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- W3092541128 abstract "This paper investigates the impact of oil price shocks on stock returns in Nigeria using monthly data on four sectoral indices – Banking, Insurance, Food, Beverages, & Tobacco (FB&T) and Oil & Gas (O&G) – over the period January 2010 to December 2018. The oil price shocks are decomposed into precautionary demand, aggregate demand, and supply sources. The outcome of the estimation of a Structural Vector Autoregressive (SVAR) model suggests that precautionary demand oil shock had negative and significant impact on the sectoral returns except for FB&T whose response was insignificant; aggregate demand oil shock had a negative but insignificant impact on the sectoral returns but for the O&G sector whose response was positive although insignificant; whereas oil supply shock had a positive but insignificant impact on the sectoral returns in the Nigerian stock market. However, O&G sector was the only exception with negative response to oil supply shock, albeit, insignificantly.Keywords: Oil Price, Stock Returns, Structural VAR.JEL Classification: GDOI: https://doi.org/10.32479/ijeep.10189" @default.
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- W3092541128 date "2020-10-10" @default.
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- W3092541128 title "IMPACT OF OIL PRICE SHOCKS ON SECTORAL RETURNS IN NIGERIA STOCK MARKET" @default.
- W3092541128 doi "https://doi.org/10.32479/ijeep.10189" @default.
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