Konu "Oil prices" için İktisadi ve İdari Bilimler Fakültesi Koleksiyonu listeleme
Toplam kayıt 3, listelenen: 1-3
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Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia
(Springer Heidelberg, 2021)This work reinvestigates the interrelationship between crude oil prices and stock market returns in Saudi Arabia by taking into account volatility spillovers that are exemplified by second-moment effects. Using weekly data ... -
Time-varying impact of oil prices on sectoral stock returns: Evidence from Turkey
(Elsevier Ltd, 2020)This article analyzes the impact of oil price changes on the sectoral stock-market returns of Turkey. For this purpose, asset-pricing models augmented with oil price and exchange rate changes are estimated using daily ... -
Volatility spillovers between WTI and Brent spot crude oil prices: an analysis of granger causality in variance patterns over time
(Elsevier, 2021)There has been an increase in price volatility in oil prices during and since the global financial crisis (GFC). This study investigates the Granger causality patterns in volatility spillovers between West Texas International ...