Oil price changes and stock market returns: cointegration evidence from emerging market

Author:

Elian Mohammad I.,Kisswani Khalid M.

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics

Reference71 articles.

1. Apergis N, Miller S (2009) Do structural oil-market shocks affect stock prices? Energy Econ 31:569–575

2. Arouri M, Fouquau J (2009) On the short run influence of oil prices changes on stock markets in GCC countries; linear and nonlinear analysis. Econ Bull 29:806–815

3. Arouri M, Fouquau J (2011) How do oil prices affect stock returns in GCC markets? An asymmetric cointegration approach. Bank Mark Invest 111:5–16

4. Arouri M, Rault C (2010) Oil prices and stock markets; What drives what in the Gulf Corporation Council countries? CESifo Working Paper: 2934. http://ssrn.com/abstract=1549536

5. Arouri M, Rault C (2011) On the influence of oil prices on stock markets; evidence from panel analysis in GCC countries. Int J Finance Econ 3:242–253

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