Exploring the nexus between oil price shocks and sectoral stock returns: a new evidence from stock exchange in Malaysia-Reference-Cited by-同舟云学术

Exploring the nexus between oil price shocks and sectoral stock returns: a new evidence from stock exchange in Malaysia

Published:2020-03-19 Issue:1 Volume:54 Page:199-217
ISSN:1573-9414
Container-title:Economic Change and Restructuring
language:en
Short-container-title:Econ Change Restruct

Author:

Al-hajj Ekhlas^ORCID,Al-Mulali Usama,Solarin Sakiru Adebola

Funder

Multimedia University

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics

Link

http://link.springer.com/content/pdf/10.1007/s10644-020-09271-y.pdf

Reference49 articles.

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3. Arouri ME, Nguyen DK (2010) Oil prices, stock markets and portfolio investment: evidence from sector analysis in Europe over the last decade. Energy Policy 38(8):4528–4539

4. Bai J, Perron P (2003) Computation and analysis of multiple structural change models. J Appl Econm 18(1):1–22

5. Bhat SA, Nain MZ, Kamaiah B (2014) Linear and nonlinear causal nexus between oil price changes and stock returns in India: an empirical assessment. IUP J Appl Econ 13(3):27–44

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