Different strokes for different folks: The case of oil shocks and emerging equity markets

This study examines the relationship between oil shocks and stock returns. Taking a cue from Ready (2018), oil price is decomposed into demand, supply, and risk shocks. Building a dataset for emerging markets, we examine the extent to which oil shocks could accurately make in- and out-of-sample fore...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Energy economics 2022-04, Vol.108, p.105897, Article 105897
1. Verfasser:	Raheem, Ibrahim D.
Format:	Artikel
Sprache:	eng
Schlagworte:	Asymmetry Emerging markets Energy economics Forecasting Mathematical models Oil Oil shock Petroleum Rates of return Return on investment Securities markets Stock exchanges Supply & demand Symmetry
Online-Zugang:	Volltext
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