Matches in SemOpenAlex for { <https://semopenalex.org/work/W2886607136> ?p ?o ?g. }
- W2886607136 endingPage "181" @default.
- W2886607136 startingPage "172" @default.
- W2886607136 abstract "Abstract This paper explores possible co-movement between oil price and automobile stock return in a joint time-frequency domain. Daily price series from August 01, 1996 to June 20, 2017 is used in this analysis. The results indicate that the co-movement between oil price and automobile stock return is strong during November, 2000–December, 2002 and March, 2006–December, 2009. The co-movement is found to be more pronounced in the long-term and stock return is sensitive to the higher oil price emanating from the demand shock. This contravenes the conventional wisdom that crude oil is always counter-cyclical to the automobile stocks. For investor, this weakens the probable gain from including oil asset in a portfolio of automobile stocks as crude oil does not offer cushion against bearish automobile stock markets during the crisis period." @default.
- W2886607136 created "2018-08-22" @default.
- W2886607136 creator A5024743697 @default.
- W2886607136 creator A5050898158 @default.
- W2886607136 date "2019-01-01" @default.
- W2886607136 modified "2023-10-16" @default.
- W2886607136 title "Oil price and automobile stock return co-movement: A wavelet coherence analysis" @default.
- W2886607136 cites W1170499249 @default.
- W2886607136 cites W1927391910 @default.
- W2886607136 cites W1963497267 @default.
- W2886607136 cites W1964559744 @default.
- W2886607136 cites W1964930841 @default.
- W2886607136 cites W1972254956 @default.
- W2886607136 cites W1973032420 @default.
- W2886607136 cites W1973809982 @default.
- W2886607136 cites W1977206371 @default.
- W2886607136 cites W1977584276 @default.
- W2886607136 cites W1980709616 @default.
- W2886607136 cites W1982952301 @default.
- W2886607136 cites W1985066035 @default.
- W2886607136 cites W1988036721 @default.
- W2886607136 cites W1990475559 @default.
- W2886607136 cites W1992783043 @default.
- W2886607136 cites W1994547093 @default.
- W2886607136 cites W2000949653 @default.
- W2886607136 cites W2011561736 @default.
- W2886607136 cites W2012180142 @default.
- W2886607136 cites W2015365124 @default.
- W2886607136 cites W2015571586 @default.
- W2886607136 cites W2016212107 @default.
- W2886607136 cites W2020340772 @default.
- W2886607136 cites W2021104493 @default.
- W2886607136 cites W2024726685 @default.
- W2886607136 cites W2025306861 @default.
- W2886607136 cites W2033780075 @default.
- W2886607136 cites W2034139177 @default.
- W2886607136 cites W2035118004 @default.
- W2886607136 cites W2038472330 @default.
- W2886607136 cites W2040981563 @default.
- W2886607136 cites W2049025953 @default.
- W2886607136 cites W2059944289 @default.
- W2886607136 cites W2061326864 @default.
- W2886607136 cites W2063163051 @default.
- W2886607136 cites W2065814887 @default.
- W2886607136 cites W2067622202 @default.
- W2886607136 cites W2074988857 @default.
- W2886607136 cites W2075591332 @default.
- W2886607136 cites W2080061881 @default.
- W2886607136 cites W2080984056 @default.
- W2886607136 cites W2083902262 @default.
- W2886607136 cites W2084164597 @default.
- W2886607136 cites W2085845054 @default.
- W2886607136 cites W2088631691 @default.
- W2886607136 cites W2089950670 @default.
- W2886607136 cites W2090206847 @default.
- W2886607136 cites W2093917421 @default.
- W2886607136 cites W2099057455 @default.
- W2886607136 cites W2120748499 @default.
- W2886607136 cites W2124601071 @default.
- W2886607136 cites W2132417154 @default.
- W2886607136 cites W2133797238 @default.
- W2886607136 cites W2150380456 @default.
- W2886607136 cites W2154084173 @default.
- W2886607136 cites W2160460275 @default.
- W2886607136 cites W2161441421 @default.
- W2886607136 cites W2175351090 @default.
- W2886607136 cites W2178225550 @default.
- W2886607136 cites W2187808597 @default.
- W2886607136 cites W2221976759 @default.
- W2886607136 cites W2315764572 @default.
- W2886607136 cites W2397149446 @default.
- W2886607136 cites W2407566760 @default.
- W2886607136 cites W2485327968 @default.
- W2886607136 cites W2541655534 @default.
- W2886607136 cites W2541656001 @default.
- W2886607136 cites W2552870097 @default.
- W2886607136 cites W2568215832 @default.
- W2886607136 cites W2582194949 @default.
- W2886607136 cites W2592656446 @default.
- W2886607136 cites W2726467123 @default.
- W2886607136 cites W2739342572 @default.
- W2886607136 cites W2791214462 @default.
- W2886607136 cites W2802231112 @default.
- W2886607136 cites W3121171168 @default.
- W2886607136 cites W3121346496 @default.
- W2886607136 cites W3122053051 @default.
- W2886607136 cites W3123281702 @default.
- W2886607136 cites W3123974798 @default.
- W2886607136 cites W3123985005 @default.
- W2886607136 cites W3124959233 @default.
- W2886607136 cites W4229900088 @default.
- W2886607136 cites W433639744 @default.
- W2886607136 doi "https://doi.org/10.1016/j.econmod.2018.07.028" @default.
- W2886607136 hasPublicationYear "2019" @default.
- W2886607136 type Work @default.
- W2886607136 sameAs 2886607136 @default.
- W2886607136 citedByCount "57" @default.
- W2886607136 countsByYear W28866071362019 @default.