The paper investigates the time-varying correlation between stock market prices and oil
prices for oil-importing and oil-exporting countries. A DCC-GARCH-GJR approach is …

We study, using a structural vector autoregressive (SVAR) model, the relationship between
oil price shocks and the Japanese stock market. We find that oil price shocks that arise from …

Abstract On September 7th, 2006, the US Environmental Protection Agency (EPA) proposed
a national renewable fuels program (more commonly known as the Renewable Fuel …

This study examined the impact of oil price on African stock markets. Using quarterly data
from five selected oil producing countries with stock market presence, from Q1: 2010 to Q4 …

This study explores the economic impact of Brazil's discovery in 2006 of significant
deepwater pre-salt oil reserves. Employing a synthetic control approach using …

This article investigates the impact of oil price volatility on six major emerging economies in
Asia using time-series cross-section and time-series econometric techniques. To assess the …

Many papers have been documenting and analysing the asymmetry and the weakening of
the oil price–macroeconomy relationship as off the early eighties. While there seems to be a …

This paper empirically investigates the impact of oil price volatility on six major emerging
economies of Asia, namely China, India, Indonesia, Malaysia, Philippines and Thailand …

This study utilized both single-regime GARCH and double-regime GARCH models to
investigate oil price volatility, Spanish macroeconomic factors, and stock prices during major …

This paper shows that oil price changes, measured as short-term futures returns, are a
strong predictor of excess stock returns at short horizons. Ours is a leading variable for the …