Fractional Cointegration Relationship between Oil Prices and Stock Markets: An Empirical Analysis from G7 Countries

Burcu Kiran

doi:10.18267/j.pep.395

Fractional Cointegration Relationship between Oil Prices and Stock Markets: An Empirical Analysis from G7 Countries

Prague Economic Papers ◽

10.18267/j.pep.395 ◽

2011 ◽

Vol 20 (2) ◽

pp. 177-189 ◽

Cited By ~ 2

Author(s):

Burcu Kiran

Keyword(s):

Empirical Analysis ◽

Stock Markets ◽

Oil Prices ◽

Fractional Cointegration ◽

G7 Countries ◽

Cointegration Relationship

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Oil Prices and Stock Markets: An Empirical Analysis From Russia, Canada, USA and Japan

Journal of Business Research - Turk ◽

10.20491/isarder.2019.619 ◽

2019 ◽

Vol 11 (1) ◽

pp. 558-574

Author(s):

HASAN KURTAR ◽

AYHAN KAPUSUZOĞLU ◽

NİLDAG BASAK CEYLAN

Keyword(s):

Empirical Analysis ◽

Stock Markets ◽

Oil Prices

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Asymmetric volatility spillovers between world oil prices and stock markets of the G7 countries in the presence of structural breaks

International Journal of Finance & Economics ◽

10.1002/ijfe.1997 ◽

2020 ◽

Author(s):

Dimitrios Kartsonakis‐Mademlis ◽

Nikolaos Dritsakis

Keyword(s):

Stock Markets ◽

Structural Breaks ◽

Oil Prices ◽

G7 Countries ◽

Asymmetric Volatility ◽

Volatility Spillovers

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DOES THE CHOICE OF THE MULTIVARIATE GARCH MODEL ON VOLATILITY SPILLOVERS MATTER? EVIDENCE FROM OIL PRICES AND STOCK MARKETS IN G7 COUNTRIES

International Journal of Energy Economics and Policy ◽

10.32479/ijeep.9469 ◽

2020 ◽

Vol 10 (5) ◽

pp. 164-182

Author(s):

Dimitrios Kartsonakis-Mademlis ◽

Nikolaos Dritsakis

Keyword(s):

Stock Markets ◽

Garch Model ◽

Oil Prices ◽

Multivariate Garch ◽

G7 Countries ◽

Volatility Spillovers ◽

Multivariate Garch Model

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Empirical Analysis of Linkages between Shanghai and Bombay Stock Markets

SSRN Electronic Journal ◽

10.2139/ssrn.2677484 ◽

2015 ◽

Author(s):

Li Zhongwu

Keyword(s):

Empirical Analysis ◽

Stock Markets

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Oil Prices, Stock Markets and Firm Performance: Evidence from Europe

SSRN Electronic Journal ◽

10.2139/ssrn.2978119 ◽

2017 ◽

Author(s):

Miramir Bagirov ◽

Cesario Mateus

Keyword(s):

Firm Performance ◽

Stock Markets ◽

Oil Prices

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Asymmetric between oil prices and renewable energy consumption in the G7 countries

Energy ◽

10.1016/j.energy.2021.120319 ◽

2021 ◽

pp. 120319

Author(s):

Yaoqi Guo ◽

Chenxi Yu ◽

Hongwei Zhang ◽

Hui Cheng

Keyword(s):

Renewable Energy ◽

Energy Consumption ◽

Oil Prices ◽

Renewable Energy Consumption ◽

G7 Countries

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Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis

Resources Policy ◽

10.1016/j.resourpol.2021.102040 ◽

2021 ◽

Vol 72 ◽

pp. 102040

Author(s):

Manuel Monge ◽

Luis A. Gil-Alana

Keyword(s):

Wavelet Transform ◽

Crude Oil ◽

Continuous Wavelet Transform ◽

Oil Prices ◽

Continuous Wavelet ◽

Fractional Cointegration ◽

Crude Oil Prices ◽

Wavelet Transform Analysis ◽

The U.S

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Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam

Journal of International Financial Markets Institutions and Money ◽

10.1016/j.intfin.2012.03.004 ◽

2012 ◽

Vol 22 (4) ◽

pp. 758-773 ◽

Cited By ~ 88

Author(s):

Cuong C. Nguyen ◽

M. Ishaq Bhatti

Keyword(s):

Stock Markets ◽

Oil Prices ◽

Copula Model ◽

Model Dependency

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The Impact of Global Oil Prices on the Israel?s GDP Per Capita: An Empirical Analysis

Journal of Global Economics ◽

10.4172/2375-4389.1000136 ◽

2015 ◽

Vol 03 (02) ◽

Author(s):

Zaher Z Maayan S

Keyword(s):

Empirical Analysis ◽

Oil Prices ◽

Gdp Per Capita ◽

Per Capita ◽

The Impact

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An Empirical Analysis of IPOs and SEOs: Evidence from the Chinese Stock Markets

SSRN Electronic Journal ◽

10.2139/ssrn.2676133 ◽

2014 ◽

Author(s):

Tianxiang Xu

Keyword(s):

Empirical Analysis ◽

Stock Markets ◽

Chinese Stock Markets

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