1. OAR@UM
  2. External Research Collection
  3. Social Sciences
  4. Finance
  5. European Research Studies Journal
  6. 2009
  7. European Research Studies Journal, Volume 12, Issue 1
Please use this identifier to cite or link to this item: https://www.um.edu.mt/library/oar/handle/123456789/31843
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dc.contributor.authorLake, Andreas Ektor-
dc.contributor.authorKatrakilidis, Constantinos P.-
dc.date.accessioned2018-07-17T09:46:32Z-
dc.date.available2018-07-17T09:46:32Z-
dc.date.issued2009-
dc.identifier.citationLake, 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.en_GB
dc.identifier.issn11082976-
dc.identifier.urihttps://www.um.edu.mt/library/oar//handle/123456789/31843-
dc.description.abstractThe 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).en_GB
dc.language.isoenen_GB
dc.publisherUniversity of Piraeus. International Strategic Management Associationen_GB
dc.rightsinfo:eu-repo/semantics/openAccessen_GB
dc.subjectStock exchangesen_GB
dc.subjectPetroleum industry and trade -- Economic aspectsen_GB
dc.subjectStocks -- Prices -- Mathematical modelsen_GB
dc.subjectInternational financial statisticsen_GB
dc.titleThe effects of the increasing oil price returns and its volatility on four emerged stock marketsen_GB
dc.typearticleen_GB
dc.rights.holderThe copyright of this work belongs to the author(s)/publisher. The rights of this work are as defined by the appropriate Copyright Legislation or as modified by any successive legislation. Users may access this work and can make use of the information contained in accordance with the Copyright Legislation provided that the author must be properly acknowledged. Further distribution or reproduction in any format is prohibited without the prior permission of the copyright holder.en_GB
dc.description.reviewedpeer-revieweden_GB
dc.publication.titleEuropean Research Studies Journalen_GB
Appears in Collections:European Research Studies Journal, Volume 12, Issue 1

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