Assessing the impacts of oil price fluctuations on stock returns in emerging markets
By C. Aloui, Duc Khuong Nguyen, H. Njeh. 2012
176 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/509b20b1eec9fc47bcc282916b80c6e431b86f0f
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In Economics and Econometrics
- Ş. Nazlıoğlu
- Ugur Soytas
- Rangan Gupta
- P. Moya-Martínez
- Francisco Escribano-Sotos
- D. Vandone
- Roman Ferrer-Lapeña
- L. Baldi
Citations in the corpus
- Oil prices and financial stress: A volatility spillover analysis (2015, background): “Aloui et al. (2012), for example, find asymmetric impact of oil shocks on 25 emerging market returns.”
- Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices (2014, unknown): “Another major stream of research has focused on how oil prices are passed on to stock prices (e.g., Jones and Kaul, 1996; Sadorsky, 1999, Ciner, 2001; Arouri and Nguyen, 2010; Aloui et al., 2012).”
- Clean energy industries and rare earth materials: Economic and financial issues (2013, background): “…second, rising oil prices also impact the discount rate used in the equity pricing formula used to value stocks because rising oil prices are often indicative of inflationary pressures, which central banks control by raising interest rates (Aloui et al 2012, Ewing and Thompson 2007, Filis 2010).”
- Oil price risk in the Spanish stock market: An industry perspective (2014, background): “One possible explanation for this lack of conclusive results might be that the oil–stock prices link is not stable over time (Aloui et al., 2012; Broadstock et al., 2012; Filis et al., 2011).”
- Time-Varying Effect of Oil Market Shocks on the Stock Market (2015, unknown): “Apergis and Miller (2009) find small effects of structural oil price shocks on stock market returns in a number of developed countries, and Abhyankar et al.”