The impact of oil price volatility on stock markets: Evidences from oil-importing countries

This study investigates the effects of oil price volatility on stock markets. We consider the stock returns of ten major oil-importing countries: China, France, Germany, India, Italy, Japan, Korea, the Netherlands, Spain, and the U.S. from May 2001 to December 2019. To obtain a complete picture of t...

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Veröffentlicht in:	Energy economics 2021-09, Vol.101, p.105413, Article 105413
Hauptverfasser:	Joo, Young C., Park, Sung Y.
Format:	Artikel
Sprache:	eng
Schlagworte:	Asymmetry Energy economics Imports Oil Oil volatility index Oil-importing countries Petroleum Prices Quantile regression Quantile-on-quantile regression Return on investment Securities markets Stock exchanges Uncertainty Volatility
Online-Zugang:	Volltext
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