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Thematische Bibliographien / Oil stock

Inhaltsverzeichnis

Zeitschriftenartikel

Auswahl der wissenschaftlichen Literatur zum Thema „Oil stock“

Autor: Grafiati

Veröffentlicht am 1. Juli 2021

Zuletzt aktualisiert am 5. Februar 2022

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Zeitschriftenartikel zum Thema "Oil stock"

1

Yelamanchili, Rama Krishna. "Short-term Economic Indicators, Stock Market Indexes and Indian Oil and Gas Stocks Returns." Indian Journal of Finance and Banking 4, no. 1 (2020): 1–13. http://dx.doi.org/10.46281/ijfb.v4i1.454.

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In this paper we examine the causal relationship between short term economic indicators, stock market indexes and oil and gas stocks returns. We postulate that economic indicators positively and significantly cause and predict stock market indexes and oil and gas stock returns in short run. In addition, we posit that stock market indexes cause and predict oil and gas stock returns in short run. To test our hypotheses we chose four short-term economic indicators, two stock market indexes, and 10 oil and gas companies. Our results indicate that there is no causal relationship between both short-

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2

Sedighi, Mohammadi, Fard, and Sedighi. "The Nexus between Stock Returns of Oil Companies and Oil Price Fluctuations after Heavy Oil Upgrading: Toward Theoretical Progress." Economies 7, no. 3 (2019): 71. http://dx.doi.org/10.3390/economies7030071.

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This study attempts to discover the nexus between crude oil price fluctuation after heavy oil upgrading and stock returns of petroleum companies in the U.S. Stock Exchange for the years 2008 to 2018. One of the methods of upgrading heavy crude oil is to extract asphaltene from crude oil. Considering the Asphaltene Removal (AR) as a factor in the nexus between oil price and the stock market is an innovation in the literature of energy finance. Asphaltenes cause many problems in the petroleum industry, which increases the cost of oil production and reduces the financial efficiency of oil compani

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3

Khurshid, Muzammil, and Berna Kirkulak-Uludag. "Shock and volatility spillovers between oil and emerging seven stock markets." International Journal of Energy Sector Management 15, no. 5 (2021): 933–48. http://dx.doi.org/10.1108/ijesm-02-2020-0014.

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Purpose This study aims to examine the volatility spillover effects between oil and stock returns in the emerging seven economies. Design/methodology/approach In this study, the Granger causality test and vector autoregression-generalized autoregressive conditional heteroskedasticity approach to analyze the volatility spillover from 1995 to 2019 were used. The findings provide evidence of significant volatility spillover between oil and Brazil, China, India, Indonesia, Mexico, Russia and Turkey (E7) stock markets. Findings All emerging seven stock markets exhibit positive and low constant cond

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4

Atiq, Zeeshan, and Muhammad Farhan. "IMPACT OF OIL PRICES ON STOCK RETURNS: EVIDENCE FROM PAKISTAN’S STOCK MARKET." Journal of Social Sciences and Humanities 57, no. 2 (2018): 47–63. http://dx.doi.org/10.46568/jssh.v57i2.31.

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Very few studies have investigated the movement in stock returns that result due to changes in oil prices. In recent years due to cooling down of China, unveiled oil reserves of Iran, decreasing demand worldwide and discovery of shale gases the world has experienced a large fall in the oil prices. These changes are also affecting performance of manufacturing and other associated companies in countries all over the world. Pakistan has also been affected by these changes in many ways. Especially, the returns on stock markets have been affected a lot by the variations in the oil prices. This pape

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5

Tusiime, Ivan Mugarura, and Man Wang. "Are Islamic stocks subject to oil price risk exposure?" Journal of Risk Finance 21, no. 2 (2020): 181–200. http://dx.doi.org/10.1108/jrf-05-2019-0076.

