Matches in SemOpenAlex for { <https://semopenalex.org/work/W3082466468> ?p ?o ?g. }
- W3082466468 endingPage "118639" @default.
- W3082466468 startingPage "118639" @default.
- W3082466468 abstract "Abstract This paper investigates the relationship between oil price and stock markets in the major oil-exporting (Russia, Norway, Canada) and oil-importing (USA, China, Japan) countries. We apply a time-varying asymmetric quantile regression (TV-AQR) model that conducts to provide a more comprehensive picture of the oil-stock market nexus by accounting for the time-varying propriety and the asymmetric effect of oil price on the stock returns under different market conditions. Using weekly data from January 2000 to October 2018, our results reveal that the reaction of the stock markets to crude oil price is time-varying and highly heterogeneous across conditional stock returns’ distribution. Moreover, the relationship between oil and stock markets is asymmetrical and the stock markets respond to negative oil price changes more intensively than to positive changes. We also find that the two considered markets are highly dependent during the financial crisis. These results carry crucial implications for investors as well as for policymakers regarding investment strategies and decision making." @default.
- W3082466468 created "2020-09-08" @default.
- W3082466468 creator A5016239329 @default.
- W3082466468 date "2020-12-01" @default.
- W3082466468 modified "2023-09-29" @default.
- W3082466468 title "A dynamic quantile regression model for the relationship between oil price and stock markets in oil-importing and oil-exporting countries" @default.
- W3082466468 cites W1964930841 @default.
- W3082466468 cites W1971900541 @default.
- W3082466468 cites W1973809982 @default.
- W3082466468 cites W1977206371 @default.
- W3082466468 cites W1989472873 @default.
- W3082466468 cites W1998289244 @default.
- W3082466468 cites W2017617868 @default.
- W3082466468 cites W2020857086 @default.
- W3082466468 cites W2021821837 @default.
- W3082466468 cites W2024303148 @default.
- W3082466468 cites W2035118004 @default.
- W3082466468 cites W2038945349 @default.
- W3082466468 cites W2046426921 @default.
- W3082466468 cites W2049025953 @default.
- W3082466468 cites W2074988857 @default.
- W3082466468 cites W2080984056 @default.
- W3082466468 cites W2081059284 @default.
- W3082466468 cites W2083902262 @default.
- W3082466468 cites W2090199850 @default.
- W3082466468 cites W2092440222 @default.
- W3082466468 cites W2093917421 @default.
- W3082466468 cites W2095364399 @default.
- W3082466468 cites W2097580026 @default.
- W3082466468 cites W2103315488 @default.
- W3082466468 cites W2121676017 @default.
- W3082466468 cites W2144065083 @default.
- W3082466468 cites W2154084173 @default.
- W3082466468 cites W2161441421 @default.
- W3082466468 cites W2235593455 @default.
- W3082466468 cites W2251879975 @default.
- W3082466468 cites W2463187590 @default.
- W3082466468 cites W2513606220 @default.
- W3082466468 cites W2552870097 @default.
- W3082466468 cites W2604964898 @default.
- W3082466468 cites W2803546897 @default.
- W3082466468 cites W2959877063 @default.
- W3082466468 cites W3121943714 @default.
- W3082466468 cites W3122460317 @default.
- W3082466468 cites W3123281702 @default.
- W3082466468 cites W3123851926 @default.
- W3082466468 cites W3123974798 @default.
- W3082466468 cites W4241653265 @default.
- W3082466468 doi "https://doi.org/10.1016/j.energy.2020.118639" @default.
- W3082466468 hasPublicationYear "2020" @default.
- W3082466468 type Work @default.
- W3082466468 sameAs 3082466468 @default.
- W3082466468 citedByCount "25" @default.
- W3082466468 countsByYear W30824664682021 @default.
- W3082466468 countsByYear W30824664682022 @default.
- W3082466468 countsByYear W30824664682023 @default.
- W3082466468 crossrefType "journal-article" @default.
- W3082466468 hasAuthorship W3082466468A5016239329 @default.
- W3082466468 hasConcept C105795698 @default.
- W3082466468 hasConcept C106159729 @default.
- W3082466468 hasConcept C127413603 @default.
- W3082466468 hasConcept C149782125 @default.
- W3082466468 hasConcept C152877465 @default.
- W3082466468 hasConcept C162324750 @default.
- W3082466468 hasConcept C204036174 @default.
- W3082466468 hasConcept C2984556133 @default.
- W3082466468 hasConcept C33923547 @default.
- W3082466468 hasConcept C556758197 @default.
- W3082466468 hasConcept C63817138 @default.
- W3082466468 hasConcept C78519656 @default.
- W3082466468 hasConceptScore W3082466468C105795698 @default.
- W3082466468 hasConceptScore W3082466468C106159729 @default.
- W3082466468 hasConceptScore W3082466468C127413603 @default.
- W3082466468 hasConceptScore W3082466468C149782125 @default.
- W3082466468 hasConceptScore W3082466468C152877465 @default.
- W3082466468 hasConceptScore W3082466468C162324750 @default.
- W3082466468 hasConceptScore W3082466468C204036174 @default.
- W3082466468 hasConceptScore W3082466468C2984556133 @default.
- W3082466468 hasConceptScore W3082466468C33923547 @default.
- W3082466468 hasConceptScore W3082466468C556758197 @default.
- W3082466468 hasConceptScore W3082466468C63817138 @default.
- W3082466468 hasConceptScore W3082466468C78519656 @default.
- W3082466468 hasFunder F4320328654 @default.
- W3082466468 hasLocation W30824664681 @default.
- W3082466468 hasOpenAccess W3082466468 @default.
- W3082466468 hasPrimaryLocation W30824664681 @default.
- W3082466468 hasRelatedWork W1801096986 @default.
- W3082466468 hasRelatedWork W2098379060 @default.
- W3082466468 hasRelatedWork W2142249680 @default.
- W3082466468 hasRelatedWork W2387944222 @default.
- W3082466468 hasRelatedWork W2468831641 @default.
- W3082466468 hasRelatedWork W2766338270 @default.
- W3082466468 hasRelatedWork W3096048756 @default.
- W3082466468 hasRelatedWork W3121274918 @default.
- W3082466468 hasRelatedWork W3123203051 @default.
- W3082466468 hasRelatedWork W3174022307 @default.
- W3082466468 hasVolume "213" @default.
- W3082466468 isParatext "false" @default.