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https://www.um.edu.mt/library/oar/handle/123456789/31843| Title: | The effects of the increasing oil price returns and its volatility on four emerged stock markets |
| Authors: | Lake, Andreas Ektor Katrakilidis, Constantinos P. |
| Keywords: | Stock exchanges Petroleum industry and trade -- Economic aspects Stocks -- Prices -- Mathematical models International financial statistics |
| Issue Date: | 2009 |
| Publisher: | University of Piraeus. International Strategic Management Association |
| Citation: | Lake, E. A., & Katrakilidis, C. (2009). The effects of the increasing oil price returns and its volatility on four emerged stock markets. European Research Studies Journal, 12(1), 149-161. |
| Abstract: | The current paper attempts to explore the effects of oil price returns and oil price volatility on the Greek, the US, the UK and the German stock markets. More specifically, the research focuses on the interactions among oil prices, its volatility, and the stock market returns as well as on the futures indices of each index. The volatility of the employed indices has been quantified by applying EGARCH models and the relationship between the variables has been examined by means of structural equation models (SEM). |
| URI: | https://www.um.edu.mt/library/oar//handle/123456789/31843 |
| ISSN: | 11082976 |
| Appears in Collections: | European Research Studies Journal, Volume 12, Issue 1 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| The_effects_of_the_increasing_oil_price_returns_and_its_volatility_on_four_emerged_stock_markets_2009.pdf | 102.12 kB | Adobe PDF | View/Open |
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