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Purpose The purpose of this paper is to examine whether oil price risk is a significant determinant of stock returns. Design/methodology/approach Using monthly data on a sample of Islamic stocks listed on the New York Stock Exchanges and National Association of Securities Dealers Automated Quotations System (NASDAQ) over the period from January 1990 to December 2017, the study examines whether oil price risk is a significant determinant of stock returns using Fama–French–Carhart’s four-factor asset pricing model amplified with Brent oil price factor. Findings The results from the cross-section

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6

Hoque, Mohammad Enamul, Soo-Wah Low, and Mohd Azlan Shah Zaidi. "The Effects of Oil and Gas Risk Factors on Malaysian Oil and Gas Stock Returns: Do They Vary?" Energies 13, no. 15 (2020): 3901. http://dx.doi.org/10.3390/en13153901.

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This study explores Malaysian oil and gas stocks’ exposure to oil and gas risk factors, paying special attention to subindustry classification, stock size, book-to-market value, and volatility state. The study employs firm-level weekly frequency data of oil and gas firms and several multi-asset pricing models within a GARCH (1,1)-X and Markov-switching framework. The empirical findings reveal that oil price, gas price, and exchange rate exhibit positive effects on the stock returns of all oil and gas sub-industries, but they exhibit negative effects on gas utilities sub-industry stock returns.

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7

Salisu, Afees Adebare, Raymond Swaray, and Tirimisiyu Oloko. "US stocks in the presence of oil price risk: Large cap vs. Small cap." Economics and Business Letters 6, no. 4 (2018): 116. http://dx.doi.org/10.17811/ebl.6.4.2017.116-124.

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This study queries the act of making generalization about the dynamics of returns and volatility spillovers between oil price and U.S. stocks by merely considering only large cap stocks. It argues that this kind of generalization may be misleading, as the reactions of large cap, mid cap and small cap stocks to change in oil prices are not expected to be uniform. Our findings show that it is correct to make generalization about oil-U.S. stock relationship with large cap stocks when analysing returns spillovers, but the generalization is incorrect when considering stock caps returns volatility s

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8

Youssef, Manel, and Khaled Mokni. "Do Crude Oil Prices Drive the Relationship between Stock Markets of Oil-Importing and Oil-Exporting Countries?" Economies 7, no. 3 (2019): 70. http://dx.doi.org/10.3390/economies7030070.

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The impact that oil market shocks have on stock markets of oil-related economies has several implications for both domestic and foreign investors. Thus, we investigate the role of the oil market in deriving the dynamic linkage between stock markets of oil-exporting and oil-importing countries. We employed a DCC-FIGARCH model to assess the dynamic relationship between these markets over the period between 2000 and 2018. Our findings report the following regularities: First, the oil-stock markets’ relationship and that between oil-importing and oil-exporting countries’ stock markets themselves i

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9

Priambodo, Oktanindita, Hariyadi, Suwarto, and I. Putu Santikayasa. "Influence of Land Use and Rainfall on Carbon Stock Dynamics for Oil Palm and Rubber." Agromet 34, no. 2 (2020): 121–28. http://dx.doi.org/10.29244/j.agromet.34.2.121-128.

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The expansion of agricultural commodities including oil palm plantations potentially causes an increase of greenhouse gas emissions by amplifying carbon dioxide (CO2) in the atmosphere. In the long term, this amplification will alter climate change. However, oil palm also has the potency to reduce greenhouse gas emissions by absorbing CO2 through photosynthesis. This study aims to determine the carbon stock that can be absorbed by oil palm and rubber plants, and to determine the relationship of rainfall with carbon stock in oil palm plants. The study used satellite image data based on Landsat

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10

Puspitasari, Ardina, Hermanto Siregar, and Trias Andati. "ANALISIS INTEGRASI BURSA SAHAM ASEAN 5." JURNAL EKONOMI DAN KEBIJAKAN PEMBANGUNAN 4, no. 2 (2018): 187–206. http://dx.doi.org/10.29244/jekp.4.2.187-206.

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This study aimed to analyze the integration of the stock markets of ASEAN 5 (Indonesia, Malaysia, Singapore, Thailand, and the Philippines) associated with the event of dropped world oil prices in 2014. This study using Vector Error Correction Model (VECM) to analyze market integration 5 stocks with variable stock market. In this study uses a dummy variable of oil price with the value of 0 for the period 2009 to 2013 where world oil prices are still stable and the value of 1 for the period 2014 to 2015 where a decline in world oil prices. Results from this study shows that there is a relations

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