Matches in SemOpenAlex for { <https://semopenalex.org/work/W3124291408> ?p ?o ?g. }
Showing items 1 to 85 of
85
with 100 items per page.
- W3124291408 abstract "In this paper, we investigate the dynamic relationship between different oil price shocks and the South African stock market using a sign restriction structural vector autoregression (VAR) approach for the period 1973:01 to 2011:07. The results show that for an oil-importing country like South Africa, stock returns only increase with oil prices when global economic activity improves. In response to oil supply shocks and speculative demand shocks, stock returns and the real price of oil move in opposite directions. The analysis of the variance decomposition shows that the oil supply shock contributes more to the variability in real stock prices. The main conclusion is that different oil price shocks affect stock returns differently and policy makers and investors should always consider the source of the shock before implementing policy and making investment decisions." @default.
- W3124291408 created "2021-02-01" @default.
- W3124291408 creator A5000480599 @default.
- W3124291408 creator A5015669404 @default.
- W3124291408 date "2013-04-01" @default.
- W3124291408 modified "2023-09-27" @default.
- W3124291408 title "Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach" @default.
- W3124291408 hasPublicationYear "2013" @default.
- W3124291408 type Work @default.
- W3124291408 sameAs 3124291408 @default.
- W3124291408 citedByCount "0" @default.
- W3124291408 crossrefType "posted-content" @default.
- W3124291408 hasAuthorship W3124291408A5000480599 @default.
- W3124291408 hasAuthorship W3124291408A5015669404 @default.
- W3124291408 hasConcept C106159729 @default.
- W3124291408 hasConcept C126285488 @default.
- W3124291408 hasConcept C126322002 @default.
- W3124291408 hasConcept C127413603 @default.
- W3124291408 hasConcept C133029050 @default.
- W3124291408 hasConcept C149782125 @default.
- W3124291408 hasConcept C151730666 @default.
- W3124291408 hasConcept C162324750 @default.
- W3124291408 hasConcept C204036174 @default.
- W3124291408 hasConcept C2780299701 @default.
- W3124291408 hasConcept C2780762169 @default.
- W3124291408 hasConcept C2781300812 @default.
- W3124291408 hasConcept C2984556133 @default.
- W3124291408 hasConcept C2992790879 @default.
- W3124291408 hasConcept C2993018946 @default.
- W3124291408 hasConcept C2993360226 @default.
- W3124291408 hasConcept C556758197 @default.
- W3124291408 hasConcept C71924100 @default.
- W3124291408 hasConcept C78519656 @default.
- W3124291408 hasConcept C86337476 @default.
- W3124291408 hasConcept C86803240 @default.
- W3124291408 hasConcept C89715816 @default.
- W3124291408 hasConceptScore W3124291408C106159729 @default.
- W3124291408 hasConceptScore W3124291408C126285488 @default.
- W3124291408 hasConceptScore W3124291408C126322002 @default.
- W3124291408 hasConceptScore W3124291408C127413603 @default.
- W3124291408 hasConceptScore W3124291408C133029050 @default.
- W3124291408 hasConceptScore W3124291408C149782125 @default.
- W3124291408 hasConceptScore W3124291408C151730666 @default.
- W3124291408 hasConceptScore W3124291408C162324750 @default.
- W3124291408 hasConceptScore W3124291408C204036174 @default.
- W3124291408 hasConceptScore W3124291408C2780299701 @default.
- W3124291408 hasConceptScore W3124291408C2780762169 @default.
- W3124291408 hasConceptScore W3124291408C2781300812 @default.
- W3124291408 hasConceptScore W3124291408C2984556133 @default.
- W3124291408 hasConceptScore W3124291408C2992790879 @default.
- W3124291408 hasConceptScore W3124291408C2993018946 @default.
- W3124291408 hasConceptScore W3124291408C2993360226 @default.
- W3124291408 hasConceptScore W3124291408C556758197 @default.
- W3124291408 hasConceptScore W3124291408C71924100 @default.
- W3124291408 hasConceptScore W3124291408C78519656 @default.
- W3124291408 hasConceptScore W3124291408C86337476 @default.
- W3124291408 hasConceptScore W3124291408C86803240 @default.
- W3124291408 hasConceptScore W3124291408C89715816 @default.
- W3124291408 hasLocation W31242914081 @default.
- W3124291408 hasOpenAccess W3124291408 @default.
- W3124291408 hasPrimaryLocation W31242914081 @default.
- W3124291408 hasRelatedWork W1584675040 @default.
- W3124291408 hasRelatedWork W1841230568 @default.
- W3124291408 hasRelatedWork W1973809982 @default.
- W3124291408 hasRelatedWork W1994781593 @default.
- W3124291408 hasRelatedWork W2011561736 @default.
- W3124291408 hasRelatedWork W2103703399 @default.
- W3124291408 hasRelatedWork W2161441421 @default.
- W3124291408 hasRelatedWork W2253162368 @default.
- W3124291408 hasRelatedWork W2432291001 @default.
- W3124291408 hasRelatedWork W2513606220 @default.
- W3124291408 hasRelatedWork W2737278541 @default.
- W3124291408 hasRelatedWork W277647314 @default.
- W3124291408 hasRelatedWork W2786837180 @default.
- W3124291408 hasRelatedWork W2907629302 @default.
- W3124291408 hasRelatedWork W3022699050 @default.
- W3124291408 hasRelatedWork W3111480910 @default.
- W3124291408 hasRelatedWork W3123736261 @default.
- W3124291408 hasRelatedWork W3126726409 @default.
- W3124291408 hasRelatedWork W3143062029 @default.
- W3124291408 hasRelatedWork W631769457 @default.
- W3124291408 isParatext "false" @default.
- W3124291408 isRetracted "false" @default.
- W3124291408 magId "3124291408" @default.
- W3124291408 workType "article" @default.