What is it about?
The study examines the vital connection between stock returns and oil price changes for oil-exporting/importing countries separately. We present evidence employing granger causality, impulse response, and error variance.
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Why is it important?
The study examines the vital connection between stock returns and oil price changes for oil-exporting/importing countries separately. We present evidence employing granger causality, impulse response, and error variance.
Perspectives
The study examines the vital connection between stock returns and oil price changes for oil-exporting/importing countries separately. We present evidence employing granger causality, impulse response, and error variance decomposition based on panel vector autoregression.
Professor Iqbal Thonse Hawaldar
Kingdom University
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This page is a summary of: Oil price changes and stock returns: Fresh evidence from oil exporting and oil importing countries, Cogent Economics & Finance, January 2022, Taylor & Francis,
DOI: 10.1080/23322039.2021.2018163.
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