  
pp. 169-187 ◽  
Author(s):  
Ramzi Benkraiem ◽  
Amine Lahiani ◽  
Anthony Miloudi ◽  
Muhammad Shahbaz
Keyword(s):  
Stock Market ◽  
Energy Price ◽  
Price Shocks ◽  
Market Reactions ◽  
The Us ◽  
Stock Market Reactions

The Economic Effects of Energy Price Shocks

CFA Digest ◽  
2009 ◽  
Vol 39 (3) ◽  
pp. 37-39
Author(s):  
M.E. Ellis
Keyword(s):  
Economic Effects ◽  
Energy Price ◽  
Price Shocks

Investment and Energy Price Shocks

2010 ◽  
Author(s):  
Ronald A. Ratti ◽  
Youn Seol ◽  
Kyung Hwan Yoon
Keyword(s):  
Energy Price ◽  
Price Shocks

Oil price shocks and stock market activity

1999 ◽  
Vol 21 (5) ◽  
pp. 449-469 ◽  
Author(s):  
Perry Sadorsky
Keyword(s):  
Stock Market ◽  
Oil Price ◽  
Oil Price Shocks ◽  
Price Shocks ◽  
Market Activity
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