Revisiting the relationship between oil prices, exchange rate, and stock prices: An application of quantile ARDL model
This study examines the interaction between oil prices, exchange rate, and stock returns in
Pakistan by using quarterly data from January 2000 to December 2019. We extend the …
Pakistan by using quarterly data from January 2000 to December 2019. We extend the …
Do the income and price changes affect consumption in the emerging 7 countries? Empirical evidence using quantile ARDL model
Various empirical studies have been conducted. However, these studies fail to examine the
asymmetric effect of income and price across different quantiles of consumption in the …
asymmetric effect of income and price across different quantiles of consumption in the …
[HTML][HTML] Exchange rate and energy demand in G7 countries: Fresh insights from Quantile ARDL model
B Peng, BH Chang, L Yang, C Zhu - Energy Strategy Reviews, 2022 - Elsevier
The empirical literature examines the effect of exchange rate on energy demand. However,
the existing literature fails to investigate the effect during different states of energy demand …
the existing literature fails to investigate the effect during different states of energy demand …
Asymmetric effect of COVID-19 pandemic on E7 stock indices: Evidence from quantile-on-quantile regression approach
Various studies have been conducted to examine the effect of COVID-19 on stock prices.
However, these studies failed to examine the effect across quantile distributions of both …
However, these studies failed to examine the effect across quantile distributions of both …
Industrial growth, health care policy uncertainty and carbon emissions: Do trade and tax policy uncertainties matter for sustainable development in the USA?
With the increasing policy uncertainties and the need for shielding environmental
degradation among countries, understanding the connection between policy uncertainty and …
degradation among countries, understanding the connection between policy uncertainty and …
Gold price forecasting using multivariate stochastic model
L Madziwa, M Pillalamarry, S Chatterjee - Resources Policy, 2022 - Elsevier
Commodities prices are pivotal to the mineral investment decision and have a considerable
impact on mining companies' financial performance and countries that depend on mineral …
impact on mining companies' financial performance and countries that depend on mineral …
Dynamic analysis of the relationship between stock prices and macroeconomic variables: An empirical study of Pakistan stock exchange
Purpose The purpose of this paper is of twofold: first, to empirically examine the short-run
and long-run impact of macroeconomic variables such as industrial production, foreign …
and long-run impact of macroeconomic variables such as industrial production, foreign …
[HTML][HTML] Exchange rate response to economic policy uncertainty: evidence beyond asymmetry
Recent studies have examined the relationship between economic policy uncertainty and
exchange rate. We contribute to this literature by considering the effect of minor positive and …
exchange rate. We contribute to this literature by considering the effect of minor positive and …
Asymmetric effect of oil prices on stock market prices: New evidence from oil-exporting and oil-importing countries
This paper examines the short-run and long-run effect of oil prices across bullish, bearish,
and normal states of the stock markets in oil-exporting and oil-importing countries where oil …
and normal states of the stock markets in oil-exporting and oil-importing countries where oil …
Asymmetric effect of macroeconomic variables on the emerging stock indices: A quantile ARDL approach
The objective of this study is to examine the short‐run and long‐run impact of
macroeconomic variables on E7 stock indices across bullish, bearish and normal states of …
macroeconomic variables on E7 stock indices across bullish, bearish and normal states of …