Relation Entre Le Prix Du PPtrole Et Les Cours Boursiers Des Grandes Compagnies PPtroliires Mondiales (Relationship between Oil Prices and Stock Prices of Major Oil Companies)

2015 ◽  
Author(s):  
Francis Declerck ◽  
Jean-Pierre Indjehagopian ◽  
Flavien Bellocq
Keyword(s):  
Stock Prices ◽  
Oil Prices ◽  
Oil Companies

An Empirical Investigation of Factors Affecting Stock Prices in Vietnam

2014 ◽  
pp. 74-89 ◽  
Author(s):  
Vinh Vo Xuan
Keyword(s):  
Exchange Rates ◽  
Crude Oil ◽  
Foreign Exchange ◽  
Stock Prices ◽  
Global Financial Crisis ◽  
Oil Prices ◽  
Foreign Exchange Rates ◽  
Factors Affecting ◽  
Crude Oil Prices ◽  
Before And After

This paper investigates factors affecting Vietnam’s stock prices including US stock prices, foreign exchange rates, gold prices and crude oil prices. Using the daily data from 2005 to 2012, the results indicate that Vietnam’s stock prices are influenced by crude oil prices. In addition, Vietnam’s stock prices are also affected significantly by US stock prices, and foreign exchange rates over the period before the 2008 Global Financial Crisis. There is evidence that Vietnam’s stock prices are highly correlated with US stock prices, foreign exchange rates and gold prices for the same period. Furthermore, Vietnam’s stock prices were cointegrated with US stock prices both before and after the crisis, and with foreign exchange rates, gold prices and crude oil prices only during and after the crisis.

Dynamic Relationship between Crude Oil and Stock Prices in India: Before And After the Subprime Financial Crisis 2008

GIS Business ◽  
2019 ◽  
Vol 14 (6) ◽  
pp. 96-104
Author(s):  
P. Sakthivel ◽  
S. Rajaswaminathan ◽  
R. Renuka ◽  
N. R.Vembu
Keyword(s):  
Financial Crisis ◽  
Crude Oil ◽  
Stock Prices ◽  
Oil Prices ◽  
Energy Index ◽  
Data Set ◽  
Dynamic Relationship ◽  
Crude Oil Prices ◽  
Long Run ◽  
Before And After

This paper empirically discovered the inter-linkages between stock and crude oil prices before and after the subprime financial crisis 2008 by using Johansan co-integration and Granger causality techniques to explore both long and short- run relationships.  The whole data set of Nifty index, Nifty energy index, BSE Sensex, BSE energy index and oil prices are divided into two periods; before crisis (from February 15, 2005 to December31, 2007) and after crisis (from January 1, 2008 to December 31, 2018) are collected and analyzed. The results discovered that there is one-way causal relationship from crude oil prices to Nifty index, Nifty energy index, BSE Sensex and BSE energy index but not other way around in both periods. However, a bidirectional causality relationship between BSE Energy index and crude oil prices during post subprime financial crisis 2008. The co-integration results suggested that the absence of long run relationship between crude oil prices and market indices of BSE Sensex, BSE energy index, Nifty index and Nifty energy index before and after subprime financial crisis 2008.

On Dynamic Relationship Among Oil Prices, Exchange Rate and Stock Prices in India

2012 ◽  
Author(s):  
Vanita Tripathi ◽  
Namita Narang
Keyword(s):  
Exchange Rate ◽  
Stock Prices ◽  
Oil Prices ◽  
Dynamic Relationship

The impact of oil prices on stock prices and other macroeconomic variables in India: pre- and post-2008 crises

2018 ◽  
Vol 42 (3) ◽  
pp. 212-223 ◽  
Author(s):  
Vishruti Gupta ◽  
Pooja Sharma
Keyword(s):  
Stock Prices ◽  
Oil Prices ◽  
Macroeconomic Variables ◽  
The Impact

scholarly journals The Impact of International Oil Prices on the Stock Price Fluctuations of China’s Renewable Energy Enterprises

Energies ◽  
2019 ◽  
Vol 12 (24) ◽  
pp. 4630 ◽  
Author(s):  
Cody Yu-Ling Hsiao ◽  
Weishun Lin ◽  
Xinyang Wei ◽  
Gaoyun Yan ◽  
Siqi Li ◽  
...  
Keyword(s):  
Renewable Energy ◽  
Stock Prices ◽  
Stock Price ◽  
Capital Investment ◽  
Spillover Effect ◽  
Oil Prices ◽  
Listed Companies ◽  
Oil Price ◽  
Price Fluctuations ◽  
The Impact

In order to address a series of issues, including energy security, global warming, and environmental protection, China has ranked first in global renewable investment for the seventh consecutive year. However, developing a renewable energy industry requires a significant capital investment. Also, the international oil price fluctuations have an important impact on the stock prices of renewable energy firms. Thus, in order to provide implications for market investment as well as policy recommendations, this paper studied the spillover effect of international oil prices on the stock prices of China’s renewable energy listed companies. We used a Vector Autoregressive (VAR) model with innovations using a Factor-GARCH (Generalized Autoregressive Conditional Heteroskedasticity) process to evaluate the impact of market co-movements and time-varying volatility and correlation between the international oil price and China’s renewable energy market. The results show that the international oil price has a significant price spillover effect on the stock prices of China’s renewable energy listed companies. Moreover, the fluctuations of international oil prices have an influence on the stock price variations of Chinese renewable energy listed companies.

scholarly journals Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants

2004 ◽  
Author(s):  
Matteo Manera ◽  
Alessandro Lanza ◽  
Margherita Grasso ◽  
Massimo Giovannini
Keyword(s):  
Stock Prices ◽  
Oil Companies ◽  
Conditional Correlations

scholarly journals Asymmetrical relationship between oil prices, gold prices, exchange rate, and stock prices during global financial crisis 2008: Evidence from Pakistan

2020 ◽  
Vol 8 (1) ◽  
pp. 1757802 ◽  
Author(s):  
Umaid A. Sheikh ◽  
Muzaffar Asad ◽  
Zahid Ahmed ◽  
Umer Mukhtar
Keyword(s):  
Exchange Rate ◽  
Financial Crisis ◽  
Stock Prices ◽  
Global Financial Crisis ◽  
Oil Prices

scholarly journals Daily dataset of oil prices and stock prices for the top oil exporting and importing countries from the region of Asia

Data in Brief ◽  
2020 ◽  
Vol 28 ◽  
pp. 104871 ◽  
Author(s):  
Saleha Ashfaq ◽  
Rashid Maqbool ◽  
Yahya Rashid
Keyword(s):  
Stock Prices ◽  
Oil Prices
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