Crude Oil Prices, Risk Preferences, and Intertemporal Variation in Market Expected Returns: Empirical Evidence from the Nigerian Stock Exchange (NSE)

2015 ◽  
Author(s):  
Oghenovo A. Obrimah
Keyword(s):  
Crude Oil ◽  
Empirical Evidence ◽  
Stock Exchange ◽  
Risk Preferences ◽  
Oil Prices ◽  
Expected Returns ◽  
Crude Oil Prices ◽  
Intertemporal Variation

scholarly journals AN EMPIRICAL STUDY ON THE DYNAMIC RELATIONSHIP BETWEEN CRUDE OIL PRICES AND NIGERA STOCK MARKET

2016 ◽  
Vol 4 (9) ◽  
pp. 157-169
Author(s):  
Rabia Najaf ◽  
Khakan Najaf
Keyword(s):  
Exchange Rate ◽  
Crude Oil ◽  
Stock Exchange ◽  
Oil Prices ◽  
Securities And Exchange Commission ◽  
Exchange Rate Policy ◽  
Trading System ◽  
Dynamic Relationship ◽  
Crude Oil Prices ◽  
Oil Crisis

In this paper, we have examined the crude oil price on the performance of Nigerian stock exchange and exchange rate act as the plausible countercyclical tool .we have applied the different models and collected the results that crude oil prices have direct impact on the stock exchange of Nigeria. The   Nigeria stock exchange is regulated by the Securities and Exchange Commission .Nigeria stock exchange has the automated trading system. The basic facility of Nigeria trading system is (ATS),it is helpful to remote trading system.Consequently, most of the investorsdo trade with the method of ATS.This study is also proving that Nigeria stock exchange has influenced on the performance of the economy, Impact of oil crisis on the Nigeria stock exchange, Impact of crude oil crisis on the development of country, Effect of exchange rate policy on the performance of Nigeria stock exchange.

scholarly journals Relationship between International Crude Oil Price and Indian Stock Market (NSE)

2011 ◽  
pp. 63-73
Author(s):  
Rajendra Mahunta
Keyword(s):  
Crude Oil ◽  
Global Economy ◽  
Stock Exchange ◽  
Oil Prices ◽  
Oil Price ◽  
Raw Material ◽  
Crude Oil Price ◽  
New Era ◽  
Crude Oil Prices

In this new era of economic growth, the exceptional increase in the crude oil prices is one of the significant developments that affect the global economy. Crude oil is an important raw material used for manufacturing sectors, so that increase in the price of oil is bound to warn the economy with inflationary inclination. The study examine the long-term relationships between CNX NIFTY FIFTY index of National Stock Exchange and crude price by using various econometric test. The surge in crude oil prices during recent years has generated a lot of interest in the relationship between oil price and equity markets. The study covers the period between 01.01.2010 and 31.12.2014 and was performed with data consisting of 1245 days. The empirical results show there was a cointegrated long-term relationship between CNX index and crude price. Granger causality results reveal that there is unidirectional causality exists and crude oil price causes NSE (CNX) but NSE (CNX) does not cause oil price.

scholarly journals THE RELATIONSHIP BETWEEN CRUDE OIL PRICES AND STOCK MARKET: THE INDIAN CASE

2020 ◽  
Vol 2 (1) ◽  
pp. 1-11
Author(s):  
Premkumar Rajnathan
Keyword(s):  
Stock Market ◽  
Crude Oil ◽  
Stock Exchange ◽  
Human Life ◽  
Oil Prices ◽  
Equity Returns ◽  
Indian Economy ◽  
Crude Oil Prices ◽  
Investment And Financing ◽  
The Relationship

Crude oil is influencing every productivity activity of human life either directly or indirectly. The prices of crude oil also influence the international financial markets. This influence connects the oil market with that of capital market since stock market provides it necessary resources for investment and financing the production. In this study, the objective was to test the relationship between crude oil prices and selected sectors of Indian economy. Furthermore, the study also tests the effects of international crude oil prices on the Indian stock exchange market. The main objective was to test the conditional correlation of the crude oil price and equity returns of selected sectors of the Indian economy as well as the performance indicators of the Indian stock market using bivariate volatility models.

scholarly journals The Analysis Effect Of Commodities Crude Oil and Coal In Indonesia Stock Exchange

Performance ◽  
2019 ◽  
Vol 26 (2) ◽  
pp. 143
Author(s):  
H. Hersugondo ◽  
Rio Dhani Laksana ◽  
Viviana Mayasari
Keyword(s):  
Crude Oil ◽  
Time Series Data ◽  
Stock Exchange ◽  
Oil Prices ◽  
Series Data ◽  
Analysis Tool ◽  
Strong Positive Correlation ◽  
Energy Prices ◽  
Crude Oil Prices ◽  
Global Stock Markets

Crude oil is a commodity and major world needs today. Since the historic collapse of Lehman Brothers helped precipitate the global economic crisis in the spring of 2008, a strong positive correlation between the price of crude oil continues to appear and the global stock markets, including the stock exchanges in Indonesia. This happens due to capital market investors assume that rising energy prices are a sign of the increasing global demand objective of this study was to determine the effect of crude oil prices and the price of coal on JCI in the Stock Exchange in the period 2012 -2017. This study will use a time series data analysis tool Vector Autoregression approach. VAR model approach is considered more suitable for detecting a mutual relationship or a dynamic two-way causality between variables in world crude oil prices, the price of gold and the price of coal on the stock price index of the mining sector in the system of equations

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